WEBVTT bda32352-a5ee-4f54-a17e-dc796256864d/51-0 00:00:04.040 --> 00:00:07.721 Thank you all for attending the Earthquake Science Center Weekly bda32352-a5ee-4f54-a17e-dc796256864d/51-1 00:00:07.721 --> 00:00:08.570 Seminar Series. bda32352-a5ee-4f54-a17e-dc796256864d/58-0 00:00:08.580 --> 00:00:10.100 If you are new, welcome. bda32352-a5ee-4f54-a17e-dc796256864d/79-0 00:00:10.160 --> 00:00:13.063 If you'd like to be added to our email distribution group, please bda32352-a5ee-4f54-a17e-dc796256864d/79-1 00:00:13.063 --> 00:00:13.810 send us an email. bda32352-a5ee-4f54-a17e-dc796256864d/88-0 00:00:14.250 --> 00:00:15.350 Seminars are recorded. bda32352-a5ee-4f54-a17e-dc796256864d/136-0 00:00:15.360 --> 00:00:18.822 Mostly all talks are posted on the USGS Earthquake Science bda32352-a5ee-4f54-a17e-dc796256864d/136-1 00:00:18.822 --> 00:00:22.224 Center web page. Closed captioning can be turned on by bda32352-a5ee-4f54-a17e-dc796256864d/136-2 00:00:22.224 --> 00:00:25.862 clicking on the CC icon in the ... or more tab at the bda32352-a5ee-4f54-a17e-dc796256864d/136-3 00:00:25.862 --> 00:00:26.800 top of the page. bda32352-a5ee-4f54-a17e-dc796256864d/165-0 00:00:27.140 --> 00:00:29.908 Attendees please mute your mics and turn off your cameras until bda32352-a5ee-4f54-a17e-dc796256864d/165-1 00:00:29.908 --> 00:00:31.810 the Q&A session at the end of the talk. bda32352-a5ee-4f54-a17e-dc796256864d/196-0 00:00:32.120 --> 00:00:35.567 Or you can submit your questions via the chat at any time or wait bda32352-a5ee-4f54-a17e-dc796256864d/196-1 00:00:35.567 --> 00:00:38.805 to turn on your camera and ask your question during the bda32352-a5ee-4f54-a17e-dc796256864d/196-2 00:00:38.805 --> 00:00:39.640 Q&A session. bda32352-a5ee-4f54-a17e-dc796256864d/227-0 00:00:40.640 --> 00:00:45.532 Please note that we have an All Hands scheduled tomorrow at bda32352-a5ee-4f54-a17e-dc796256864d/227-1 00:00:45.532 --> 00:00:49.520 11:00 AM, so keep your eyes peeled for announcements bda32352-a5ee-4f54-a17e-dc796256864d/227-2 00:00:49.520 --> 00:00:51.250 regarding that meeting. bda32352-a5ee-4f54-a17e-dc796256864d/259-0 00:00:52.020 --> 00:00:56.566 You are also invited to attend the 2024 3-day USGS Northern bda32352-a5ee-4f54-a17e-dc796256864d/259-1 00:00:56.566 --> 00:01:00.971 California Earthquake Hazards Workshop on January 30th through bda32352-a5ee-4f54-a17e-dc796256864d/259-2 00:01:00.971 --> 00:01:01.880 February 1st. bda32352-a5ee-4f54-a17e-dc796256864d/295-0 00:01:02.300 --> 00:01:05.338 In lieu of posters this year, and if you're interested, we are bda32352-a5ee-4f54-a17e-dc796256864d/295-1 00:01:05.338 --> 00:01:08.279 inviting attendees to present short talks 5 minutes or less, bda32352-a5ee-4f54-a17e-dc796256864d/295-2 00:01:08.279 --> 00:01:11.365 highlighting progress related to Northern California earthquake bda32352-a5ee-4f54-a17e-dc796256864d/295-3 00:01:11.365 --> 00:01:11.750 hazards. bda32352-a5ee-4f54-a17e-dc796256864d/322-0 00:01:12.370 --> 00:01:15.941 The workshop is free and open to all who are interested in better bda32352-a5ee-4f54-a17e-dc796256864d/322-1 00:01:15.941 --> 00:01:19.240 defining earthquake hazards and risk in Northern California. bda32352-a5ee-4f54-a17e-dc796256864d/334-0 00:01:19.330 --> 00:01:21.910 Register today and please see the link in the chat. bda32352-a5ee-4f54-a17e-dc796256864d/370-0 00:01:23.340 --> 00:01:27.354 Please note that the workshop is still accepting Thunder Talks, bda32352-a5ee-4f54-a17e-dc796256864d/370-1 00:01:27.354 --> 00:01:31.117 which are those short 5 minute talks until Tuesday, January bda32352-a5ee-4f54-a17e-dc796256864d/370-2 00:01:31.117 --> 00:01:31.430 16th. bda32352-a5ee-4f54-a17e-dc796256864d/389-0 00:01:31.440 --> 00:01:34.940 Next week there will also be a watch party at Moffett Field and bda32352-a5ee-4f54-a17e-dc796256864d/389-1 00:01:34.940 --> 00:01:37.400 Yosemite Conference room for the conference. bda32352-a5ee-4f54-a17e-dc796256864d/400-0 00:01:37.410 --> 00:01:38.740 So if you're around, please join us. bda32352-a5ee-4f54-a17e-dc796256864d/416-0 00:01:40.090 --> 00:01:43.412 Please also be sure to submit your SSA abstracts to the bda32352-a5ee-4f54-a17e-dc796256864d/416-1 00:01:43.412 --> 00:01:44.420 conference today. bda32352-a5ee-4f54-a17e-dc796256864d/437-0 00:01:44.430 --> 00:01:47.020 Today's the deadline which should have been approved for bda32352-a5ee-4f54-a17e-dc796256864d/437-1 00:01:47.020 --> 00:01:49.200 submission by the Science Center at this point. bda32352-a5ee-4f54-a17e-dc796256864d/458-0 00:01:49.490 --> 00:01:51.899 So if you got approval and you are waiting on your bda32352-a5ee-4f54-a17e-dc796256864d/458-1 00:01:51.899 --> 00:01:53.950 submission, please do so by the end of today. bda32352-a5ee-4f54-a17e-dc796256864d/479-0 00:01:57.680 --> 00:02:01.475 A gentle reminder to be a mentor and host an ESC intern this bda32352-a5ee-4f54-a17e-dc796256864d/479-1 00:02:01.475 --> 00:02:01.910 summer. bda32352-a5ee-4f54-a17e-dc796256864d/490-0 00:02:01.920 --> 00:02:05.350 The deadline is Friday, January 12th, 2024. bda32352-a5ee-4f54-a17e-dc796256864d/512-0 00:02:05.600 --> 00:02:08.739 There's also a link there which Susan will post in the chat and bda32352-a5ee-4f54-a17e-dc796256864d/512-1 00:02:08.739 --> 00:02:10.700 please reach out if you have questions. bda32352-a5ee-4f54-a17e-dc796256864d/540-0 00:02:12.400 --> 00:02:15.973 And finally, Not Ready for Prime Time is back on in the new year bda32352-a5ee-4f54-a17e-dc796256864d/540-1 00:02:15.973 --> 00:02:18.940 from 3:00 to 4:00 PM in the Yosemite Conference room. bda32352-a5ee-4f54-a17e-dc796256864d/561-0 00:02:19.010 --> 00:02:22.414 Please join us. So with that I will turn it over to Ben and he bda32352-a5ee-4f54-a17e-dc796256864d/561-1 00:02:22.414 --> 00:02:24.280 will introduce our speaker today. bda32352-a5ee-4f54-a17e-dc796256864d/565-0 00:02:26.320 --> 00:02:26.610 Alright. bda32352-a5ee-4f54-a17e-dc796256864d/574-0 00:02:26.620 --> 00:02:27.490 Hi everybody! You can hear me? bda32352-a5ee-4f54-a17e-dc796256864d/576-0 00:02:29.000 --> 00:02:29.420 Great. bda32352-a5ee-4f54-a17e-dc796256864d/578-0 00:02:29.010 --> 00:02:29.530 All good. bda32352-a5ee-4f54-a17e-dc796256864d/597-0 00:02:30.080 --> 00:02:35.799 So like being asked to introduce Sarah is like I was bda32352-a5ee-4f54-a17e-dc796256864d/597-1 00:02:35.799 --> 00:02:37.610 reflecting on this. bda32352-a5ee-4f54-a17e-dc796256864d/661-0 00:02:37.620 --> 00:02:41.975 It's like it must be what it feels like to be asked to bda32352-a5ee-4f54-a17e-dc796256864d/661-1 00:02:41.975 --> 00:02:46.488 introduce like the notorious RBG or Venus Williams or bda32352-a5ee-4f54-a17e-dc796256864d/661-2 00:02:46.488 --> 00:02:51.635 something like that, like she's had such an impact on the Center bda32352-a5ee-4f54-a17e-dc796256864d/661-3 00:02:51.635 --> 00:02:56.623 and the field that she almost doesn't need an introduction, bda32352-a5ee-4f54-a17e-dc796256864d/661-4 00:02:56.623 --> 00:03:00.740 but it's also fun to talk about Sarah a little bit. bda32352-a5ee-4f54-a17e-dc796256864d/720-0 00:03:01.830 --> 00:03:06.437 She got her undergrad at Cal and PhD at Cal Tech doing extensibly bda32352-a5ee-4f54-a17e-dc796256864d/720-1 00:03:06.437 --> 00:03:10.834 geodesy, but also really making some fundamental contributions bda32352-a5ee-4f54-a17e-dc796256864d/720-2 00:03:10.834 --> 00:03:15.161 with Bayesian inversion, which she's going to come back to in bda32352-a5ee-4f54-a17e-dc796256864d/720-3 00:03:15.161 --> 00:03:19.557 this talk and then she did a Mendenhall with us. bda32352-a5ee-4f54-a17e-dc796256864d/720-4 00:03:19.557 --> 00:03:21.930 We were lucky enough to hire her. bda32352-a5ee-4f54-a17e-dc796256864d/756-0 00:03:21.940 --> 00:03:27.503 She's extremely awarded winning the PK Presidential Award for bda32352-a5ee-4f54-a17e-dc796256864d/756-1 00:03:27.503 --> 00:03:32.892 Young Investigators, which is, I think the highest honor that bda32352-a5ee-4f54-a17e-dc796256864d/756-2 00:03:32.892 --> 00:03:36.890 young investigators can win at the Survey. bda32352-a5ee-4f54-a17e-dc796256864d/778-0 00:03:37.260 --> 00:03:42.938 So just briefly, as a scientist, her career and her contributions bda32352-a5ee-4f54-a17e-dc796256864d/778-1 00:03:42.938 --> 00:03:46.550 have been extremely broad and impressive. bda32352-a5ee-4f54-a17e-dc796256864d/788-0 00:03:46.560 --> 00:03:50.190 She's written really seminal work in Earthquake. bda32352-a5ee-4f54-a17e-dc796256864d/819-0 00:03:50.200 --> 00:03:53.786 Early Warning that I think many people know about and the bda32352-a5ee-4f54-a17e-dc796256864d/819-1 00:03:53.786 --> 00:03:57.083 whole community has paid attention to and really sort of bda32352-a5ee-4f54-a17e-dc796256864d/819-2 00:03:57.083 --> 00:03:59.280 changed the course of that community. bda32352-a5ee-4f54-a17e-dc796256864d/834-0 00:03:59.370 --> 00:04:03.335 She's also written really fundamental work about inverse bda32352-a5ee-4f54-a17e-dc796256864d/837-0 00:04:03.120 --> 00:04:03.820 [noise] bda32352-a5ee-4f54-a17e-dc796256864d/834-1 00:04:03.335 --> 00:04:04.030 processes. bda32352-a5ee-4f54-a17e-dc796256864d/841-0 00:04:04.930 --> 00:04:05.760 [noise] bda32352-a5ee-4f54-a17e-dc796256864d/863-0 00:04:07.360 --> 00:04:11.003 And and then she's also made all sorts of contributions, studying bda32352-a5ee-4f54-a17e-dc796256864d/863-1 00:04:11.003 --> 00:04:14.094 ground motion associated with a little earthquakes, for bda32352-a5ee-4f54-a17e-dc796256864d/863-2 00:04:14.094 --> 00:04:14.590 instance. bda32352-a5ee-4f54-a17e-dc796256864d/873-0 00:04:14.600 --> 00:04:17.410 All really interesting stuff, all really broad. bda32352-a5ee-4f54-a17e-dc796256864d/930-0 00:04:17.920 --> 00:04:21.221 And then also if you think about her as a colleague or her bda32352-a5ee-4f54-a17e-dc796256864d/930-1 00:04:21.221 --> 00:04:24.465 contribution to the Center, she's got leadership in terms bda32352-a5ee-4f54-a17e-dc796256864d/930-2 00:04:24.465 --> 00:04:27.877 of the High Performance Computing with NASA that she's bda32352-a5ee-4f54-a17e-dc796256864d/930-3 00:04:27.877 --> 00:04:30.953 led and then also taking over the mantle of the NorCal bda32352-a5ee-4f54-a17e-dc796256864d/930-4 00:04:30.953 --> 00:04:34.421 Workshop, which we heard Curtis introduced, which is really bda32352-a5ee-4f54-a17e-dc796256864d/930-5 00:04:34.421 --> 00:04:34.980 important bda32352-a5ee-4f54-a17e-dc796256864d/962-0 00:04:37.140 --> 00:04:41.405 community aspect that the the Center has done for the bda32352-a5ee-4f54-a17e-dc796256864d/962-1 00:04:41.405 --> 00:04:45.959 years and she took over from the beloved Jack Boatwright doing bda32352-a5ee-4f54-a17e-dc796256864d/957-0 00:04:43.800 --> 00:04:43.920 that? bda32352-a5ee-4f54-a17e-dc796256864d/962-2 00:04:45.959 --> 00:04:46.320 So I bda32352-a5ee-4f54-a17e-dc796256864d/1007-0 00:04:46.380 --> 00:04:50.304 think the thing that I'll leave you with that I thought bda32352-a5ee-4f54-a17e-dc796256864d/1007-1 00:04:50.304 --> 00:04:54.485 about is like talking with Sarah and I think Jack Boatwright bda32352-a5ee-4f54-a17e-dc796256864d/1007-2 00:04:54.485 --> 00:04:58.344 would appreciate this analogy because he's an old Deadhead, bda32352-a5ee-4f54-a17e-dc796256864d/1007-3 00:04:58.344 --> 00:04:59.630 was an old Deadhead. bda32352-a5ee-4f54-a17e-dc796256864d/1013-0 00:04:59.740 --> 00:05:00.700 Talking with Sarah, bda32352-a5ee-4f54-a17e-dc796256864d/1024-0 00:05:00.710 --> 00:05:03.630 I'm like an intellectual project or anything; bda32352-a5ee-4f54-a17e-dc796256864d/1042-0 00:05:03.780 --> 00:05:09.041 It's kind of like the best of the old Jerry Garcia solos that bda32352-a5ee-4f54-a17e-dc796256864d/1042-1 00:05:09.041 --> 00:05:09.550 You had no bda32352-a5ee-4f54-a17e-dc796256864d/1074-0 00:05:09.740 --> 00:05:12.959 idea where they're going to go, but they went to bda32352-a5ee-4f54-a17e-dc796256864d/1074-1 00:05:12.959 --> 00:05:16.338 amazing places and they always came back home to the point and bda32352-a5ee-4f54-a17e-dc796256864d/1074-2 00:05:16.338 --> 00:05:17.250 the crowd roared. bda32352-a5ee-4f54-a17e-dc796256864d/1094-0 00:05:17.760 --> 00:05:21.119 So with that, Sarah is going to talk today about extremely bda32352-a5ee-4f54-a17e-dc796256864d/1094-1 00:05:21.119 --> 00:05:22.770 efficient Bayesian inversion. bda32352-a5ee-4f54-a17e-dc796256864d/1103-0 00:05:22.780 --> 00:05:24.100 I think it's going to be really fun talk. bda32352-a5ee-4f54-a17e-dc796256864d/1112-0 00:05:26.660 --> 00:05:28.600 Ah, thank you so much, Ben. bda32352-a5ee-4f54-a17e-dc796256864d/1135-0 00:05:28.610 --> 00:05:31.430 That is such a sweet introduction and I am going to bda32352-a5ee-4f54-a17e-dc796256864d/1135-1 00:05:31.430 --> 00:05:34.250 repay you with such a complicated and unhappy talk. bda32352-a5ee-4f54-a17e-dc796256864d/1154-0 00:05:35.180 --> 00:05:39.536 So thank you everyone for coming out. A little bit of a note about bda32352-a5ee-4f54-a17e-dc796256864d/1154-1 00:05:39.536 --> 00:05:40.130 the talk. bda32352-a5ee-4f54-a17e-dc796256864d/1169-0 00:05:40.200 --> 00:05:44.030 I'm gonna talk a lot about finite fault source models. bda32352-a5ee-4f54-a17e-dc796256864d/1176-0 00:05:44.040 --> 00:05:45.060 I can't help it. bda32352-a5ee-4f54-a17e-dc796256864d/1182-0 00:05:45.120 --> 00:05:45.990 It's what I study. bda32352-a5ee-4f54-a17e-dc796256864d/1210-0 00:05:46.000 --> 00:05:49.112 It's the words that come out of my mouth, but actually there's bda32352-a5ee-4f54-a17e-dc796256864d/1210-1 00:05:49.112 --> 00:05:51.730 nothing in this talk that's about earthquake models. bda32352-a5ee-4f54-a17e-dc796256864d/1249-0 00:05:51.740 --> 00:05:55.793 It's all just about inverse theory, so when I say earthquake bda32352-a5ee-4f54-a17e-dc796256864d/1249-1 00:05:55.793 --> 00:05:59.913 rupture model, please hear, you know earthquake statistics or bda32352-a5ee-4f54-a17e-dc796256864d/1249-2 00:05:59.913 --> 00:06:03.500 earthquake dynamics or whatever it is that you study. bda32352-a5ee-4f54-a17e-dc796256864d/1272-0 00:06:04.800 --> 00:06:08.510 OK. So this is a talk about friendship and I wanna talk bda32352-a5ee-4f54-a17e-dc796256864d/1272-1 00:06:08.510 --> 00:06:12.020 especially about four friends in alphabetical order, bda32352-a5ee-4f54-a17e-dc796256864d/1283-0 00:06:12.230 --> 00:06:18.580 those would be then Jess, Josie, and Math. bda32352-a5ee-4f54-a17e-dc796256864d/1293-0 00:06:19.440 --> 00:06:21.430 And I know that math isn't for everyone. bda32352-a5ee-4f54-a17e-dc796256864d/1326-0 00:06:21.440 --> 00:06:24.169 Math can be very divisive, and if math isn't for you, like bda32352-a5ee-4f54-a17e-dc796256864d/1326-1 00:06:24.169 --> 00:06:27.036 maybe this talk isn't for you and you just want to head out, bda32352-a5ee-4f54-a17e-dc796256864d/1326-2 00:06:27.036 --> 00:06:27.590 that's fine. bda32352-a5ee-4f54-a17e-dc796256864d/1330-0 00:06:27.600 --> 00:06:28.790 You won't hurt my feelings. bda32352-a5ee-4f54-a17e-dc796256864d/1343-0 00:06:29.060 --> 00:06:31.410 You might hurt Math's feelings, but I'm gonna be OK. bda32352-a5ee-4f54-a17e-dc796256864d/1393-0 00:06:34.190 --> 00:06:37.291 OK. So, once Upon a time I went to grad school and we wanted to bda32352-a5ee-4f54-a17e-dc796256864d/1393-1 00:06:37.291 --> 00:06:40.096 make earthquake rupture models to learn about earthquake bda32352-a5ee-4f54-a17e-dc796256864d/1393-2 00:06:40.096 --> 00:06:42.950 rupture physics course that requires actually knowing the bda32352-a5ee-4f54-a17e-dc796256864d/1393-3 00:06:42.950 --> 00:06:45.460 earthquake rupture, which you don't get to absorb. bda32352-a5ee-4f54-a17e-dc796256864d/1413-0 00:06:45.470 --> 00:06:48.340 So interactive yourself an invoice problem and the invoice bda32352-a5ee-4f54-a17e-dc796256864d/1413-1 00:06:48.340 --> 00:06:49.750 problem is tailorable, right? bda32352-a5ee-4f54-a17e-dc796256864d/1420-0 00:06:49.760 --> 00:06:51.430 There are multiple models that fit the data. bda32352-a5ee-4f54-a17e-dc796256864d/1440-0 00:06:53.280 --> 00:06:56.066 Small changes in the model design lead to big changes in bda32352-a5ee-4f54-a17e-dc796256864d/1440-1 00:06:56.066 --> 00:06:58.070 the informed rupture right on the right. bda32352-a5ee-4f54-a17e-dc796256864d/1457-0 00:06:58.080 --> 00:07:03.160 I'm showing 4 published models from the 1992 Landos earthquake. bda32352-a5ee-4f54-a17e-dc796256864d/1460-0 00:07:04.060 --> 00:07:05.700 Umm it? bda32352-a5ee-4f54-a17e-dc796256864d/1465-0 00:07:07.700 --> 00:07:09.380 That's interesting. bda32352-a5ee-4f54-a17e-dc796256864d/1475-0 00:07:12.550 --> 00:07:13.670 I sledge just jumped. bda32352-a5ee-4f54-a17e-dc796256864d/1487-0 00:07:17.830 --> 00:07:19.800 And a lot of what you see is smoothing. bda32352-a5ee-4f54-a17e-dc796256864d/1492-0 00:07:19.810 --> 00:07:22.480 It is not actually. bda32352-a5ee-4f54-a17e-dc796256864d/1497-0 00:07:25.140 --> 00:07:25.930 The sauce itself. bda32352-a5ee-4f54-a17e-dc796256864d/1521-0 00:07:28.890 --> 00:07:32.390 So what we need is the ensemble of all plausible source models bda32352-a5ee-4f54-a17e-dc796256864d/1521-1 00:07:32.390 --> 00:07:35.000 constrained only by physics, not by smoothing. bda32352-a5ee-4f54-a17e-dc796256864d/1528-0 00:07:35.010 --> 00:07:36.360 But we need this Bayesian inversion. bda32352-a5ee-4f54-a17e-dc796256864d/1549-0 00:07:40.750 --> 00:07:45.955 And so, umm, you let's take a moment to actually understand bda32352-a5ee-4f54-a17e-dc796256864d/1549-1 00:07:45.955 --> 00:07:47.950 how basin abortion was. bda32352-a5ee-4f54-a17e-dc796256864d/1583-0 00:07:47.960 --> 00:07:50.537 So you might be familiar with like thinking of inversions is D bda32352-a5ee-4f54-a17e-dc796256864d/1583-1 00:07:50.537 --> 00:07:53.032 = g * M But the first thing is in Bayesian analysis we don't bda32352-a5ee-4f54-a17e-dc796256864d/1583-2 00:07:53.032 --> 00:07:53.890 use EM, we use Theta. bda32352-a5ee-4f54-a17e-dc796256864d/1598-0 00:07:55.000 --> 00:07:59.522 And we write the model as the solution is a posterior bda32352-a5ee-4f54-a17e-dc796256864d/1598-1 00:07:59.522 --> 00:08:00.610 distribution. bda32352-a5ee-4f54-a17e-dc796256864d/1623-0 00:08:00.620 --> 00:08:04.144 It's a PDF that describes the relative plausibility of all bda32352-a5ee-4f54-a17e-dc796256864d/1623-1 00:08:04.144 --> 00:08:07.010 possible values of your model parameters Theta. bda32352-a5ee-4f54-a17e-dc796256864d/1659-0 00:08:07.080 --> 00:08:10.732 Given your observations D and basically what it says that bda32352-a5ee-4f54-a17e-dc796256864d/1659-1 00:08:10.732 --> 00:08:14.698 that's equal to the likelihood, which is simply the the misfit bda32352-a5ee-4f54-a17e-dc796256864d/1659-2 00:08:14.698 --> 00:08:18.098 between your data and the predictions from your model bda32352-a5ee-4f54-a17e-dc796256864d/1659-3 00:08:18.098 --> 00:08:18.790 parameters. bda32352-a5ee-4f54-a17e-dc796256864d/1676-0 00:08:19.020 --> 00:08:21.626 Your prior distribution, which is your constraints and what you bda32352-a5ee-4f54-a17e-dc796256864d/1676-1 00:08:21.626 --> 00:08:23.050 think the model framers should be. bda32352-a5ee-4f54-a17e-dc796256864d/1716-0 00:08:23.100 --> 00:08:25.529 So for example, in finite thought models, we typically bda32352-a5ee-4f54-a17e-dc796256864d/1716-1 00:08:25.529 --> 00:08:28.002 want to put a backflip constraint on all faults so that bda32352-a5ee-4f54-a17e-dc796256864d/1716-2 00:08:28.002 --> 00:08:30.696 they don't slip backwards and then the denominator is P of D bda32352-a5ee-4f54-a17e-dc796256864d/1716-3 00:08:30.696 --> 00:08:32.330 it's called the marginal likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/1725-0 00:08:33.390 --> 00:08:34.230 Looks like a function. bda32352-a5ee-4f54-a17e-dc796256864d/1747-0 00:08:34.450 --> 00:08:40.538 Actually a scalable number and if you want to know umm what bda32352-a5ee-4f54-a17e-dc796256864d/1747-1 00:08:40.538 --> 00:08:42.060 that is, it is. bda32352-a5ee-4f54-a17e-dc796256864d/1755-0 00:08:42.250 --> 00:08:44.460 And easier to write you. bda32352-a5ee-4f54-a17e-dc796256864d/1772-0 00:08:44.510 --> 00:08:46.780 You first have to write it the way the ******** bayesians do. bda32352-a5ee-4f54-a17e-dc796256864d/1787-0 00:08:46.830 --> 00:08:49.987 The ******** bayesians put another variable in this they bda32352-a5ee-4f54-a17e-dc796256864d/1787-1 00:08:49.987 --> 00:08:51.980 use fancy script M for model class. bda32352-a5ee-4f54-a17e-dc796256864d/1801-0 00:08:51.990 --> 00:08:55.890 It's all the things you had to assume to design your model, bda32352-a5ee-4f54-a17e-dc796256864d/1801-1 00:08:55.890 --> 00:08:56.280 right? bda32352-a5ee-4f54-a17e-dc796256864d/1814-0 00:08:56.290 --> 00:08:58.600 It's things like for finite Fort models. bda32352-a5ee-4f54-a17e-dc796256864d/1873-0 00:08:58.750 --> 00:09:01.760 It's the geometry of your thought, the discretization of bda32352-a5ee-4f54-a17e-dc796256864d/1873-1 00:09:01.760 --> 00:09:04.716 your fault, the elastic structure in which you embedded bda32352-a5ee-4f54-a17e-dc796256864d/1873-2 00:09:04.716 --> 00:09:08.095 your fault, the location of your earthquake, all these sorts of bda32352-a5ee-4f54-a17e-dc796256864d/1873-3 00:09:08.095 --> 00:09:11.421 things, and so you can think of the denominator PFD given M as bda32352-a5ee-4f54-a17e-dc796256864d/1873-4 00:09:11.421 --> 00:09:14.694 if this model class will write, would you have absorbed these bda32352-a5ee-4f54-a17e-dc796256864d/1873-5 00:09:14.694 --> 00:09:15.010 datas? bda32352-a5ee-4f54-a17e-dc796256864d/1880-0 00:09:15.500 --> 00:09:16.570 You shouldn't think about that, right? bda32352-a5ee-4f54-a17e-dc796256864d/1886-0 00:09:16.580 --> 00:09:17.490 Because it's George, Box said. bda32352-a5ee-4f54-a17e-dc796256864d/1898-0 00:09:17.500 --> 00:09:19.720 Or models are wrong, but some are useful. bda32352-a5ee-4f54-a17e-dc796256864d/1927-0 00:09:19.960 --> 00:09:23.530 No model is right, and Bayesian analysis knows this, but it's bda32352-a5ee-4f54-a17e-dc796256864d/1927-1 00:09:23.530 --> 00:09:27.041 basically it's a useful metric that tells you about how good bda32352-a5ee-4f54-a17e-dc796256864d/1927-2 00:09:27.041 --> 00:09:28.250 your model design is. bda32352-a5ee-4f54-a17e-dc796256864d/1941-0 00:09:28.260 --> 00:09:31.167 Would you actually expect to see data like this given that model bda32352-a5ee-4f54-a17e-dc796256864d/1941-1 00:09:31.167 --> 00:09:31.480 design? bda32352-a5ee-4f54-a17e-dc796256864d/1960-0 00:09:32.120 --> 00:09:34.753 Umm, unfortunately we don't have to actually really get to look bda32352-a5ee-4f54-a17e-dc796256864d/1960-1 00:09:34.753 --> 00:09:35.370 at that number. bda32352-a5ee-4f54-a17e-dc796256864d/1990-0 00:09:35.700 --> 00:09:39.271 If you do some math, you'll find out that it turns out to be the bda32352-a5ee-4f54-a17e-dc796256864d/1990-1 00:09:39.271 --> 00:09:42.567 integral over all values of all possible values of all your bda32352-a5ee-4f54-a17e-dc796256864d/1990-2 00:09:42.567 --> 00:09:43.500 model parameters. bda32352-a5ee-4f54-a17e-dc796256864d/2002-0 00:09:43.520 --> 00:09:46.990 It's like really hard to I'm actually evaluate. bda32352-a5ee-4f54-a17e-dc796256864d/2017-0 00:09:47.080 --> 00:09:50.938 So when reality we always write this as a proportionality, bda32352-a5ee-4f54-a17e-dc796256864d/2017-1 00:09:50.938 --> 00:09:51.330 right? bda32352-a5ee-4f54-a17e-dc796256864d/2037-0 00:09:52.380 --> 00:09:55.353 The posterior is proportional to the data likelihood times the bda32352-a5ee-4f54-a17e-dc796256864d/2037-1 00:09:55.353 --> 00:09:56.390 file, and that's just. bda32352-a5ee-4f54-a17e-dc796256864d/2042-0 00:09:56.400 --> 00:09:57.780 Forget about that denominator. bda32352-a5ee-4f54-a17e-dc796256864d/2051-0 00:09:58.640 --> 00:10:00.070 Umm, so that's all and so. bda32352-a5ee-4f54-a17e-dc796256864d/2056-0 00:10:00.080 --> 00:10:00.980 And how do we get this? bda32352-a5ee-4f54-a17e-dc796256864d/2078-0 00:10:00.990 --> 00:10:04.450 Like, how do we actually compute the posterior distribution and bda32352-a5ee-4f54-a17e-dc796256864d/2078-1 00:10:04.450 --> 00:10:07.260 the way that we do this is through sampling, right? bda32352-a5ee-4f54-a17e-dc796256864d/2148-0 00:10:07.320 --> 00:10:10.384 Just draw random samples with density proportional to the bda32352-a5ee-4f54-a17e-dc796256864d/2148-1 00:10:10.384 --> 00:10:13.659 target posterior PDF so that we have a bunch of samples whose bda32352-a5ee-4f54-a17e-dc796256864d/2148-2 00:10:13.659 --> 00:10:16.776 mean is the meaning of posterior PDF and the median is the bda32352-a5ee-4f54-a17e-dc796256864d/2148-3 00:10:16.776 --> 00:10:20.103 median, and your posterior PDF and the thing that holds 95% of bda32352-a5ee-4f54-a17e-dc796256864d/2148-4 00:10:20.103 --> 00:10:22.480 those samples is your 95% confidence bounds. bda32352-a5ee-4f54-a17e-dc796256864d/2152-0 00:10:23.500 --> 00:10:23.820 Umm. bda32352-a5ee-4f54-a17e-dc796256864d/2178-0 00:10:24.120 --> 00:10:27.479 So right, if you play around in MATLAB or Python or whatever she bda32352-a5ee-4f54-a17e-dc796256864d/2178-1 00:10:27.479 --> 00:10:30.630 like, no, you'll you'll see random number generators, right? bda32352-a5ee-4f54-a17e-dc796256864d/2206-0 00:10:30.640 --> 00:10:34.493 They they do specific tasks they make normally distributed random bda32352-a5ee-4f54-a17e-dc796256864d/2206-1 00:10:34.493 --> 00:10:37.703 numbers or uniform distributed random numbers, but the bda32352-a5ee-4f54-a17e-dc796256864d/2206-2 00:10:37.703 --> 00:10:39.570 posterior PDF could be anything. bda32352-a5ee-4f54-a17e-dc796256864d/2221-0 00:10:39.940 --> 00:10:43.010 So how do you draw samples of an arbitrary PDF? bda32352-a5ee-4f54-a17e-dc796256864d/2240-0 00:10:43.340 --> 00:10:46.825 To do that, you basically need a universal random number bda32352-a5ee-4f54-a17e-dc796256864d/2240-1 00:10:46.825 --> 00:10:50.310 generator, and that is what the Metropolis algorithm is. bda32352-a5ee-4f54-a17e-dc796256864d/2252-0 00:10:50.320 --> 00:10:53.690 It's a random number generator that walks for anything. bda32352-a5ee-4f54-a17e-dc796256864d/2255-0 00:10:53.740 --> 00:10:54.210 It can. bda32352-a5ee-4f54-a17e-dc796256864d/2262-0 00:10:54.260 --> 00:10:55.820 It's it's basically a random walk. bda32352-a5ee-4f54-a17e-dc796256864d/2319-0 00:10:55.830 --> 00:10:59.157 It's a Markov chain Monte Carlo process that randomly decides bda32352-a5ee-4f54-a17e-dc796256864d/2319-1 00:10:59.157 --> 00:11:02.537 whether or not to accept random numbers that are generates and bda32352-a5ee-4f54-a17e-dc796256864d/2319-2 00:11:02.537 --> 00:11:05.434 eventually we'll converge to have samples distributed bda32352-a5ee-4f54-a17e-dc796256864d/2319-3 00:11:05.434 --> 00:11:08.438 according to the posterior PDF or whatever it is you're bda32352-a5ee-4f54-a17e-dc796256864d/2319-4 00:11:08.438 --> 00:11:09.940 actually trying to simulate. bda32352-a5ee-4f54-a17e-dc796256864d/2361-0 00:11:10.720 --> 00:11:13.208 It's called the Metropolis algorithm, cause Foster pulled bda32352-a5ee-4f54-a17e-dc796256864d/2361-1 00:11:13.208 --> 00:11:15.739 in this people 1953 general chemical physics equations are bda32352-a5ee-4f54-a17e-dc796256864d/2361-2 00:11:15.739 --> 00:11:18.312 state calculations by fast computing machines but tropolis, bda32352-a5ee-4f54-a17e-dc796256864d/2361-3 00:11:18.312 --> 00:11:20.070 Rosenbluth, Rosenbluth tallow, and tell. bda32352-a5ee-4f54-a17e-dc796256864d/2371-0 00:11:20.580 --> 00:11:22.330 We need to take a moment to talk about this paper. bda32352-a5ee-4f54-a17e-dc796256864d/2397-0 00:11:23.050 --> 00:11:26.861 Umm, the five authors on this people are marshmallows and bda32352-a5ee-4f54-a17e-dc796256864d/2397-1 00:11:26.861 --> 00:11:28.240 booth a grad student. bda32352-a5ee-4f54-a17e-dc796256864d/2406-0 00:11:28.630 --> 00:11:30.150 His PhD advisor? Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/2402-0 00:11:28.850 --> 00:11:29.510 Hey Sarah. bda32352-a5ee-4f54-a17e-dc796256864d/2407-0 00:11:30.900 --> 00:11:31.850 Sorry to interrupt you. bda32352-a5ee-4f54-a17e-dc796256864d/2420-0 00:11:31.860 --> 00:11:35.770 I think we might be seeing some slides that are getting stuck. bda32352-a5ee-4f54-a17e-dc796256864d/2429-0 00:11:35.780 --> 00:11:37.370 What slide are you on? bda32352-a5ee-4f54-a17e-dc796256864d/2431-0 00:11:38.290 --> 00:11:39.500 I'm on slide 10. bda32352-a5ee-4f54-a17e-dc796256864d/2442-0 00:11:39.570 --> 00:11:41.540 You want me to so I. bda32352-a5ee-4f54-a17e-dc796256864d/2447-0 00:11:40.830 --> 00:11:41.870 We're seeing like. bda32352-a5ee-4f54-a17e-dc796256864d/2460-0 00:11:41.590 --> 00:11:45.750 Somebody, somebody seems to have taken control away from me. bda32352-a5ee-4f54-a17e-dc796256864d/2461-0 00:11:45.870 --> 00:11:46.670 I think it's. bda32352-a5ee-4f54-a17e-dc796256864d/2466-0 00:11:46.730 --> 00:11:48.960 I think it's our Magar it. bda32352-a5ee-4f54-a17e-dc796256864d/2474-0 00:11:49.010 --> 00:11:49.480 Ohh no. bda32352-a5ee-4f54-a17e-dc796256864d/2479-0 00:11:49.530 --> 00:11:50.630 Now it's just Sarah Minson. bda32352-a5ee-4f54-a17e-dc796256864d/2477-0 00:11:49.540 --> 00:11:49.960 OK. bda32352-a5ee-4f54-a17e-dc796256864d/2485-0 00:11:51.780 --> 00:11:52.930 Yeah, yeah, sure. bda32352-a5ee-4f54-a17e-dc796256864d/2486-0 00:11:53.520 --> 00:11:53.760 No. bda32352-a5ee-4f54-a17e-dc796256864d/2493-0 00:11:55.690 --> 00:11:56.550 Alright, just now in charge. bda32352-a5ee-4f54-a17e-dc796256864d/2515-0 00:11:58.430 --> 00:12:02.930 OK, so so now I now we see Slide 10 is everything. bda32352-a5ee-4f54-a17e-dc796256864d/2504-0 00:11:58.600 --> 00:11:58.880 So. bda32352-a5ee-4f54-a17e-dc796256864d/2514-0 00:12:01.140 --> 00:12:01.840 Yeah, yeah. bda32352-a5ee-4f54-a17e-dc796256864d/2518-0 00:12:01.940 --> 00:12:02.220 OK. bda32352-a5ee-4f54-a17e-dc796256864d/2551-0 00:12:03.130 --> 00:12:07.910 Is everybody good and and do you wanna flip forward and back just bda32352-a5ee-4f54-a17e-dc796256864d/2549-0 00:12:07.060 --> 00:12:09.630 That not everyone. bda32352-a5ee-4f54-a17e-dc796256864d/2551-1 00:12:07.910 --> 00:12:11.240 to make sure that you can do that in a OK 76? bda32352-a5ee-4f54-a17e-dc796256864d/2553-0 00:12:11.320 --> 00:12:11.860 Great. bda32352-a5ee-4f54-a17e-dc796256864d/2561-0 00:12:11.870 --> 00:12:13.120 Sorry to interrupt, Siri. bda32352-a5ee-4f54-a17e-dc796256864d/2565-0 00:12:13.530 --> 00:12:13.860 Great. bda32352-a5ee-4f54-a17e-dc796256864d/2570-0 00:12:13.580 --> 00:12:14.910 No, thank you for letting me. bda32352-a5ee-4f54-a17e-dc796256864d/2575-0 00:12:13.870 --> 00:12:14.310 Talk to you. bda32352-a5ee-4f54-a17e-dc796256864d/2579-0 00:12:14.920 --> 00:12:16.150 I wasn't sure. bda32352-a5ee-4f54-a17e-dc796256864d/2607-0 00:12:16.240 --> 00:12:18.646 It seemed a little bit weird that it had a real that it the bda32352-a5ee-4f54-a17e-dc796256864d/2607-1 00:12:18.646 --> 00:12:20.690 screen had suddenly changed and I didn't know why. bda32352-a5ee-4f54-a17e-dc796256864d/2613-0 00:12:21.760 --> 00:12:22.810 Just real fast. bda32352-a5ee-4f54-a17e-dc796256864d/2617-0 00:12:22.240 --> 00:12:22.640 Alright. bda32352-a5ee-4f54-a17e-dc796256864d/2649-0 00:12:22.860 --> 00:12:26.643 If you're not seeing the correct slide, go to the bottom of the bda32352-a5ee-4f54-a17e-dc796256864d/2649-1 00:12:26.643 --> 00:12:30.071 screen and click the right button to navigate forward and bda32352-a5ee-4f54-a17e-dc796256864d/2649-2 00:12:30.071 --> 00:12:33.439 teams will give you an option to sync your view with the bda32352-a5ee-4f54-a17e-dc796256864d/2649-3 00:12:33.439 --> 00:12:34.030 presenter. bda32352-a5ee-4f54-a17e-dc796256864d/2665-0 00:12:34.770 --> 00:12:35.670 It's a new feature. bda32352-a5ee-4f54-a17e-dc796256864d/2682-0 00:12:34.980 --> 00:12:37.305 Course if somebody else decides to take over presenting, that's bda32352-a5ee-4f54-a17e-dc796256864d/2682-1 00:12:37.305 --> 00:12:38.140 not gonna help us much. bda32352-a5ee-4f54-a17e-dc796256864d/2683-0 00:12:38.430 --> 00:12:40.030 Yeah, I tried that and it did. bda32352-a5ee-4f54-a17e-dc796256864d/2690-0 00:12:40.040 --> 00:12:41.600 That's where it said art Mcgarr. bda32352-a5ee-4f54-a17e-dc796256864d/2698-0 00:12:41.610 --> 00:12:42.850 But now it doesn't so. bda32352-a5ee-4f54-a17e-dc796256864d/2709-0 00:12:43.960 --> 00:12:44.120 It's. bda32352-a5ee-4f54-a17e-dc796256864d/2711-0 00:12:44.110 --> 00:12:47.080 OK, nobody steal the slides. bda32352-a5ee-4f54-a17e-dc796256864d/2712-0 00:12:46.840 --> 00:12:47.220 Stupid. bda32352-a5ee-4f54-a17e-dc796256864d/2714-0 00:12:47.610 --> 00:12:48.020 I don't think. bda32352-a5ee-4f54-a17e-dc796256864d/2724-0 00:12:48.300 --> 00:12:50.380 Yes, thank you, Sarah. bda32352-a5ee-4f54-a17e-dc796256864d/2726-0 00:12:50.240 --> 00:12:51.940 Keep keep going, Sarah. bda32352-a5ee-4f54-a17e-dc796256864d/2746-0 00:12:52.670 --> 00:12:57.833 OK, umm SO5 authors Metropolis Rosenbluth, Rosenbluth, tell one bda32352-a5ee-4f54-a17e-dc796256864d/2746-1 00:12:57.833 --> 00:12:58.720 Tello Rosa. bda32352-a5ee-4f54-a17e-dc796256864d/2758-0 00:12:58.730 --> 00:13:01.679 Rosenbluth was a grad student Edward Teller was his PhD bda32352-a5ee-4f54-a17e-dc796256864d/2758-1 00:13:01.679 --> 00:13:02.100 advisor. bda32352-a5ee-4f54-a17e-dc796256864d/2766-0 00:13:02.210 --> 00:13:03.500 Yes, that Edward teller. bda32352-a5ee-4f54-a17e-dc796256864d/2783-0 00:13:03.510 --> 00:13:05.733 In fact, these will computations there I believe were done as bda32352-a5ee-4f54-a17e-dc796256864d/2783-1 00:13:05.733 --> 00:13:06.700 part of the H Bomb project. bda32352-a5ee-4f54-a17e-dc796256864d/2816-0 00:13:07.170 --> 00:13:11.569 There are the two people who actually implemented this this bda32352-a5ee-4f54-a17e-dc796256864d/2816-1 00:13:11.569 --> 00:13:15.967 algorithm to run on the maniac machine in Los Alamos, Rosen bda32352-a5ee-4f54-a17e-dc796256864d/2816-2 00:13:15.967 --> 00:13:17.140 Blues and total. bda32352-a5ee-4f54-a17e-dc796256864d/2828-0 00:13:17.500 --> 00:13:20.670 And then there is the guy who owned the computer. bda32352-a5ee-4f54-a17e-dc796256864d/2884-0 00:13:21.160 --> 00:13:24.885 Somehow that got him his name on the people and enforced position bda32352-a5ee-4f54-a17e-dc796256864d/2884-1 00:13:24.885 --> 00:13:28.383 and thus the algorithm is named after him, even though he had bda32352-a5ee-4f54-a17e-dc796256864d/2884-2 00:13:28.383 --> 00:13:31.318 nothing to do with it, and in fact there was a 50th bda32352-a5ee-4f54-a17e-dc796256864d/2884-3 00:13:31.318 --> 00:13:34.703 anniversary symposium at Los Alamos in 2005 that Governates bda32352-a5ee-4f54-a17e-dc796256864d/2884-4 00:13:34.703 --> 00:13:35.380 wrote about. bda32352-a5ee-4f54-a17e-dc796256864d/2945-0 00:13:36.370 --> 00:13:39.513 There was like, it's very clear that Metropolis was not involved bda32352-a5ee-4f54-a17e-dc796256864d/2945-1 00:13:39.513 --> 00:13:42.463 it the algorithm, the Metropolis algorithm, the thing that's bda32352-a5ee-4f54-a17e-dc796256864d/2945-2 00:13:42.463 --> 00:13:45.267 called the Metropolis algorithm, was developed by Arianna bda32352-a5ee-4f54-a17e-dc796256864d/2945-3 00:13:45.267 --> 00:13:47.539 Rosenbluth and Marshall Rosenbluth and Arianna bda32352-a5ee-4f54-a17e-dc796256864d/2945-4 00:13:47.539 --> 00:13:50.440 Rosenbluth was the one who implemented it to run on maniac. bda32352-a5ee-4f54-a17e-dc796256864d/2962-0 00:13:50.450 --> 00:13:52.790 So it should really be called the Rosenbluth and Rosenbluth bda32352-a5ee-4f54-a17e-dc796256864d/2962-1 00:13:52.790 --> 00:13:53.180 algorithm. bda32352-a5ee-4f54-a17e-dc796256864d/2981-0 00:13:54.590 --> 00:13:57.180 I also just want to take a moment to to shout out the code. bda32352-a5ee-4f54-a17e-dc796256864d/2987-0 00:13:57.190 --> 00:13:57.920 Also walked on this. bda32352-a5ee-4f54-a17e-dc796256864d/2996-0 00:13:57.930 --> 00:14:01.340 I mean, these are the bad days of coding, right? bda32352-a5ee-4f54-a17e-dc796256864d/3036-0 00:14:01.430 --> 00:14:06.063 Like Grace Hopper only proposed the concept of computer language bda32352-a5ee-4f54-a17e-dc796256864d/3036-1 00:14:06.063 --> 00:14:10.624 compiler in 1950, right up until then, like people will writing bda32352-a5ee-4f54-a17e-dc796256864d/3036-2 00:14:10.624 --> 00:14:14.330 code for computer was like he was a wiring diagram. bda32352-a5ee-4f54-a17e-dc796256864d/3049-0 00:14:14.340 --> 00:14:16.580 Make this machine do something right. bda32352-a5ee-4f54-a17e-dc796256864d/3056-0 00:14:16.690 --> 00:14:20.195 In 1953, writing code for something like Maniac was bda32352-a5ee-4f54-a17e-dc796256864d/3056-1 00:14:20.195 --> 00:14:21.610 incredibly difficult. bda32352-a5ee-4f54-a17e-dc796256864d/3061-0 00:14:21.620 --> 00:14:22.900 It was really hard. bda32352-a5ee-4f54-a17e-dc796256864d/3069-0 00:14:22.910 --> 00:14:24.370 It was almost impossible to do. bda32352-a5ee-4f54-a17e-dc796256864d/3115-0 00:14:24.850 --> 00:14:28.066 It was women's walk and these are photos from the archive at bda32352-a5ee-4f54-a17e-dc796256864d/3115-1 00:14:28.066 --> 00:14:31.229 Los Alamos and I guess it wasn't really well respected work bda32352-a5ee-4f54-a17e-dc796256864d/3115-2 00:14:31.229 --> 00:14:34.655 either, because only one of them bothered to identify the person bda32352-a5ee-4f54-a17e-dc796256864d/3115-3 00:14:34.655 --> 00:14:35.340 in the photo. bda32352-a5ee-4f54-a17e-dc796256864d/3165-0 00:14:36.680 --> 00:14:40.615 Umm, so I just want to mention that the really unbelievably bda32352-a5ee-4f54-a17e-dc796256864d/3165-1 00:14:40.615 --> 00:14:44.352 difficult task of writing the forced MCMC algorithm ever bda32352-a5ee-4f54-a17e-dc796256864d/3165-2 00:14:44.352 --> 00:14:47.828 devised and making it run on maniac fell to Marshall bda32352-a5ee-4f54-a17e-dc796256864d/3165-3 00:14:47.828 --> 00:14:50.450 Rosenbluth and Edward Teller was vibes. bda32352-a5ee-4f54-a17e-dc796256864d/3169-0 00:14:50.460 --> 00:14:52.290 Arianna Rosenbluth and Augusta Tello. bda32352-a5ee-4f54-a17e-dc796256864d/3185-0 00:14:55.230 --> 00:14:59.384 OK, so Markov chain Monte Carlo sampling Ed will walk bda32352-a5ee-4f54-a17e-dc796256864d/3185-1 00:14:59.384 --> 00:15:00.230 eventually. bda32352-a5ee-4f54-a17e-dc796256864d/3191-0 00:15:00.300 --> 00:15:01.270 It works for everything. bda32352-a5ee-4f54-a17e-dc796256864d/3204-0 00:15:01.280 --> 00:15:03.800 Eventually you will get samples and distributed according to bda32352-a5ee-4f54-a17e-dc796256864d/3204-1 00:15:03.800 --> 00:15:04.460 your target PDF. bda32352-a5ee-4f54-a17e-dc796256864d/3214-0 00:15:05.200 --> 00:15:07.330 It may take a very, very, very long time. bda32352-a5ee-4f54-a17e-dc796256864d/3222-0 00:15:07.340 --> 00:15:08.710 We might all be dead forced. bda32352-a5ee-4f54-a17e-dc796256864d/3259-0 00:15:08.840 --> 00:15:11.178 So ever since then, people basically have been doing bda32352-a5ee-4f54-a17e-dc796256864d/3259-1 00:15:11.178 --> 00:15:13.825 variations on the tropolis algorithms trying to find clever bda32352-a5ee-4f54-a17e-dc796256864d/3259-2 00:15:13.825 --> 00:15:16.428 ways to make it more efficient to get an answer with fewer bda32352-a5ee-4f54-a17e-dc796256864d/3259-3 00:15:16.428 --> 00:15:16.780 samples. bda32352-a5ee-4f54-a17e-dc796256864d/3308-0 00:15:18.600 --> 00:15:21.670 It was a really great idea that came was come up with my Beck bda32352-a5ee-4f54-a17e-dc796256864d/3308-1 00:15:21.670 --> 00:15:24.689 and Allen 2002 and they said, well, if you could construct a bda32352-a5ee-4f54-a17e-dc796256864d/3308-2 00:15:24.689 --> 00:15:27.759 series of intermediate PDFs, they're lead from a known PDF to bda32352-a5ee-4f54-a17e-dc796256864d/3308-3 00:15:27.759 --> 00:15:29.590 the thing you're trying to simulate. bda32352-a5ee-4f54-a17e-dc796256864d/3330-0 00:15:29.860 --> 00:15:33.198 Then it will be relatively easy to make your random walk your bda32352-a5ee-4f54-a17e-dc796256864d/3330-1 00:15:33.198 --> 00:15:36.427 MCMC converge to the thing you actually trying to simulate, bda32352-a5ee-4f54-a17e-dc796256864d/3330-2 00:15:36.427 --> 00:15:36.750 right? bda32352-a5ee-4f54-a17e-dc796256864d/3344-0 00:15:36.760 --> 00:15:38.810 It's like coding a laser pointer in front of a cat. bda32352-a5ee-4f54-a17e-dc796256864d/3368-0 00:15:38.900 --> 00:15:41.433 The cat is still doing a random rock, but it's a random walk bda32352-a5ee-4f54-a17e-dc796256864d/3368-1 00:15:41.433 --> 00:15:43.800 that goes directly to the place you're trying to get to. bda32352-a5ee-4f54-a17e-dc796256864d/3376-0 00:15:45.020 --> 00:15:46.750 So what all these intermediate PDF's? bda32352-a5ee-4f54-a17e-dc796256864d/3424-0 00:15:46.760 --> 00:15:49.685 As well, in 2007, Ching and Chen came up with a really great bda32352-a5ee-4f54-a17e-dc796256864d/3424-1 00:15:49.685 --> 00:15:52.657 idea, which is that well, if you're doing a Bayesian problem, bda32352-a5ee-4f54-a17e-dc796256864d/3424-2 00:15:52.657 --> 00:15:55.629 if you're trying to get to a posterior PDF, what you could do bda32352-a5ee-4f54-a17e-dc796256864d/3424-3 00:15:55.629 --> 00:15:57.450 is you can start with your prior PDF. bda32352-a5ee-4f54-a17e-dc796256864d/3427-0 00:15:57.540 --> 00:15:58.490 You pick that. bda32352-a5ee-4f54-a17e-dc796256864d/3452-0 00:15:58.550 --> 00:16:00.975 Pick that to be something you can directly simulate, like a bda32352-a5ee-4f54-a17e-dc796256864d/3452-1 00:16:00.975 --> 00:16:03.400 uniform distribution or a normal distribution or something. bda32352-a5ee-4f54-a17e-dc796256864d/3550-0 00:16:03.620 --> 00:16:06.876 And then imagine putting an exponential on your likelihood, bda32352-a5ee-4f54-a17e-dc796256864d/3550-1 00:16:06.876 --> 00:16:09.861 and if you start that exponential at zero, then you'll bda32352-a5ee-4f54-a17e-dc796256864d/3550-2 00:16:09.861 --> 00:16:13.280 get your prior PDF and you just draw samples of your prior PDF bda32352-a5ee-4f54-a17e-dc796256864d/3550-3 00:16:13.280 --> 00:16:16.265 from a random number generator, and then you make your bda32352-a5ee-4f54-a17e-dc796256864d/3550-4 00:16:16.265 --> 00:16:19.304 exponential be something slightly greater than one, and bda32352-a5ee-4f54-a17e-dc796256864d/3550-5 00:16:19.304 --> 00:16:22.288 you do some random walking to make your examples be at bda32352-a5ee-4f54-a17e-dc796256864d/3550-6 00:16:22.288 --> 00:16:25.490 equilibrium with just a little bit of input from your data bda32352-a5ee-4f54-a17e-dc796256864d/3550-7 00:16:25.490 --> 00:16:28.963 likelihood, and you increase and you increase and increase, and bda32352-a5ee-4f54-a17e-dc796256864d/3550-8 00:16:28.963 --> 00:16:32.273 eventually you get up to having an exponential equal to what bda32352-a5ee-4f54-a17e-dc796256864d/3550-9 00:16:32.273 --> 00:16:32.490 one. bda32352-a5ee-4f54-a17e-dc796256864d/3582-0 00:16:32.500 --> 00:16:34.975 So it's your actually the product of your likelihood and bda32352-a5ee-4f54-a17e-dc796256864d/3582-1 00:16:34.975 --> 00:16:37.709 your prior and then your samples are actually distributed into bda32352-a5ee-4f54-a17e-dc796256864d/3582-2 00:16:37.709 --> 00:16:38.360 your posterior. bda32352-a5ee-4f54-a17e-dc796256864d/3610-0 00:16:39.250 --> 00:16:42.015 And because you all guiding your samples on the prior to the bda32352-a5ee-4f54-a17e-dc796256864d/3610-1 00:16:42.015 --> 00:16:44.870 posterior, this is a lot faster than the metropolis should be. bda32352-a5ee-4f54-a17e-dc796256864d/3632-0 00:16:44.880 --> 00:16:48.387 Rosenbluth algorithm that has to wander through the entire space bda32352-a5ee-4f54-a17e-dc796256864d/3632-1 00:16:48.387 --> 00:16:51.571 of real numbers to figure out what the posterior PDF looks bda32352-a5ee-4f54-a17e-dc796256864d/3632-2 00:16:51.571 --> 00:16:51.840 like. bda32352-a5ee-4f54-a17e-dc796256864d/3642-0 00:16:54.960 --> 00:16:56.570 So in grad school. bda32352-a5ee-4f54-a17e-dc796256864d/3646-0 00:16:56.920 --> 00:16:57.590 But I did. bda32352-a5ee-4f54-a17e-dc796256864d/3675-0 00:16:57.600 --> 00:17:00.810 Was we developed catnip, which was a which is a parallel and bda32352-a5ee-4f54-a17e-dc796256864d/3675-1 00:17:00.810 --> 00:17:03.915 efficient version of this transitioning Markov chain Monte bda32352-a5ee-4f54-a17e-dc796256864d/3675-2 00:17:03.915 --> 00:17:04.230 Carlo. bda32352-a5ee-4f54-a17e-dc796256864d/3708-0 00:17:04.240 --> 00:17:07.740 The Ching in Chen developed and then we use that to make a fully bda32352-a5ee-4f54-a17e-dc796256864d/3708-1 00:17:07.740 --> 00:17:11.025 Bayesian unsmoothed rupture model of the 2011 magnitude 9 to bda32352-a5ee-4f54-a17e-dc796256864d/3708-2 00:17:11.025 --> 00:17:11.940 hokey earthquake. bda32352-a5ee-4f54-a17e-dc796256864d/3741-0 00:17:13.070 --> 00:17:16.463 That motto has 866 free parameters, 2 components of slip bda32352-a5ee-4f54-a17e-dc796256864d/3741-1 00:17:16.463 --> 00:17:20.152 rise time and rupture velocity on each of 219 four patches it bda32352-a5ee-4f54-a17e-dc796256864d/3741-2 00:17:20.152 --> 00:17:20.390 has. bda32352-a5ee-4f54-a17e-dc796256864d/3778-0 00:17:20.440 --> 00:17:23.384 It solves for the hotel on the fault plane and it required bda32352-a5ee-4f54-a17e-dc796256864d/3778-1 00:17:23.384 --> 00:17:26.477 about 60 billion MCMC samples that were drawn over the course bda32352-a5ee-4f54-a17e-dc796256864d/3778-2 00:17:26.477 --> 00:17:29.270 of a couple of days on the NASA Pleiades supercomputer. bda32352-a5ee-4f54-a17e-dc796256864d/3791-0 00:17:30.850 --> 00:17:34.130 So all of this walk has made this problem doable. bda32352-a5ee-4f54-a17e-dc796256864d/3799-0 00:17:34.970 --> 00:17:35.920 Is not made the problem. bda32352-a5ee-4f54-a17e-dc796256864d/3811-0 00:17:35.930 --> 00:17:37.980 Fun it's requires a couple of days in a super computer. bda32352-a5ee-4f54-a17e-dc796256864d/3866-0 00:17:38.740 --> 00:17:41.773 Umm, so in the back of my mind I always wanted to like be able to bda32352-a5ee-4f54-a17e-dc796256864d/3866-1 00:17:41.773 --> 00:17:44.667 revisit this problem and say can we make this problem not just bda32352-a5ee-4f54-a17e-dc796256864d/3866-2 00:17:44.667 --> 00:17:47.286 doable on a super computer but something that's fun on a bda32352-a5ee-4f54-a17e-dc796256864d/3866-3 00:17:47.286 --> 00:17:50.089 desktop computer so that it's actually accessible and doable bda32352-a5ee-4f54-a17e-dc796256864d/3866-4 00:17:50.089 --> 00:17:50.640 by everyone. bda32352-a5ee-4f54-a17e-dc796256864d/3906-0 00:17:51.410 --> 00:17:54.601 And then meanwhile, I want 2014 the magnitude 6 S and upper bda32352-a5ee-4f54-a17e-dc796256864d/3906-1 00:17:54.601 --> 00:17:58.057 earthquake happens and my friend Ben goes out and he collects 10 bda32352-a5ee-4f54-a17e-dc796256864d/3906-2 00:17:58.057 --> 00:18:00.290 million light off point returns at image. bda32352-a5ee-4f54-a17e-dc796256864d/3912-0 00:18:00.300 --> 00:18:00.970 The upshot itself? bda32352-a5ee-4f54-a17e-dc796256864d/3985-0 00:18:00.980 --> 00:18:04.191 Meter scale and my friend Josie goes out and she starts taking bda32352-a5ee-4f54-a17e-dc796256864d/3985-1 00:18:04.191 --> 00:18:07.301 samples and doing experiments to look at the theology of the bda32352-a5ee-4f54-a17e-dc796256864d/3985-2 00:18:07.301 --> 00:18:10.563 shallow subsurface, and she sees that there's all these changes bda32352-a5ee-4f54-a17e-dc796256864d/3985-3 00:18:10.563 --> 00:18:13.315 and we already they're controlling the rushall on the bda32352-a5ee-4f54-a17e-dc796256864d/3985-4 00:18:13.315 --> 00:18:16.322 submittal scale and this all has enormous implications for bda32352-a5ee-4f54-a17e-dc796256864d/3985-5 00:18:16.322 --> 00:18:17.800 impacts on don't environment. bda32352-a5ee-4f54-a17e-dc796256864d/4025-0 00:18:17.940 --> 00:18:20.678 So we need to be able to understand the physics of this bda32352-a5ee-4f54-a17e-dc796256864d/4025-1 00:18:20.678 --> 00:18:23.417 earthquake we need on the submittal scale, so we need a bda32352-a5ee-4f54-a17e-dc796256864d/4025-2 00:18:23.417 --> 00:18:26.252 webshow model for these data that are free from arbitrary bda32352-a5ee-4f54-a17e-dc796256864d/4025-3 00:18:26.252 --> 00:18:27.670 regularization and smoothing. bda32352-a5ee-4f54-a17e-dc796256864d/4063-0 00:18:27.740 --> 00:18:31.720 And can image thought mechanics on a sub meter scale, so we need bda32352-a5ee-4f54-a17e-dc796256864d/4063-1 00:18:31.720 --> 00:18:35.026 the fully Bayesian webshow model, but we need it on a bda32352-a5ee-4f54-a17e-dc796256864d/4063-2 00:18:35.026 --> 00:18:36.250 submittal scale and. bda32352-a5ee-4f54-a17e-dc796256864d/4067-0 00:18:36.360 --> 00:18:36.820 OK. bda32352-a5ee-4f54-a17e-dc796256864d/4105-0 00:18:36.830 --> 00:18:40.669 Well, Tohoku was 29 kilometer patch sizes fewer than 1000 feet bda32352-a5ee-4f54-a17e-dc796256864d/4105-1 00:18:40.669 --> 00:18:44.507 parameters, but that be quiet 60 billion samples and days on a bda32352-a5ee-4f54-a17e-dc796256864d/4105-2 00:18:44.507 --> 00:18:47.370 super computer to do the South and all create. bda32352-a5ee-4f54-a17e-dc796256864d/4117-0 00:18:47.380 --> 00:18:50.380 We're talking about a 10,000 times increase in spatial bda32352-a5ee-4f54-a17e-dc796256864d/4117-1 00:18:50.380 --> 00:18:50.980 resolution. bda32352-a5ee-4f54-a17e-dc796256864d/4160-0 00:18:51.540 --> 00:18:54.873 Umm, which means proportionately more free parameters every time bda32352-a5ee-4f54-a17e-dc796256864d/4160-1 00:18:54.873 --> 00:18:58.051 you increase the number of free parameters you need orders of bda32352-a5ee-4f54-a17e-dc796256864d/4160-2 00:18:58.051 --> 00:19:01.281 magnitude more MCMC samples, so you're talking about orders of bda32352-a5ee-4f54-a17e-dc796256864d/4160-3 00:19:01.281 --> 00:19:03.690 magnitude of orders of magnitude more samples. bda32352-a5ee-4f54-a17e-dc796256864d/4171-0 00:19:05.120 --> 00:19:06.930 I don't know how long this is going to take. bda32352-a5ee-4f54-a17e-dc796256864d/4184-0 00:19:06.940 --> 00:19:09.590 How long does it take for the universe to die like this? bda32352-a5ee-4f54-a17e-dc796256864d/4201-0 00:19:09.690 --> 00:19:13.363 This is just not even possible, and that's just talking about bda32352-a5ee-4f54-a17e-dc796256864d/4201-1 00:19:13.363 --> 00:19:14.370 the model, right? bda32352-a5ee-4f54-a17e-dc796256864d/4244-0 00:19:14.440 --> 00:19:17.280 The fact that they are 10 million lidar point, which ones bda32352-a5ee-4f54-a17e-dc796256864d/4244-1 00:19:17.280 --> 00:19:20.314 in itself is gonna kill this because like every time you draw bda32352-a5ee-4f54-a17e-dc796256864d/4244-2 00:19:20.314 --> 00:19:23.056 an MCMC sample, you have to calculate the misfit to the bda32352-a5ee-4f54-a17e-dc796256864d/4244-3 00:19:23.056 --> 00:19:23.300 data. bda32352-a5ee-4f54-a17e-dc796256864d/4290-0 00:19:24.150 --> 00:19:27.631 And if your data is huge, even if it's as simple as just bda32352-a5ee-4f54-a17e-dc796256864d/4290-1 00:19:27.631 --> 00:19:31.294 calculating, you know d -, G times your model parameters CD bda32352-a5ee-4f54-a17e-dc796256864d/4290-2 00:19:31.294 --> 00:19:34.957 invoice d -, 2 times the model parameters like the simplest bda32352-a5ee-4f54-a17e-dc796256864d/4290-3 00:19:34.957 --> 00:19:36.300 possible linear model. bda32352-a5ee-4f54-a17e-dc796256864d/4328-0 00:19:37.540 --> 00:19:41.527 If if you have a huge huge number of data that is going to bda32352-a5ee-4f54-a17e-dc796256864d/4328-1 00:19:41.527 --> 00:19:45.310 take a long time to compute times, billions, trillions, bda32352-a5ee-4f54-a17e-dc796256864d/4328-2 00:19:45.310 --> 00:19:49.364 quadrillions of samples like just, no, none of this is even bda32352-a5ee-4f54-a17e-dc796256864d/4328-3 00:19:49.364 --> 00:19:50.580 remotely possible. bda32352-a5ee-4f54-a17e-dc796256864d/4349-0 00:19:50.690 --> 00:19:54.139 Like it's not in the realm of possibility, but let's put it on bda32352-a5ee-4f54-a17e-dc796256864d/4349-1 00:19:54.139 --> 00:19:56.110 the To Do List and everything else. bda32352-a5ee-4f54-a17e-dc796256864d/4352-0 00:19:56.200 --> 00:19:56.660 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/4362-0 00:19:56.670 --> 00:19:57.970 Somehow, we're gonna have to do it. bda32352-a5ee-4f54-a17e-dc796256864d/4400-0 00:19:57.980 --> 00:20:01.188 It's amedo scale and somehow also we're gonna need to be able bda32352-a5ee-4f54-a17e-dc796256864d/4400-1 00:20:01.188 --> 00:20:04.240 to utilize big data and I continue to adorn the To Do List bda32352-a5ee-4f54-a17e-dc796256864d/4400-2 00:20:04.240 --> 00:20:05.740 and we get up to around 2019. bda32352-a5ee-4f54-a17e-dc796256864d/4461-0 00:20:05.750 --> 00:20:08.849 And my friend Jess is starting to make Bayesian nuptial models bda32352-a5ee-4f54-a17e-dc796256864d/4461-1 00:20:08.849 --> 00:20:11.997 for the Ridgecrest earthquakes, and I am helping and by helping bda32352-a5ee-4f54-a17e-dc796256864d/4461-2 00:20:11.997 --> 00:20:15.046 I mean standing next to her on applauding, cuz this is really bda32352-a5ee-4f54-a17e-dc796256864d/4461-3 00:20:15.046 --> 00:20:18.095 hard and I don't wanna do it and we're talking about just how bda32352-a5ee-4f54-a17e-dc796256864d/4461-4 00:20:18.095 --> 00:20:20.210 slow and painful these models are to make. bda32352-a5ee-4f54-a17e-dc796256864d/4472-0 00:20:20.270 --> 00:20:22.960 We really, we really need to do something. bda32352-a5ee-4f54-a17e-dc796256864d/4532-0 00:20:22.970 --> 00:20:26.361 We're talking about why this is so painful and the reason that bda32352-a5ee-4f54-a17e-dc796256864d/4532-1 00:20:26.361 --> 00:20:29.482 it's so painful is that, well, OK, while transitioning is bda32352-a5ee-4f54-a17e-dc796256864d/4532-2 00:20:29.482 --> 00:20:32.604 really neat and it makes it possible to do these problems bda32352-a5ee-4f54-a17e-dc796256864d/4532-3 00:20:32.604 --> 00:20:35.940 because we start at the prior and we use the laser pointer to bda32352-a5ee-4f54-a17e-dc796256864d/4532-4 00:20:35.940 --> 00:20:38.200 drag all of our samples to the posterior. bda32352-a5ee-4f54-a17e-dc796256864d/4578-0 00:20:39.760 --> 00:20:44.188 But if our prior is the space of all things that are physically bda32352-a5ee-4f54-a17e-dc796256864d/4578-1 00:20:44.188 --> 00:20:47.854 plausible, that's huge right magnitude 3 earthquakes bda32352-a5ee-4f54-a17e-dc796256864d/4578-2 00:20:47.854 --> 00:20:51.659 magnitude 8 earthquakes, earthquakes with uniform step bda32352-a5ee-4f54-a17e-dc796256864d/4578-3 00:20:51.659 --> 00:20:54.080 earthquakes with many disparities. bda32352-a5ee-4f54-a17e-dc796256864d/4591-0 00:20:54.230 --> 00:20:57.560 Earthquakes who slip is shaped like a :). bda32352-a5ee-4f54-a17e-dc796256864d/4609-0 00:20:57.850 --> 00:21:00.409 Like all of these, things are physically plausible, only a few bda32352-a5ee-4f54-a17e-dc796256864d/4609-1 00:21:00.409 --> 00:21:01.830 of these things will fit the data. bda32352-a5ee-4f54-a17e-dc796256864d/4652-0 00:21:03.320 --> 00:21:05.889 I mean, you could imagine that it would be really much more bda32352-a5ee-4f54-a17e-dc796256864d/4652-1 00:21:05.889 --> 00:21:08.629 efficient if you could reverse the transitioning like you could bda32352-a5ee-4f54-a17e-dc796256864d/4652-2 00:21:08.629 --> 00:21:11.284 start with models that fit the data and then transition until bda32352-a5ee-4f54-a17e-dc796256864d/4652-3 00:21:11.284 --> 00:21:13.210 they also agree with your prior constraints. bda32352-a5ee-4f54-a17e-dc796256864d/4658-0 00:21:14.200 --> 00:21:15.210 But that's not possible. bda32352-a5ee-4f54-a17e-dc796256864d/4681-0 00:21:15.220 --> 00:21:17.825 If you could just start with a bunch of things that fit the bda32352-a5ee-4f54-a17e-dc796256864d/4681-1 00:21:17.825 --> 00:21:20.430 data, you wouldn't have invoiced the OR you'd have invoice. bda32352-a5ee-4f54-a17e-dc796256864d/4685-0 00:21:20.440 --> 00:21:20.830 Did I? bda32352-a5ee-4f54-a17e-dc796256864d/4715-0 00:21:21.820 --> 00:21:26.128 Umm so I I went to talk to my friend Matt and I said hey math, bda32352-a5ee-4f54-a17e-dc796256864d/4715-1 00:21:26.128 --> 00:21:29.752 I I need to start this transitioning from a PDF that bda32352-a5ee-4f54-a17e-dc796256864d/4715-2 00:21:29.752 --> 00:21:30.640 fits my data. bda32352-a5ee-4f54-a17e-dc796256864d/4723-0 00:21:30.850 --> 00:21:31.590 How do I do that? bda32352-a5ee-4f54-a17e-dc796256864d/4737-0 00:21:32.680 --> 00:21:35.689 And my friend Matt said, well, why you even simulating this bda32352-a5ee-4f54-a17e-dc796256864d/4737-1 00:21:35.689 --> 00:21:36.390 posterior PDF? bda32352-a5ee-4f54-a17e-dc796256864d/4777-0 00:21:36.400 --> 00:21:39.655 I mean, you have one of these special problems that has an bda32352-a5ee-4f54-a17e-dc796256864d/4777-1 00:21:39.655 --> 00:21:43.074 analytical solution and what math means by this is, you know, bda32352-a5ee-4f54-a17e-dc796256864d/4777-2 00:21:43.074 --> 00:21:46.273 if you'll just solving, you know, a a lineal that's tasty bda32352-a5ee-4f54-a17e-dc796256864d/4777-3 00:21:46.273 --> 00:21:47.100 problem, right. bda32352-a5ee-4f54-a17e-dc796256864d/4785-0 00:21:47.110 --> 00:21:48.260 It's just a linear model. bda32352-a5ee-4f54-a17e-dc796256864d/4794-0 00:21:48.630 --> 00:21:51.430 You'll you'll likelihood is just an exponential. bda32352-a5ee-4f54-a17e-dc796256864d/4809-0 00:21:51.440 --> 00:21:54.300 It's just a Gaussian around d -, G times Theta. bda32352-a5ee-4f54-a17e-dc796256864d/4892-0 00:21:55.420 --> 00:21:59.022 If you want to choose for your prior a normal distribution, bda32352-a5ee-4f54-a17e-dc796256864d/4892-1 00:21:59.022 --> 00:22:02.923 then you'll posterior would be a Gaussian times a Gaussian which bda32352-a5ee-4f54-a17e-dc796256864d/4892-2 00:22:02.923 --> 00:22:06.705 is equal to a Gaussian, and you could just write down what the bda32352-a5ee-4f54-a17e-dc796256864d/4892-3 00:22:06.705 --> 00:22:10.366 mean and covariance matrix of your Gaussian posterior PDF is bda32352-a5ee-4f54-a17e-dc796256864d/4892-4 00:22:10.366 --> 00:22:14.148 in fact fun fact, in the limit that your prior covariance goes bda32352-a5ee-4f54-a17e-dc796256864d/4892-5 00:22:14.148 --> 00:22:17.269 to Infinity, that is, that your prior is completely bda32352-a5ee-4f54-a17e-dc796256864d/4892-6 00:22:17.269 --> 00:22:19.970 uninformative and thus CM invoice goes to 0. bda32352-a5ee-4f54-a17e-dc796256864d/4900-0 00:22:20.580 --> 00:22:23.210 The Bayesian posterior is the least squares solution. bda32352-a5ee-4f54-a17e-dc796256864d/4983-0 00:22:23.220 --> 00:22:26.948 You probably low on least squares as the least square or bda32352-a5ee-4f54-a17e-dc796256864d/4983-1 00:22:26.948 --> 00:22:31.263 perpendicular distance, but it's actually more fun to think of it bda32352-a5ee-4f54-a17e-dc796256864d/4983-2 00:22:31.263 --> 00:22:34.925 as the maximum likelihood estimate of a Bayesian linear bda32352-a5ee-4f54-a17e-dc796256864d/4983-3 00:22:34.925 --> 00:22:39.110 regression, so this process will buy there is a magic choice of bda32352-a5ee-4f54-a17e-dc796256864d/4983-4 00:22:39.110 --> 00:22:43.425 prior that leads to a analytical solution for your posterior, but bda32352-a5ee-4f54-a17e-dc796256864d/4983-5 00:22:43.425 --> 00:22:47.479 also turns out to be the same form as the prior itself, right bda32352-a5ee-4f54-a17e-dc796256864d/4983-6 00:22:47.479 --> 00:22:51.010 up file with a Gaussian or posterior with a Gaussian. bda32352-a5ee-4f54-a17e-dc796256864d/4995-0 00:22:51.300 --> 00:22:53.090 This is known as the conjugate trial. bda32352-a5ee-4f54-a17e-dc796256864d/5002-0 00:22:53.240 --> 00:22:54.550 It's a terrible name. bda32352-a5ee-4f54-a17e-dc796256864d/5012-0 00:22:54.680 --> 00:22:57.150 Most things in Bayesian analysis have terrible names. bda32352-a5ee-4f54-a17e-dc796256864d/5019-0 00:22:57.320 --> 00:22:58.910 It's just what it's called. bda32352-a5ee-4f54-a17e-dc796256864d/5021-0 00:22:58.920 --> 00:22:59.230 I'm sorry. bda32352-a5ee-4f54-a17e-dc796256864d/5044-0 00:23:01.540 --> 00:23:04.426 So math was like, you know, why are you even bothering to bda32352-a5ee-4f54-a17e-dc796256864d/5044-1 00:23:04.426 --> 00:23:05.670 simulate this poster PDF? bda32352-a5ee-4f54-a17e-dc796256864d/5062-0 00:23:05.680 --> 00:23:09.372 Like does an analytical solution and I said, but math I can't use bda32352-a5ee-4f54-a17e-dc796256864d/5062-1 00:23:09.372 --> 00:23:10.490 that solution right? bda32352-a5ee-4f54-a17e-dc796256864d/5066-0 00:23:10.500 --> 00:23:11.600 The prior is wrong. bda32352-a5ee-4f54-a17e-dc796256864d/5080-0 00:23:11.610 --> 00:23:16.450 We don't think that earthquakes look like Gaussians, right? bda32352-a5ee-4f54-a17e-dc796256864d/5092-0 00:23:16.560 --> 00:23:18.620 There's we do think they look like other things. bda32352-a5ee-4f54-a17e-dc796256864d/5126-0 00:23:18.630 --> 00:23:21.636 If you think that they don't slip backwards, but we don't bda32352-a5ee-4f54-a17e-dc796256864d/5126-1 00:23:21.636 --> 00:23:24.694 think they, they look like Gaussians and Masset fine, then bda32352-a5ee-4f54-a17e-dc796256864d/5126-2 00:23:24.694 --> 00:23:27.440 use the conjugate posteo a PDF as your starting PDF. bda32352-a5ee-4f54-a17e-dc796256864d/5156-0 00:23:27.450 --> 00:23:31.226 Right, because your posterior is your likelihood times your bda32352-a5ee-4f54-a17e-dc796256864d/5156-1 00:23:31.226 --> 00:23:34.938 prior, and you could, you know, multiply that by something bda32352-a5ee-4f54-a17e-dc796256864d/5156-2 00:23:34.938 --> 00:23:36.070 that's one, right? bda32352-a5ee-4f54-a17e-dc796256864d/5190-0 00:23:36.080 --> 00:23:40.152 The ratio of the conjugate prior to the conjugate file and the bda32352-a5ee-4f54-a17e-dc796256864d/5190-1 00:23:40.152 --> 00:23:43.900 data likelihood times the conjugate file is the conjugate bda32352-a5ee-4f54-a17e-dc796256864d/5190-2 00:23:43.900 --> 00:23:47.260 pastorial, leaving leftover the ratio of the prior. bda32352-a5ee-4f54-a17e-dc796256864d/5220-0 00:23:47.270 --> 00:23:50.263 You did want to the prior that you had to use to get to the bda32352-a5ee-4f54-a17e-dc796256864d/5220-1 00:23:50.263 --> 00:23:53.005 conjugate posterior, and then you could just slap some bda32352-a5ee-4f54-a17e-dc796256864d/5220-2 00:23:53.005 --> 00:23:54.950 transitioning on that and you're done. bda32352-a5ee-4f54-a17e-dc796256864d/5281-0 00:23:57.020 --> 00:24:00.662 So, well before we started with samples distributed according to bda32352-a5ee-4f54-a17e-dc796256864d/5281-1 00:24:00.662 --> 00:24:04.359 our final and then use the laser pointer to drag them to also fit bda32352-a5ee-4f54-a17e-dc796256864d/5281-2 00:24:04.359 --> 00:24:07.664 our data likelihood, we're going to start with samples and bda32352-a5ee-4f54-a17e-dc796256864d/5281-3 00:24:07.664 --> 00:24:10.801 distributed according to some analytical solution, some bda32352-a5ee-4f54-a17e-dc796256864d/5281-4 00:24:10.801 --> 00:24:13.490 conjugate pastoral, and then fade in the prior. bda32352-a5ee-4f54-a17e-dc796256864d/5292-0 00:24:13.500 --> 00:24:16.730 We did one while we fade out the prior. bda32352-a5ee-4f54-a17e-dc796256864d/5316-0 00:24:16.740 --> 00:24:20.688 We didn't want to use the laser point or to drag our samples bda32352-a5ee-4f54-a17e-dc796256864d/5316-1 00:24:20.688 --> 00:24:23.730 from the conjugate posterior to the posterior. bda32352-a5ee-4f54-a17e-dc796256864d/5347-0 00:24:23.740 --> 00:24:26.395 We actually do want and hopefully that requires a lot bda32352-a5ee-4f54-a17e-dc796256864d/5347-1 00:24:26.395 --> 00:24:29.442 less MCMC, because since these were all posteriors, they were bda32352-a5ee-4f54-a17e-dc796256864d/5347-2 00:24:29.442 --> 00:24:31.310 all things that already fit our data. bda32352-a5ee-4f54-a17e-dc796256864d/5363-0 00:24:33.410 --> 00:24:37.400 So fade out the conjugate trial, fade in the desired trial. bda32352-a5ee-4f54-a17e-dc796256864d/5393-0 00:24:37.570 --> 00:24:40.743 It's like in lighting design or sound design where you fade one bda32352-a5ee-4f54-a17e-dc796256864d/5393-1 00:24:40.743 --> 00:24:43.370 so us out and fade another one in it's cross fading. bda32352-a5ee-4f54-a17e-dc796256864d/5406-0 00:24:46.900 --> 00:24:49.330 So let's let's show whether this is efficient. bda32352-a5ee-4f54-a17e-dc796256864d/5417-0 00:24:49.340 --> 00:24:52.030 So we're just going to do a synthetic model. bda32352-a5ee-4f54-a17e-dc796256864d/5431-0 00:24:52.140 --> 00:24:55.590 We're going to solve for fault that has 72 patches on it. bda32352-a5ee-4f54-a17e-dc796256864d/5500-0 00:24:55.600 --> 00:24:59.852 So 144 free parameters and we're going to simulate the posterior bda32352-a5ee-4f54-a17e-dc796256864d/5500-1 00:24:59.852 --> 00:25:03.972 PDF using three different sample looks original tropolis which bda32352-a5ee-4f54-a17e-dc796256864d/5500-2 00:25:03.972 --> 00:25:07.831 should be rosenbluth catnip using transitioning and catnip bda32352-a5ee-4f54-a17e-dc796256864d/5500-3 00:25:07.831 --> 00:25:11.690 using crossfading, and we're going to see how well we will bda32352-a5ee-4f54-a17e-dc796256864d/5500-4 00:25:11.690 --> 00:25:15.287 cover all the input model and measured by the variance bda32352-a5ee-4f54-a17e-dc796256864d/5500-5 00:25:15.287 --> 00:25:19.080 reduction as a function of the number of samples we draw. bda32352-a5ee-4f54-a17e-dc796256864d/5511-0 00:25:19.090 --> 00:25:20.650 And the question is what sample or win? bda32352-a5ee-4f54-a17e-dc796256864d/5518-0 00:25:20.880 --> 00:25:22.590 What sample will gets the best? bda32352-a5ee-4f54-a17e-dc796256864d/5561-0 00:25:23.020 --> 00:25:26.310 Does the best job if we covering the input model with the fewest bda32352-a5ee-4f54-a17e-dc796256864d/5561-1 00:25:26.310 --> 00:25:29.498 number of samples and notice the number of samples downhill is bda32352-a5ee-4f54-a17e-dc796256864d/5561-2 00:25:29.498 --> 00:25:32.180 log scale and the answer is there crossfading winds. bda32352-a5ee-4f54-a17e-dc796256864d/5574-0 00:25:32.310 --> 00:25:35.638 Crossfading recovers the input model more accurately with fuel bda32352-a5ee-4f54-a17e-dc796256864d/5574-1 00:25:35.638 --> 00:25:36.060 samples. bda32352-a5ee-4f54-a17e-dc796256864d/5586-0 00:25:36.610 --> 00:25:41.350 So bookoo, I think we solved the first problem. bda32352-a5ee-4f54-a17e-dc796256864d/5609-0 00:25:41.400 --> 00:25:44.632 I think you know I can go to my friend just now and be like, OK, bda32352-a5ee-4f54-a17e-dc796256864d/5609-1 00:25:44.632 --> 00:25:46.670 like this problem is not so bad anymore. bda32352-a5ee-4f54-a17e-dc796256864d/5623-0 00:25:46.680 --> 00:25:48.993 You can go do a regular earthquake model like solving bda32352-a5ee-4f54-a17e-dc796256864d/5623-1 00:25:48.993 --> 00:25:50.020 for the request sources. bda32352-a5ee-4f54-a17e-dc796256864d/5643-0 00:25:52.160 --> 00:25:55.349 On your, you know, work station in MATLAB and I'll just take you bda32352-a5ee-4f54-a17e-dc796256864d/5643-1 00:25:55.349 --> 00:25:55.790 a minute. bda32352-a5ee-4f54-a17e-dc796256864d/5649-0 00:25:55.800 --> 00:25:56.260 It'll be fine. bda32352-a5ee-4f54-a17e-dc796256864d/5669-0 00:25:57.720 --> 00:26:00.410 Also, I think it's always the problem of doing it. bda32352-a5ee-4f54-a17e-dc796256864d/5705-0 00:26:00.420 --> 00:26:04.442 Doing a submittal resolution run and using big data because as it bda32352-a5ee-4f54-a17e-dc796256864d/5705-1 00:26:04.442 --> 00:26:08.281 turns out, I'm when you write the problem this way, there's no bda32352-a5ee-4f54-a17e-dc796256864d/5705-2 00:26:08.281 --> 00:26:10.170 data likelihood in the problem. bda32352-a5ee-4f54-a17e-dc796256864d/5708-0 00:26:10.540 --> 00:26:11.570 There's no forward model. bda32352-a5ee-4f54-a17e-dc796256864d/5714-0 00:26:11.640 --> 00:26:12.390 There's no data. bda32352-a5ee-4f54-a17e-dc796256864d/5724-0 00:26:12.440 --> 00:26:14.530 There's no misfit between the data and the predictions. bda32352-a5ee-4f54-a17e-dc796256864d/5739-0 00:26:14.780 --> 00:26:16.726 There's nothing that came as whether or not you have 10 bda32352-a5ee-4f54-a17e-dc796256864d/5739-1 00:26:16.726 --> 00:26:17.420 million data points. bda32352-a5ee-4f54-a17e-dc796256864d/5820-0 00:26:19.590 --> 00:26:23.506 Umm, so once again my normally if you're trying to stimulate bda32352-a5ee-4f54-a17e-dc796256864d/5820-1 00:26:23.506 --> 00:26:27.422 the posterior PDF you have to draw some value for your model bda32352-a5ee-4f54-a17e-dc796256864d/5820-2 00:26:27.422 --> 00:26:31.273 parameters, calculate the prior probability associated with bda32352-a5ee-4f54-a17e-dc796256864d/5820-3 00:26:31.273 --> 00:26:35.253 those values and then also run the forward model to get a set bda32352-a5ee-4f54-a17e-dc796256864d/5820-4 00:26:35.253 --> 00:26:39.297 of predictions to calculate the misfits your data to calculate bda32352-a5ee-4f54-a17e-dc796256864d/5820-5 00:26:39.297 --> 00:26:43.533 the data likelihood and the more data you have the more expensive bda32352-a5ee-4f54-a17e-dc796256864d/5820-6 00:26:43.533 --> 00:26:44.560 that's gonna be. bda32352-a5ee-4f54-a17e-dc796256864d/5850-0 00:26:45.360 --> 00:26:49.415 But in Crossfading to calculate the posterior PDF, we calculate bda32352-a5ee-4f54-a17e-dc796256864d/5850-1 00:26:49.415 --> 00:26:53.407 still the prior PDF, but then also the conjugate posterior and bda32352-a5ee-4f54-a17e-dc796256864d/5850-2 00:26:53.407 --> 00:26:54.610 the conjugate file. bda32352-a5ee-4f54-a17e-dc796256864d/5861-0 00:26:54.860 --> 00:26:57.130 Those are all functions of model parameters. bda32352-a5ee-4f54-a17e-dc796256864d/5879-0 00:26:57.240 --> 00:26:59.934 They do not contain anything having to do with the data or bda32352-a5ee-4f54-a17e-dc796256864d/5879-1 00:26:59.934 --> 00:27:00.390 the model. bda32352-a5ee-4f54-a17e-dc796256864d/5882-0 00:27:00.520 --> 00:27:01.370 Any information? bda32352-a5ee-4f54-a17e-dc796256864d/5886-0 00:27:01.380 --> 00:27:01.590 Essay. bda32352-a5ee-4f54-a17e-dc796256864d/5906-0 00:27:01.600 --> 00:27:04.705 But the data in the model was incorporated analytically into bda32352-a5ee-4f54-a17e-dc796256864d/5906-1 00:27:04.705 --> 00:27:06.130 the conjugate posterior PDF. bda32352-a5ee-4f54-a17e-dc796256864d/5915-0 00:27:06.200 --> 00:27:08.020 No likelihood, no data, no forward model. bda32352-a5ee-4f54-a17e-dc796256864d/5939-0 00:27:08.180 --> 00:27:10.759 The computational cost across fading never increases, no bda32352-a5ee-4f54-a17e-dc796256864d/5939-1 00:27:10.759 --> 00:27:12.930 matter how many data are used and on the right. bda32352-a5ee-4f54-a17e-dc796256864d/5973-0 00:27:12.940 --> 00:27:17.223 This is simply a plot where I show how much time it takes to bda32352-a5ee-4f54-a17e-dc796256864d/5973-1 00:27:17.223 --> 00:27:21.506 run the calculate the posterior PDF for the same model for a bda32352-a5ee-4f54-a17e-dc796256864d/5973-2 00:27:21.506 --> 00:27:22.910 simple linear model. bda32352-a5ee-4f54-a17e-dc796256864d/6014-0 00:27:23.920 --> 00:27:28.021 Umm for the for a simple data likelihood d -, G times data CD bda32352-a5ee-4f54-a17e-dc796256864d/6014-1 00:27:28.021 --> 00:27:32.254 invoice d -, G times Theta and the cost of that is gonna depend bda32352-a5ee-4f54-a17e-dc796256864d/6014-2 00:27:32.254 --> 00:27:35.230 on whether or not CBD is a full rank matrix. bda32352-a5ee-4f54-a17e-dc796256864d/6086-0 00:27:35.240 --> 00:27:38.039 So this is a matrix vector multiply, or whether at the bda32352-a5ee-4f54-a17e-dc796256864d/6086-1 00:27:38.039 --> 00:27:41.295 cheapest side it's a nice topic matrix, so it's just a scale of bda32352-a5ee-4f54-a17e-dc796256864d/6086-2 00:27:41.295 --> 00:27:44.298 Sigma squared and anything in between will be something in bda32352-a5ee-4f54-a17e-dc796256864d/6086-3 00:27:44.298 --> 00:27:47.249 between and as the number of observations increases, that bda32352-a5ee-4f54-a17e-dc796256864d/6086-4 00:27:47.249 --> 00:27:50.200 number is gonna get larger and larger to compute, because bda32352-a5ee-4f54-a17e-dc796256864d/6086-5 00:27:50.200 --> 00:27:53.100 that's gonna be more and more floating point operations. bda32352-a5ee-4f54-a17e-dc796256864d/6118-0 00:27:53.830 --> 00:27:56.612 But the time it takes to compute cross fading level increases bda32352-a5ee-4f54-a17e-dc796256864d/6118-1 00:27:56.612 --> 00:27:59.124 because there's nothing involving data or forward model bda32352-a5ee-4f54-a17e-dc796256864d/6118-2 00:27:59.124 --> 00:28:01.680 in the problem when you address it through cross fading. bda32352-a5ee-4f54-a17e-dc796256864d/6126-0 00:28:04.660 --> 00:28:05.760 So what do we have? bda32352-a5ee-4f54-a17e-dc796256864d/6141-0 00:28:05.820 --> 00:28:08.684 A very efficient sampling method does not require evaluating the bda32352-a5ee-4f54-a17e-dc796256864d/6141-1 00:28:08.684 --> 00:28:09.300 forward model. bda32352-a5ee-4f54-a17e-dc796256864d/6145-0 00:28:09.310 --> 00:28:09.930 The data misfit. bda32352-a5ee-4f54-a17e-dc796256864d/6152-0 00:28:10.620 --> 00:28:11.730 What is it good for? bda32352-a5ee-4f54-a17e-dc796256864d/6167-0 00:28:11.840 --> 00:28:14.399 And you'll probably thinking then your models and the answer bda32352-a5ee-4f54-a17e-dc796256864d/6167-1 00:28:14.399 --> 00:28:14.650 is no. bda32352-a5ee-4f54-a17e-dc796256864d/6182-0 00:28:14.660 --> 00:28:16.510 I mean, yes, we just used it for all the new model. bda32352-a5ee-4f54-a17e-dc796256864d/6221-0 00:28:16.520 --> 00:28:18.955 You can use it for the new models, but this actually bda32352-a5ee-4f54-a17e-dc796256864d/6221-1 00:28:18.955 --> 00:28:21.803 nothing about this that care is about whether you're model is bda32352-a5ee-4f54-a17e-dc796256864d/6221-2 00:28:21.803 --> 00:28:24.559 linear, whether you used normal statistics or anything like bda32352-a5ee-4f54-a17e-dc796256864d/6221-3 00:28:24.559 --> 00:28:25.110 that, right? bda32352-a5ee-4f54-a17e-dc796256864d/6251-0 00:28:25.240 --> 00:28:29.368 The question is just, does there exist a posterior PDF that you bda32352-a5ee-4f54-a17e-dc796256864d/6251-1 00:28:29.368 --> 00:28:33.367 can simulate directly so that you have something to start the bda32352-a5ee-4f54-a17e-dc796256864d/6251-2 00:28:33.367 --> 00:28:34.270 sampling from? bda32352-a5ee-4f54-a17e-dc796256864d/6288-0 00:28:34.620 --> 00:28:37.573 Any likelihood for which this the post you a PDF that can be bda32352-a5ee-4f54-a17e-dc796256864d/6288-1 00:28:37.573 --> 00:28:40.477 directly simulated and thus used as the starting PDF across bda32352-a5ee-4f54-a17e-dc796256864d/6288-2 00:28:40.477 --> 00:28:43.430 fading and typically this means the existence of a conjugate bda32352-a5ee-4f54-a17e-dc796256864d/6288-3 00:28:43.430 --> 00:28:43.720 trial? bda32352-a5ee-4f54-a17e-dc796256864d/6314-0 00:28:44.820 --> 00:28:47.505 Umm, so Crossfading won't work for every problem, but it works bda32352-a5ee-4f54-a17e-dc796256864d/6314-1 00:28:47.505 --> 00:28:49.890 for a larger class of problems than you probably think. bda32352-a5ee-4f54-a17e-dc796256864d/6320-0 00:28:50.320 --> 00:28:51.250 I mean, think of it this way. bda32352-a5ee-4f54-a17e-dc796256864d/6339-0 00:28:51.760 --> 00:28:54.096 You know, based on the place basically independently bda32352-a5ee-4f54-a17e-dc796256864d/6339-1 00:28:54.096 --> 00:28:56.210 developed probabilistic influence in the 1700s. bda32352-a5ee-4f54-a17e-dc796256864d/6367-0 00:28:57.080 --> 00:29:00.480 You know MCMC Foster PO in the 1953 metropolis at all PayPal bda32352-a5ee-4f54-a17e-dc796256864d/6367-1 00:29:00.480 --> 00:29:02.430 mobile people doing for 200 years. bda32352-a5ee-4f54-a17e-dc796256864d/6388-0 00:29:02.440 --> 00:29:05.057 In between they were doing analytical solutions and there's bda32352-a5ee-4f54-a17e-dc796256864d/6388-1 00:29:05.057 --> 00:29:07.150 a lot of analytical solutions out there, right? bda32352-a5ee-4f54-a17e-dc796256864d/6407-0 00:29:07.300 --> 00:29:09.238 So if you wanna do linear regression then you'll bda32352-a5ee-4f54-a17e-dc796256864d/6407-1 00:29:09.238 --> 00:29:10.700 likelihood is a normal distribution. bda32352-a5ee-4f54-a17e-dc796256864d/6425-0 00:29:10.710 --> 00:29:13.125 That's the problem we just did and the conjugate file was a bda32352-a5ee-4f54-a17e-dc796256864d/6425-1 00:29:13.125 --> 00:29:13.930 normal distribution. bda32352-a5ee-4f54-a17e-dc796256864d/6460-0 00:29:14.240 --> 00:29:16.584 If you want to estimate the B value of an earthquake catalog, bda32352-a5ee-4f54-a17e-dc796256864d/6460-1 00:29:16.584 --> 00:29:18.890 then you'll likelihood as an exponential and the content you bda32352-a5ee-4f54-a17e-dc796256864d/6460-2 00:29:18.890 --> 00:29:20.250 could file is a gamma distribution. bda32352-a5ee-4f54-a17e-dc796256864d/6479-0 00:29:21.250 --> 00:29:24.293 If you are studying for some processes then your country file bda32352-a5ee-4f54-a17e-dc796256864d/6479-1 00:29:24.293 --> 00:29:25.520 still gamma distribution. bda32352-a5ee-4f54-a17e-dc796256864d/6526-0 00:29:25.710 --> 00:29:28.387 If you're studying binomial processes, then your conjugate bda32352-a5ee-4f54-a17e-dc796256864d/6526-1 00:29:28.387 --> 00:29:31.200 prior is a beta distribution right before they were computers bda32352-a5ee-4f54-a17e-dc796256864d/6526-2 00:29:31.200 --> 00:29:34.150 to do the mail integration, they will integral tables and before bda32352-a5ee-4f54-a17e-dc796256864d/6526-3 00:29:34.150 --> 00:29:36.963 they will computers to do MCMC, they will tables of conjugate bda32352-a5ee-4f54-a17e-dc796256864d/6526-4 00:29:36.963 --> 00:29:37.280 priors. bda32352-a5ee-4f54-a17e-dc796256864d/6543-0 00:29:37.570 --> 00:29:40.585 So if you wanna do this, basically Wikipedia and Google bda32352-a5ee-4f54-a17e-dc796256864d/6543-1 00:29:40.585 --> 00:29:41.500 are your friends. bda32352-a5ee-4f54-a17e-dc796256864d/6568-0 00:29:42.040 --> 00:29:44.907 Look up and see if there exists a conjugate prior to the problem bda32352-a5ee-4f54-a17e-dc796256864d/6568-1 00:29:44.907 --> 00:29:45.480 you wanna do. bda32352-a5ee-4f54-a17e-dc796256864d/6578-0 00:29:45.490 --> 00:29:47.290 In fact, it's still an active area of research. bda32352-a5ee-4f54-a17e-dc796256864d/6603-0 00:29:47.300 --> 00:29:50.017 Still, people still churning out papers about this because they bda32352-a5ee-4f54-a17e-dc796256864d/6603-1 00:29:50.017 --> 00:29:51.800 just so useful when it comes to the file. bda32352-a5ee-4f54-a17e-dc796256864d/6608-0 00:29:51.810 --> 00:29:52.200 Does exist? bda32352-a5ee-4f54-a17e-dc796256864d/6622-0 00:29:53.930 --> 00:29:55.630 Do we have a new magic sample though? bda32352-a5ee-4f54-a17e-dc796256864d/6624-0 00:29:55.680 --> 00:29:57.170 It is so efficient. bda32352-a5ee-4f54-a17e-dc796256864d/6653-0 00:29:57.310 --> 00:30:00.757 It works for big data and then it had to go and ask another bda32352-a5ee-4f54-a17e-dc796256864d/6653-1 00:30:00.757 --> 00:30:04.261 question and that question was what about the arrows and the bda32352-a5ee-4f54-a17e-dc796256864d/6653-2 00:30:04.261 --> 00:30:05.410 model design, right? bda32352-a5ee-4f54-a17e-dc796256864d/6677-0 00:30:05.420 --> 00:30:09.812 And Bayesian analysis is called the model prediction errors and bda32352-a5ee-4f54-a17e-dc796256864d/6677-1 00:30:09.812 --> 00:30:13.860 other fields that usually follows epistemic errors. Right? bda32352-a5ee-4f54-a17e-dc796256864d/6743-0 00:30:13.930 --> 00:30:18.312 So so like you might be used to thinking of inverse problems As bda32352-a5ee-4f54-a17e-dc796256864d/6743-1 00:30:18.312 --> 00:30:22.694 for example, if it's d = g * M, You're usually used to think of bda32352-a5ee-4f54-a17e-dc796256864d/6743-2 00:30:22.694 --> 00:30:27.008 it d * g * M times epsilon, but in bayland it's your data plus bda32352-a5ee-4f54-a17e-dc796256864d/6743-3 00:30:27.008 --> 00:30:31.458 the arrows on your observations is equal to your prediction plus bda32352-a5ee-4f54-a17e-dc796256864d/6743-4 00:30:31.458 --> 00:30:33.580 the errors and your prediction. bda32352-a5ee-4f54-a17e-dc796256864d/6783-0 00:30:33.640 --> 00:30:36.961 The difference between what y'all model predicted for your bda32352-a5ee-4f54-a17e-dc796256864d/6783-1 00:30:36.961 --> 00:30:40.338 for your model parameters and what it should have predicted bda32352-a5ee-4f54-a17e-dc796256864d/6783-2 00:30:40.338 --> 00:30:43.940 for those model parameters, and so then we apply Bayes theorem. bda32352-a5ee-4f54-a17e-dc796256864d/6819-0 00:30:44.210 --> 00:30:48.130 If it was again the simple linear problem with the simple bda32352-a5ee-4f54-a17e-dc796256864d/6819-1 00:30:48.130 --> 00:30:52.523 exponential likelihood function, the covariance matrix there was bda32352-a5ee-4f54-a17e-dc796256864d/6819-2 00:30:52.523 --> 00:30:56.240 not the covariance of the arrows on your observations. bda32352-a5ee-4f54-a17e-dc796256864d/6854-0 00:30:56.250 --> 00:30:59.864 It's actually the sum of the errors of your observations and bda32352-a5ee-4f54-a17e-dc796256864d/6854-1 00:30:59.864 --> 00:31:03.359 your prediction arrows, and those prediction arrows can be bda32352-a5ee-4f54-a17e-dc796256864d/6854-2 00:31:03.359 --> 00:31:06.380 large amplitude and they can be highly correlated. bda32352-a5ee-4f54-a17e-dc796256864d/6883-0 00:31:06.390 --> 00:31:09.960 So if, as we often do, we only consider observational errors, bda32352-a5ee-4f54-a17e-dc796256864d/6883-1 00:31:09.960 --> 00:31:13.357 we are really, really miss estimating the arrow structural bda32352-a5ee-4f54-a17e-dc796256864d/6883-2 00:31:13.357 --> 00:31:14.220 in our problem. bda32352-a5ee-4f54-a17e-dc796256864d/6916-0 00:31:14.920 --> 00:31:18.331 So to get a kind of a intuition about this, let's play a little bda32352-a5ee-4f54-a17e-dc796256864d/6916-1 00:31:18.331 --> 00:31:21.315 game with the Tohoku off Craig and what I did here is I bda32352-a5ee-4f54-a17e-dc796256864d/6916-2 00:31:21.315 --> 00:31:23.020 generated 500,000 source models. bda32352-a5ee-4f54-a17e-dc796256864d/6923-0 00:31:23.030 --> 00:31:24.720 They're basically just white noise. bda32352-a5ee-4f54-a17e-dc796256864d/6944-0 00:31:24.850 --> 00:31:27.888 There's a back zip constraint, but otherwise there's no bda32352-a5ee-4f54-a17e-dc796256864d/6944-1 00:31:27.888 --> 00:31:30.600 constraint on what direction each patch slips in. bda32352-a5ee-4f54-a17e-dc796256864d/6952-0 00:31:31.510 --> 00:31:33.260 How much slip is on each patch? Right? bda32352-a5ee-4f54-a17e-dc796256864d/6983-0 00:31:33.330 --> 00:31:36.601 The source is just random values and then I calculated the bda32352-a5ee-4f54-a17e-dc796256864d/6983-1 00:31:36.601 --> 00:31:39.484 predictions for this 500,000 step models and then I bda32352-a5ee-4f54-a17e-dc796256864d/6983-2 00:31:39.484 --> 00:31:42.200 calculated the correlation of those predictions. bda32352-a5ee-4f54-a17e-dc796256864d/7008-0 00:31:42.450 --> 00:31:45.755 So any signal you see anything coherent you see has nothing to bda32352-a5ee-4f54-a17e-dc796256864d/7008-1 00:31:45.755 --> 00:31:48.640 do with the source, cause the software is white noise. bda32352-a5ee-4f54-a17e-dc796256864d/7059-0 00:31:49.040 --> 00:31:52.328 Anything coherent you see is the model design itself, and boy is bda32352-a5ee-4f54-a17e-dc796256864d/7059-1 00:31:52.328 --> 00:31:55.414 a coherent because you know, once you say there's a back zip bda32352-a5ee-4f54-a17e-dc796256864d/7059-2 00:31:55.414 --> 00:31:58.247 constraint, then there's absolutely no step you can put bda32352-a5ee-4f54-a17e-dc796256864d/7059-3 00:31:58.247 --> 00:32:01.130 on the fault that doesn't make consume move to the east. bda32352-a5ee-4f54-a17e-dc796256864d/7106-0 00:32:01.930 --> 00:32:03.996 Once you pick a dip for your four geometry, there's bda32352-a5ee-4f54-a17e-dc796256864d/7106-1 00:32:03.996 --> 00:32:06.419 absolutely nothing you can do that doesn't make a hinge line bda32352-a5ee-4f54-a17e-dc796256864d/7106-2 00:32:06.419 --> 00:32:08.682 in a certain location and everything on one side of that bda32352-a5ee-4f54-a17e-dc796256864d/7106-3 00:32:08.682 --> 00:32:10.787 hinge line goes up and everything on the other side, bda32352-a5ee-4f54-a17e-dc796256864d/7106-4 00:32:10.787 --> 00:32:11.780 the hinge line goes down. bda32352-a5ee-4f54-a17e-dc796256864d/7122-0 00:32:12.810 --> 00:32:15.888 If you look at wave form data, these are five tsunami records bda32352-a5ee-4f54-a17e-dc796256864d/7122-1 00:32:15.888 --> 00:32:16.880 from the earthquake. bda32352-a5ee-4f54-a17e-dc796256864d/7133-0 00:32:17.610 --> 00:32:19.540 Then you're just adding time to the problem, right? bda32352-a5ee-4f54-a17e-dc796256864d/7152-0 00:32:19.550 --> 00:32:22.689 So forced each record is very correlated with itself because bda32352-a5ee-4f54-a17e-dc796256864d/7152-1 00:32:22.689 --> 00:32:23.460 they are waved. bda32352-a5ee-4f54-a17e-dc796256864d/7174-0 00:32:23.470 --> 00:32:26.113 So each sample knows what happened with the sample before bda32352-a5ee-4f54-a17e-dc796256864d/7174-1 00:32:26.113 --> 00:32:28.300 and after it, and from one station to the next. bda32352-a5ee-4f54-a17e-dc796256864d/7207-0 00:32:28.310 --> 00:32:30.501 They'll be very highly correlated because whatever you bda32352-a5ee-4f54-a17e-dc796256864d/7207-1 00:32:30.501 --> 00:32:32.811 predict for one station is basically going to be the same bda32352-a5ee-4f54-a17e-dc796256864d/7207-2 00:32:32.811 --> 00:32:35.200 thing you predicted the next station, but shift it in time. bda32352-a5ee-4f54-a17e-dc796256864d/7221-0 00:32:36.730 --> 00:32:39.120 None of this observational signals related to the bda32352-a5ee-4f54-a17e-dc796256864d/7221-1 00:32:39.120 --> 00:32:39.980 earthquake source. bda32352-a5ee-4f54-a17e-dc796256864d/7229-0 00:32:39.990 --> 00:32:41.200 Again, the source was white noise. bda32352-a5ee-4f54-a17e-dc796256864d/7242-0 00:32:41.410 --> 00:32:43.520 All of the signal is your model design, right? bda32352-a5ee-4f54-a17e-dc796256864d/7252-0 00:32:43.530 --> 00:32:44.820 It's your choice of velocity model. bda32352-a5ee-4f54-a17e-dc796256864d/7275-0 00:32:44.830 --> 00:32:47.749 Your choice of four geometry and of course you're more design bda32352-a5ee-4f54-a17e-dc796256864d/7275-1 00:32:47.749 --> 00:32:49.820 will be wrong because all models are wrong. bda32352-a5ee-4f54-a17e-dc796256864d/7281-0 00:32:49.870 --> 00:32:51.610 So we all kinda doomed. bda32352-a5ee-4f54-a17e-dc796256864d/7291-0 00:32:52.360 --> 00:32:54.670 I'm and people have been working on this right. bda32352-a5ee-4f54-a17e-dc796256864d/7299-0 00:32:54.680 --> 00:32:56.890 This is a really important field of research. bda32352-a5ee-4f54-a17e-dc796256864d/7304-0 00:32:57.210 --> 00:32:58.890 I'd say there's basically 2 approaches. bda32352-a5ee-4f54-a17e-dc796256864d/7331-0 00:32:59.000 --> 00:33:02.097 One is kind of a parametric approach where you say like ohh bda32352-a5ee-4f54-a17e-dc796256864d/7331-1 00:33:02.097 --> 00:33:04.780 I have some other error source that has some Sigma. bda32352-a5ee-4f54-a17e-dc796256864d/7338-0 00:33:04.790 --> 00:33:06.670 I don't know it has some correlation link. bda32352-a5ee-4f54-a17e-dc796256864d/7367-0 00:33:06.680 --> 00:33:08.735 They don't know and you just solve for those numbers at the bda32352-a5ee-4f54-a17e-dc796256864d/7367-1 00:33:08.735 --> 00:33:10.550 same time that you're solving for your source model. bda32352-a5ee-4f54-a17e-dc796256864d/7381-0 00:33:11.380 --> 00:33:14.336 The other one is, for example Zach do Patel and they were bda32352-a5ee-4f54-a17e-dc796256864d/7381-1 00:33:14.336 --> 00:33:14.590 gone. bda32352-a5ee-4f54-a17e-dc796256864d/7448-0 00:33:14.600 --> 00:33:18.313 I've been working on this perturbation approaches where bda32352-a5ee-4f54-a17e-dc796256864d/7448-1 00:33:18.313 --> 00:33:22.556 you calculate the coveo, the the the predictions that you would bda32352-a5ee-4f54-a17e-dc796256864d/7448-2 00:33:22.556 --> 00:33:26.667 get from your model if you told the elastic structure, or you bda32352-a5ee-4f54-a17e-dc796256864d/7448-3 00:33:26.667 --> 00:33:30.645 perturb the fault geometry and then the covariance of those bda32352-a5ee-4f54-a17e-dc796256864d/7448-4 00:33:30.645 --> 00:33:35.020 predictions, and that's what you stick into your data likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/7463-0 00:33:35.110 --> 00:33:37.627 But of course, in order to get those predictions, you have to bda32352-a5ee-4f54-a17e-dc796256864d/7463-1 00:33:37.627 --> 00:33:38.520 know the source model. bda32352-a5ee-4f54-a17e-dc796256864d/7504-0 00:33:38.590 --> 00:33:41.950 So again, you have to kind of update it through the sampling bda32352-a5ee-4f54-a17e-dc796256864d/7504-1 00:33:41.950 --> 00:33:45.254 process and anyway you end up having to solve for something bda32352-a5ee-4f54-a17e-dc796256864d/7504-2 00:33:45.254 --> 00:33:48.779 during the sampling process and with crossfading, we don't have bda32352-a5ee-4f54-a17e-dc796256864d/7504-3 00:33:48.779 --> 00:33:50.210 a data likelihood anymore. bda32352-a5ee-4f54-a17e-dc796256864d/7583-0 00:33:50.500 --> 00:33:54.035 So I went to my friend Matt and I said, well, math, how do I bda32352-a5ee-4f54-a17e-dc796256864d/7583-1 00:33:54.035 --> 00:33:57.570 account for the arrows in the model design while Phosphating bda32352-a5ee-4f54-a17e-dc796256864d/7583-2 00:33:57.570 --> 00:34:01.220 and Matt said, well, you can't, you don't have a likelihood of bda32352-a5ee-4f54-a17e-dc796256864d/7583-3 00:34:01.220 --> 00:34:04.812 ohh I'd covariance matrix you update and it's like but math I bda32352-a5ee-4f54-a17e-dc796256864d/7583-4 00:34:04.812 --> 00:34:08.057 have to include the prediction error like it's the most bda32352-a5ee-4f54-a17e-dc796256864d/7583-5 00:34:08.057 --> 00:34:11.070 important thing and math was like, well, you can't. bda32352-a5ee-4f54-a17e-dc796256864d/7587-0 00:34:11.080 --> 00:34:12.390 You wanted the date on the forward model. bda32352-a5ee-4f54-a17e-dc796256864d/7589-0 00:34:12.400 --> 00:34:12.750 Gone. bda32352-a5ee-4f54-a17e-dc796256864d/7592-0 00:34:12.800 --> 00:34:13.430 They're gone. bda32352-a5ee-4f54-a17e-dc796256864d/7620-0 00:34:13.440 --> 00:34:16.587 You can't account for hours in the photo model without a bda32352-a5ee-4f54-a17e-dc796256864d/7620-1 00:34:16.587 --> 00:34:19.899 forward model, and I said, but man, it's the most important bda32352-a5ee-4f54-a17e-dc796256864d/7620-2 00:34:19.899 --> 00:34:20.230 thing. bda32352-a5ee-4f54-a17e-dc796256864d/7633-0 00:34:21.080 --> 00:34:23.334 And my friend Matt said, well, have you considered solving for bda32352-a5ee-4f54-a17e-dc796256864d/7633-1 00:34:23.334 --> 00:34:23.870 the earthquake? bda32352-a5ee-4f54-a17e-dc796256864d/7693-0 00:34:23.870 --> 00:34:27.552 Rupture, given all the potential model designs and I said math, bda32352-a5ee-4f54-a17e-dc796256864d/7693-1 00:34:27.552 --> 00:34:30.946 we can barely solve for the earthquake sauce like we can't bda32352-a5ee-4f54-a17e-dc796256864d/7693-2 00:34:30.946 --> 00:34:34.283 solve for the sauce and the elastic structure and the 4th bda32352-a5ee-4f54-a17e-dc796256864d/7693-3 00:34:34.283 --> 00:34:37.562 geometry and math is like no, no, no, not the earthquake bda32352-a5ee-4f54-a17e-dc796256864d/7693-4 00:34:37.562 --> 00:34:39.230 rupture and the model design. bda32352-a5ee-4f54-a17e-dc796256864d/7705-0 00:34:39.240 --> 00:34:43.463 The earthquake webshow given, or the potential model designs, and bda32352-a5ee-4f54-a17e-dc796256864d/7705-1 00:34:43.463 --> 00:34:43.910 I said. bda32352-a5ee-4f54-a17e-dc796256864d/7716-0 00:34:44.690 --> 00:34:48.800 Ohh so here was what math meant. bda32352-a5ee-4f54-a17e-dc796256864d/7734-0 00:34:49.870 --> 00:34:52.911 You know, every time you fit a model to data, you also make a bda32352-a5ee-4f54-a17e-dc796256864d/7734-1 00:34:52.911 --> 00:34:53.940 bunch of assumptions. bda32352-a5ee-4f54-a17e-dc796256864d/7738-0 00:34:54.590 --> 00:34:56.000 Make different assumptions. bda32352-a5ee-4f54-a17e-dc796256864d/7765-0 00:34:56.010 --> 00:34:59.619 Get a different answer, and of course, in Bayesian inland your bda32352-a5ee-4f54-a17e-dc796256864d/7765-1 00:34:59.619 --> 00:35:01.680 answer is not a number, it's a PDF. bda32352-a5ee-4f54-a17e-dc796256864d/7797-0 00:35:01.750 --> 00:35:05.556 So you can think of these four different PDFs as PDFs of the bda32352-a5ee-4f54-a17e-dc796256864d/7797-1 00:35:05.556 --> 00:35:09.236 thing that I wanted to know under different assumptions of bda32352-a5ee-4f54-a17e-dc796256864d/7797-2 00:35:09.236 --> 00:35:11.170 something that I had to assume. bda32352-a5ee-4f54-a17e-dc796256864d/7822-0 00:35:12.680 --> 00:35:15.221 So I wanted to know the step right on this fault, but in bda32352-a5ee-4f54-a17e-dc796256864d/7822-1 00:35:15.221 --> 00:35:17.450 order to do that I had to assume a locking depth. bda32352-a5ee-4f54-a17e-dc796256864d/7848-0 00:35:17.800 --> 00:35:20.324 I wanted to know the hypocenter of this earthquake, but in order bda32352-a5ee-4f54-a17e-dc796256864d/7848-1 00:35:20.324 --> 00:35:22.070 to do that I had to assume a velocity model. bda32352-a5ee-4f54-a17e-dc796256864d/7872-0 00:35:22.580 --> 00:35:25.754 I wanted to, you know, solve for defamation based on bda32352-a5ee-4f54-a17e-dc796256864d/7872-1 00:35:25.754 --> 00:35:27.670 interferogram or some GNSS data. bda32352-a5ee-4f54-a17e-dc796256864d/7893-0 00:35:27.760 --> 00:35:32.600 But in a field, grams have an arbitrary number of 2Ï€ phase bda32352-a5ee-4f54-a17e-dc796256864d/7893-1 00:35:32.600 --> 00:35:33.830 cycles in them. bda32352-a5ee-4f54-a17e-dc796256864d/7915-0 00:35:34.100 --> 00:35:37.854 GNS data have reference frame jiggle right and I have to make bda32352-a5ee-4f54-a17e-dc796256864d/7915-1 00:35:37.854 --> 00:35:40.880 some assumption for that in order to do my model. bda32352-a5ee-4f54-a17e-dc796256864d/7921-0 00:35:41.740 --> 00:35:42.850 Make different assumptions. bda32352-a5ee-4f54-a17e-dc796256864d/7924-0 00:35:42.920 --> 00:35:43.730 Get different answers. bda32352-a5ee-4f54-a17e-dc796256864d/7927-0 00:35:44.730 --> 00:35:45.100 Umm. bda32352-a5ee-4f54-a17e-dc796256864d/7980-0 00:35:45.670 --> 00:35:49.051 All right, all you could think of each answer as being a slice bda32352-a5ee-4f54-a17e-dc796256864d/7980-1 00:35:49.051 --> 00:35:52.377 through a joint distribution of the things you wanted to know bda32352-a5ee-4f54-a17e-dc796256864d/7980-2 00:35:52.377 --> 00:35:55.650 and the things you had to assume or with math would say each bda32352-a5ee-4f54-a17e-dc796256864d/7980-3 00:35:55.650 --> 00:35:58.440 Ansel is a posterior PDF for different model class. bda32352-a5ee-4f54-a17e-dc796256864d/7994-0 00:36:00.590 --> 00:36:03.330 But this joint distribution is also not what you want. bda32352-a5ee-4f54-a17e-dc796256864d/8023-0 00:36:03.570 --> 00:36:06.286 Really what you wanna do is to integrate over all the model bda32352-a5ee-4f54-a17e-dc796256864d/8023-1 00:36:06.286 --> 00:36:08.910 classes to get the run in version to rule them all right. bda32352-a5ee-4f54-a17e-dc796256864d/8045-0 00:36:08.920 --> 00:36:11.245 This is the invoice model that knows all the different bda32352-a5ee-4f54-a17e-dc796256864d/8045-1 00:36:11.245 --> 00:36:13.950 assumptions you could have made and how they affect the answer. bda32352-a5ee-4f54-a17e-dc796256864d/8049-0 00:36:13.960 --> 00:36:15.040 You could have gotten right. bda32352-a5ee-4f54-a17e-dc796256864d/8062-0 00:36:15.050 --> 00:36:18.240 It's the step rate given all possible locking depths. bda32352-a5ee-4f54-a17e-dc796256864d/8096-0 00:36:18.250 --> 00:36:22.693 It's the hypothetical, given all possible velocity models, and in bda32352-a5ee-4f54-a17e-dc796256864d/8096-1 00:36:22.693 --> 00:36:26.934 this picture it's this black PDF in the back wall that you get bda32352-a5ee-4f54-a17e-dc796256864d/8096-2 00:36:26.934 --> 00:36:29.020 from integrating the joint PDF. bda32352-a5ee-4f54-a17e-dc796256864d/8099-0 00:36:29.150 --> 00:36:29.570 Oval. bda32352-a5ee-4f54-a17e-dc796256864d/8105-0 00:36:29.830 --> 00:36:30.810 Ohh model designs. bda32352-a5ee-4f54-a17e-dc796256864d/8139-0 00:36:31.800 --> 00:36:34.682 Umm, but it turns out that you don't actually have to do that bda32352-a5ee-4f54-a17e-dc796256864d/8139-1 00:36:34.682 --> 00:36:37.425 to get that answer, because you can approximate it by just bda32352-a5ee-4f54-a17e-dc796256864d/8139-2 00:36:37.425 --> 00:36:39.470 taking a bunch of different answers, right? bda32352-a5ee-4f54-a17e-dc796256864d/8185-0 00:36:39.480 --> 00:36:41.817 Like all four answers that we computed for a different bda32352-a5ee-4f54-a17e-dc796256864d/8185-1 00:36:41.817 --> 00:36:44.452 assumptions and that's taking the weighted sum and that gives bda32352-a5ee-4f54-a17e-dc796256864d/8185-2 00:36:44.452 --> 00:36:47.171 you the green line, which is a pretty good approximation to the bda32352-a5ee-4f54-a17e-dc796256864d/8185-3 00:36:47.171 --> 00:36:48.700 one invoice model to rule them all. bda32352-a5ee-4f54-a17e-dc796256864d/8193-0 00:36:49.690 --> 00:36:51.500 And this is called Bayesian model averaging. bda32352-a5ee-4f54-a17e-dc796256864d/8206-0 00:36:53.260 --> 00:36:55.710 OK, but what are the weights of that weighted sum? bda32352-a5ee-4f54-a17e-dc796256864d/8214-0 00:36:55.880 --> 00:36:58.050 So we had a posterior PDF. bda32352-a5ee-4f54-a17e-dc796256864d/8263-0 00:36:58.560 --> 00:37:02.683 What we want is the one invoice model to rule them all, the one bda32352-a5ee-4f54-a17e-dc796256864d/8263-1 00:37:02.683 --> 00:37:06.548 that knew the joint distribution of all the different model bda32352-a5ee-4f54-a17e-dc796256864d/8263-2 00:37:06.548 --> 00:37:10.542 design you could have done and then integrated it to get just bda32352-a5ee-4f54-a17e-dc796256864d/8263-3 00:37:10.542 --> 00:37:12.410 the thing you wanted to know. bda32352-a5ee-4f54-a17e-dc796256864d/8290-0 00:37:12.940 --> 00:37:16.323 And that integral can be approximated with a sum which is bda32352-a5ee-4f54-a17e-dc796256864d/8290-1 00:37:16.323 --> 00:37:20.056 the product of the past of each of the different posteriors you bda32352-a5ee-4f54-a17e-dc796256864d/8290-2 00:37:20.056 --> 00:37:20.930 compute, right? bda32352-a5ee-4f54-a17e-dc796256864d/8319-0 00:37:20.940 --> 00:37:24.716 You compute posteriors for a bunch of different logo designs, bda32352-a5ee-4f54-a17e-dc796256864d/8319-1 00:37:24.716 --> 00:37:28.127 and then you sum them up, weighted by this thing called bda32352-a5ee-4f54-a17e-dc796256864d/8319-2 00:37:28.127 --> 00:37:28.370 PCM. bda32352-a5ee-4f54-a17e-dc796256864d/8326-0 00:37:28.380 --> 00:37:29.840 Given D, that's something new. bda32352-a5ee-4f54-a17e-dc796256864d/8337-0 00:37:29.850 --> 00:37:33.350 We haven't seen that before, but is it well? bda32352-a5ee-4f54-a17e-dc796256864d/8375-0 00:37:33.360 --> 00:37:36.502 It looks like a posterior, and if you apply Bayes theorem you bda32352-a5ee-4f54-a17e-dc796256864d/8375-1 00:37:36.502 --> 00:37:39.492 can rewrite it as the product of another profile, which is bda32352-a5ee-4f54-a17e-dc796256864d/8375-2 00:37:39.492 --> 00:37:42.330 whatever you want it to be and the marginal likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/8390-0 00:37:42.440 --> 00:37:46.158 The thing that said, how consistent your data will with bda32352-a5ee-4f54-a17e-dc796256864d/8390-1 00:37:46.158 --> 00:37:47.220 your model sign. bda32352-a5ee-4f54-a17e-dc796256864d/8393-0 00:37:48.420 --> 00:37:48.810 Umm. bda32352-a5ee-4f54-a17e-dc796256864d/8426-0 00:37:49.200 --> 00:37:51.655 However, if you remember what I said that you don't actually bda32352-a5ee-4f54-a17e-dc796256864d/8426-1 00:37:51.655 --> 00:37:54.191 usually get to calculate that it's not generally calculable at bda32352-a5ee-4f54-a17e-dc796256864d/8426-2 00:37:54.191 --> 00:37:55.800 the terrible multidimensional integral. bda32352-a5ee-4f54-a17e-dc796256864d/8491-0 00:37:57.170 --> 00:38:00.341 You might also Remember Me saying the transitioning is bda32352-a5ee-4f54-a17e-dc796256864d/8491-1 00:38:00.341 --> 00:38:03.973 really neat, so transitioning is really neat and Jing and Chen bda32352-a5ee-4f54-a17e-dc796256864d/8491-2 00:38:03.973 --> 00:38:07.720 are 2000 people have this really beautiful proof that shows that bda32352-a5ee-4f54-a17e-dc796256864d/8491-3 00:38:07.720 --> 00:38:10.661 you can basically use the probabilities of all the bda32352-a5ee-4f54-a17e-dc796256864d/8491-4 00:38:10.661 --> 00:38:14.004 different samples that you calculated on all from all the bda32352-a5ee-4f54-a17e-dc796256864d/8491-5 00:38:14.004 --> 00:38:17.290 different intermediate PDFs and combine them together to bda32352-a5ee-4f54-a17e-dc796256864d/8491-6 00:38:17.290 --> 00:38:19.250 estimate the marginal likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/8538-0 00:38:19.440 --> 00:38:22.478 So it just something that you get for free as part of the bda32352-a5ee-4f54-a17e-dc796256864d/8538-1 00:38:22.478 --> 00:38:25.725 transitioning process and it's really straightforward to just bda32352-a5ee-4f54-a17e-dc796256864d/8538-2 00:38:25.725 --> 00:38:28.763 plug and chug through their proof with crossfading to get bda32352-a5ee-4f54-a17e-dc796256864d/8538-3 00:38:28.763 --> 00:38:31.800 the same or to get an equivalent answer for class fading. bda32352-a5ee-4f54-a17e-dc796256864d/8555-0 00:38:31.810 --> 00:38:34.339 So you can just estimate the marginal likelihood for free as bda32352-a5ee-4f54-a17e-dc796256864d/8555-1 00:38:34.339 --> 00:38:35.540 part of the sampling process. bda32352-a5ee-4f54-a17e-dc796256864d/8578-0 00:38:37.250 --> 00:38:39.852 However, Steven Woo, who you might remember, came and visited bda32352-a5ee-4f54-a17e-dc796256864d/8578-1 00:38:39.852 --> 00:38:41.320 last month and gave us a Seminole. bda32352-a5ee-4f54-a17e-dc796256864d/8595-0 00:38:42.140 --> 00:38:45.403 I found that unfortunately, while the proof is right, the bda32352-a5ee-4f54-a17e-dc796256864d/8595-1 00:38:45.403 --> 00:38:46.640 assumptions aren't OK. bda32352-a5ee-4f54-a17e-dc796256864d/8623-0 00:38:46.710 --> 00:38:50.061 Basically, they assume all the samples are at equilibrium and bda32352-a5ee-4f54-a17e-dc796256864d/8623-1 00:38:50.061 --> 00:38:53.033 if you are familiar with MCMC, there's this issue with bda32352-a5ee-4f54-a17e-dc796256864d/8623-2 00:38:53.033 --> 00:38:54.330 something called boning. bda32352-a5ee-4f54-a17e-dc796256864d/8638-0 00:38:54.340 --> 00:38:56.332 We all takes a while, for example strategy be at bda32352-a5ee-4f54-a17e-dc796256864d/8638-1 00:38:56.332 --> 00:38:57.470 equilibrium because of that. bda32352-a5ee-4f54-a17e-dc796256864d/8661-0 00:38:59.270 --> 00:39:03.086 The the actual the numbers you get about biased and it's weird, bda32352-a5ee-4f54-a17e-dc796256864d/8661-1 00:39:03.086 --> 00:39:04.040 but Steven said. bda32352-a5ee-4f54-a17e-dc796256864d/8701-0 00:39:04.050 --> 00:39:07.123 But if you change the way that you did the sampling to account bda32352-a5ee-4f54-a17e-dc796256864d/8701-1 00:39:07.123 --> 00:39:10.292 for Borden, then you could take this proof and you would in fact bda32352-a5ee-4f54-a17e-dc796256864d/8701-2 00:39:10.292 --> 00:39:12.730 have a good estimate for the marginal likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/8726-0 00:39:13.720 --> 00:39:16.780 And it turns out all the things you need to do were things that bda32352-a5ee-4f54-a17e-dc796256864d/8726-1 00:39:16.780 --> 00:39:19.170 we already did when we built catnip from TMC, MC. bda32352-a5ee-4f54-a17e-dc796256864d/8752-0 00:39:19.180 --> 00:39:22.285 So in theory, we should just be good like we should be able to bda32352-a5ee-4f54-a17e-dc796256864d/8752-1 00:39:22.285 --> 00:39:24.848 just run catnip and get an estimate of the marginal bda32352-a5ee-4f54-a17e-dc796256864d/8752-2 00:39:24.848 --> 00:39:25.390 likelihood. bda32352-a5ee-4f54-a17e-dc796256864d/8764-0 00:39:25.400 --> 00:39:26.950 So let's see if that's true. bda32352-a5ee-4f54-a17e-dc796256864d/8805-0 00:39:26.960 --> 00:39:30.481 Let's run cap for a problem that has a known analytical solution bda32352-a5ee-4f54-a17e-dc796256864d/8805-1 00:39:30.481 --> 00:39:33.894 and we can just see whether the estimate we get from Count MIP bda32352-a5ee-4f54-a17e-dc796256864d/8805-2 00:39:33.894 --> 00:39:36.710 compare as well with the known analytical solution. bda32352-a5ee-4f54-a17e-dc796256864d/8817-0 00:39:37.120 --> 00:39:40.190 Analytical solutions in red estimate from camp is in black. bda32352-a5ee-4f54-a17e-dc796256864d/8822-0 00:39:40.340 --> 00:39:41.260 Yeah, I think we're fine. bda32352-a5ee-4f54-a17e-dc796256864d/8831-0 00:39:43.380 --> 00:39:44.190 Let's give this a try. bda32352-a5ee-4f54-a17e-dc796256864d/8841-0 00:39:44.200 --> 00:39:47.160 Then let's try Bayesian model averaging. bda32352-a5ee-4f54-a17e-dc796256864d/8858-0 00:39:47.170 --> 00:39:50.113 The one model to rule them all, and so I'm gonna follow an bda32352-a5ee-4f54-a17e-dc796256864d/8858-1 00:39:50.113 --> 00:39:51.010 example from Zach. bda32352-a5ee-4f54-a17e-dc796256864d/8864-0 00:39:51.020 --> 00:39:52.670 Do Patel's 2014 people. bda32352-a5ee-4f54-a17e-dc796256864d/8899-0 00:39:52.860 --> 00:39:55.788 We're going to look at avoid across strike, slip infinitely bda32352-a5ee-4f54-a17e-dc796256864d/8899-1 00:39:55.788 --> 00:39:58.912 long strike, slip fault with an array of gene associations that bda32352-a5ee-4f54-a17e-dc796256864d/8899-2 00:39:58.912 --> 00:40:00.180 cross the perpendicularly. bda32352-a5ee-4f54-a17e-dc796256864d/8932-0 00:40:01.060 --> 00:40:04.218 I'm going to solve for slip as a function of depth, but we don't bda32352-a5ee-4f54-a17e-dc796256864d/8932-1 00:40:04.218 --> 00:40:07.133 know the elastic structure and maybe the phone isn't really bda32352-a5ee-4f54-a17e-dc796256864d/8932-2 00:40:07.133 --> 00:40:07.570 vertical. bda32352-a5ee-4f54-a17e-dc796256864d/8953-0 00:40:07.860 --> 00:40:10.232 So can we still include the fault slip even though we don't bda32352-a5ee-4f54-a17e-dc796256864d/8953-1 00:40:10.232 --> 00:40:11.220 know any of these things? bda32352-a5ee-4f54-a17e-dc796256864d/8965-0 00:40:12.580 --> 00:40:16.900 I'm so I'm going to take six different model designs. bda32352-a5ee-4f54-a17e-dc796256864d/8975-0 00:40:17.900 --> 00:40:19.360 I don't know if any of them are right. bda32352-a5ee-4f54-a17e-dc796256864d/8984-0 00:40:19.370 --> 00:40:20.600 I'm going to look at 1/2 space. bda32352-a5ee-4f54-a17e-dc796256864d/9008-0 00:40:20.820 --> 00:40:23.673 I'm gonna look at the layout elastic structure, but I don't bda32352-a5ee-4f54-a17e-dc796256864d/9008-1 00:40:23.673 --> 00:40:25.670 know what the elastic constant should be. bda32352-a5ee-4f54-a17e-dc796256864d/9016-0 00:40:25.680 --> 00:40:28.630 So just pick three different elastic contrasts. bda32352-a5ee-4f54-a17e-dc796256864d/9026-0 00:40:29.790 --> 00:40:31.720 Maybe there's a compliant zone around the fault. bda32352-a5ee-4f54-a17e-dc796256864d/9030-0 00:40:31.730 --> 00:40:32.470 Let's try that. bda32352-a5ee-4f54-a17e-dc796256864d/9042-0 00:40:32.680 --> 00:40:34.060 Hey, maybe the faults not different. bda32352-a5ee-4f54-a17e-dc796256864d/9044-0 00:40:34.070 --> 00:40:34.940 Not protocol. bda32352-a5ee-4f54-a17e-dc796256864d/9094-0 00:40:35.040 --> 00:40:39.307 Try dipping fault and for these six different model designs I bda32352-a5ee-4f54-a17e-dc796256864d/9094-1 00:40:39.307 --> 00:40:43.712 will do this in version which is now really cheap to do because bda32352-a5ee-4f54-a17e-dc796256864d/9094-2 00:40:43.712 --> 00:40:47.979 we're using crossfading and red is the input model that we're bda32352-a5ee-4f54-a17e-dc796256864d/9094-3 00:40:47.979 --> 00:40:49.080 trying to cover. bda32352-a5ee-4f54-a17e-dc796256864d/9104-0 00:40:49.490 --> 00:40:51.640 Black is what we inform after sampling. bda32352-a5ee-4f54-a17e-dc796256864d/9125-0 00:40:51.650 --> 00:40:55.649 It's the mean of the posterior samples, and just for reference, bda32352-a5ee-4f54-a17e-dc796256864d/9125-1 00:40:55.649 --> 00:40:57.960 blue is where the sample or started. bda32352-a5ee-4f54-a17e-dc796256864d/9136-0 00:40:58.010 --> 00:41:02.390 It's the conjugate posterior text difference. bda32352-a5ee-4f54-a17e-dc796256864d/9160-0 00:41:02.400 --> 00:41:05.700 Smaller designs gives you six different answers for slip on bda32352-a5ee-4f54-a17e-dc796256864d/9160-1 00:41:05.700 --> 00:41:09.110 the fault, and there's no way to know which is quote unquote, bda32352-a5ee-4f54-a17e-dc796256864d/9160-2 00:41:09.110 --> 00:41:09.440 right? bda32352-a5ee-4f54-a17e-dc796256864d/9168-0 00:41:10.030 --> 00:41:11.800 Because they offered the data right? bda32352-a5ee-4f54-a17e-dc796256864d/9182-0 00:41:12.130 --> 00:41:14.030 They all do a great job getting the data. bda32352-a5ee-4f54-a17e-dc796256864d/9194-0 00:41:14.040 --> 00:41:16.320 That's what under determined invoice problems are like. bda32352-a5ee-4f54-a17e-dc796256864d/9233-0 00:41:16.790 --> 00:41:20.575 But what we can do is we can use the fact that we did cross bda32352-a5ee-4f54-a17e-dc796256864d/9233-1 00:41:20.575 --> 00:41:24.359 fading or transitioning to estimate the marginal likelihood bda32352-a5ee-4f54-a17e-dc796256864d/9233-2 00:41:24.359 --> 00:41:28.144 and thus get the posterior probability associated with each bda32352-a5ee-4f54-a17e-dc796256864d/9233-3 00:41:28.144 --> 00:41:28.900 model class. bda32352-a5ee-4f54-a17e-dc796256864d/9317-0 00:41:29.010 --> 00:41:32.328 And that's what's shown in purple here and then we can use bda32352-a5ee-4f54-a17e-dc796256864d/9317-1 00:41:32.328 --> 00:41:35.646 these posterior probabilities as rates to add up these six bda32352-a5ee-4f54-a17e-dc796256864d/9317-2 00:41:35.646 --> 00:41:39.132 different solutions to make the Bayesian model average, which bda32352-a5ee-4f54-a17e-dc796256864d/9317-3 00:41:39.132 --> 00:41:42.225 looks like that, and the Bayesian model average does a bda32352-a5ee-4f54-a17e-dc796256864d/9317-4 00:41:42.225 --> 00:41:45.487 really nice job recovering inputs slip model, despite the bda32352-a5ee-4f54-a17e-dc796256864d/9317-5 00:41:45.487 --> 00:41:49.142 fact that we used six different models, all of which were wrong, bda32352-a5ee-4f54-a17e-dc796256864d/9317-6 00:41:49.142 --> 00:41:52.403 to try and figure out what the step was, and they want to bda32352-a5ee-4f54-a17e-dc796256864d/9317-7 00:41:52.403 --> 00:41:53.190 estimate that. bda32352-a5ee-4f54-a17e-dc796256864d/9327-0 00:41:53.200 --> 00:41:55.306 You'll probably wondering which of these model designs was bda32352-a5ee-4f54-a17e-dc796256864d/9327-1 00:41:55.306 --> 00:41:55.520 right? bda32352-a5ee-4f54-a17e-dc796256864d/9331-0 00:41:55.890 --> 00:41:56.660 None of them. bda32352-a5ee-4f54-a17e-dc796256864d/9353-0 00:41:56.890 --> 00:42:00.860 None of these are the model design that I use to generate bda32352-a5ee-4f54-a17e-dc796256864d/9353-1 00:42:00.860 --> 00:42:02.160 the synthetic data. bda32352-a5ee-4f54-a17e-dc796256864d/9367-0 00:42:02.370 --> 00:42:04.900 If you're really curious, it was a later lastic structure. bda32352-a5ee-4f54-a17e-dc796256864d/9411-0 00:42:04.910 --> 00:42:07.977 There was kind of in between B&C, but the point is that bda32352-a5ee-4f54-a17e-dc796256864d/9411-1 00:42:07.977 --> 00:42:11.145 you can recover all the inputs of model despite the fact that bda32352-a5ee-4f54-a17e-dc796256864d/9411-2 00:42:11.145 --> 00:42:14.365 you do not know what the model design should have been and all bda32352-a5ee-4f54-a17e-dc796256864d/9411-3 00:42:14.365 --> 00:42:16.000 of your model designs are wrong. bda32352-a5ee-4f54-a17e-dc796256864d/9420-0 00:42:17.290 --> 00:42:20.170 Umm so basic model average. bda32352-a5ee-4f54-a17e-dc796256864d/9439-0 00:42:20.180 --> 00:42:22.739 It has some pros that you can mix and match whatever model bda32352-a5ee-4f54-a17e-dc796256864d/9439-1 00:42:22.739 --> 00:42:24.300 design you're interested in, right? bda32352-a5ee-4f54-a17e-dc796256864d/9467-0 00:42:24.310 --> 00:42:27.270 You're not assuming an arrow structural or you're not looking bda32352-a5ee-4f54-a17e-dc796256864d/9467-1 00:42:27.270 --> 00:42:29.990 at variations or punctuations about a particular elastic bda32352-a5ee-4f54-a17e-dc796256864d/9467-2 00:42:29.990 --> 00:42:31.040 structure or geometry. bda32352-a5ee-4f54-a17e-dc796256864d/9550-0 00:42:31.050 --> 00:42:33.645 So you can combine things whatever you want, take into bda32352-a5ee-4f54-a17e-dc796256864d/9550-1 00:42:33.645 --> 00:42:36.145 compliance zone, take out a compliance zone, go with bda32352-a5ee-4f54-a17e-dc796256864d/9550-2 00:42:36.145 --> 00:42:38.833 horizontal layouts, go with vertical layouts like change bda32352-a5ee-4f54-a17e-dc796256864d/9550-3 00:42:38.833 --> 00:42:41.664 whatever you want and you can get all the different results bda32352-a5ee-4f54-a17e-dc796256864d/9550-4 00:42:41.664 --> 00:42:44.588 for all the different models to see how they vary rather than bda32352-a5ee-4f54-a17e-dc796256864d/9550-5 00:42:44.588 --> 00:42:47.654 just having everything buried in one giant black box and portion bda32352-a5ee-4f54-a17e-dc796256864d/9550-6 00:42:47.654 --> 00:42:50.531 but the contents that billion Bayesian model averaging has a bda32352-a5ee-4f54-a17e-dc796256864d/9550-7 00:42:50.531 --> 00:42:51.380 shrinkage problem. bda32352-a5ee-4f54-a17e-dc796256864d/9563-0 00:42:51.390 --> 00:42:53.540 It doesn't actually tend to give you nice way toy. bda32352-a5ee-4f54-a17e-dc796256864d/9569-0 00:42:53.720 --> 00:42:54.230 Different model. bda32352-a5ee-4f54-a17e-dc796256864d/9584-0 00:42:54.240 --> 00:42:56.930 Is it tends to go crazy and be like that's it. bda32352-a5ee-4f54-a17e-dc796256864d/9599-0 00:42:56.980 --> 00:42:59.386 All my money on that model class, that's the one that I bda32352-a5ee-4f54-a17e-dc796256864d/9599-1 00:42:59.386 --> 00:42:59.600 like. bda32352-a5ee-4f54-a17e-dc796256864d/9614-0 00:43:01.490 --> 00:43:03.840 It also has a problem that it's really sensitive to your choice bda32352-a5ee-4f54-a17e-dc796256864d/9614-1 00:43:03.840 --> 00:43:04.170 of prior. bda32352-a5ee-4f54-a17e-dc796256864d/9629-0 00:43:04.180 --> 00:43:07.920 Also, Jim Back has a people in 2010 where he. bda32352-a5ee-4f54-a17e-dc796256864d/9638-0 00:43:08.700 --> 00:43:11.970 I wrote well. bda32352-a5ee-4f54-a17e-dc796256864d/9666-0 00:43:11.980 --> 00:43:15.240 He showed that the marginal likelihood in log space can be bda32352-a5ee-4f54-a17e-dc796256864d/9666-1 00:43:15.240 --> 00:43:18.610 described as something that increases with your data fit and bda32352-a5ee-4f54-a17e-dc796256864d/9666-2 00:43:18.610 --> 00:43:19.770 is penalized by high. bda32352-a5ee-4f54-a17e-dc796256864d/9678-0 00:43:19.780 --> 00:43:22.250 How different your posterior is from your trial? bda32352-a5ee-4f54-a17e-dc796256864d/9705-0 00:43:22.420 --> 00:43:24.801 That is how much you had to basically violate your prior in bda32352-a5ee-4f54-a17e-dc796256864d/9705-1 00:43:24.801 --> 00:43:27.142 order to fit the data, which means that it's actually very bda32352-a5ee-4f54-a17e-dc796256864d/9705-2 00:43:27.142 --> 00:43:28.530 sensitive to your choice of trial. bda32352-a5ee-4f54-a17e-dc796256864d/9724-0 00:43:28.920 --> 00:43:31.557 So basic model averaging is elegant in theory, but it can be bda32352-a5ee-4f54-a17e-dc796256864d/9724-1 00:43:31.557 --> 00:43:32.680 quite fragile in practice. bda32352-a5ee-4f54-a17e-dc796256864d/9777-0 00:43:34.040 --> 00:43:36.905 Umm, I also want to say that despite the fact that I freaked bda32352-a5ee-4f54-a17e-dc796256864d/9777-1 00:43:36.905 --> 00:43:39.864 out with math over the fact that there was no forward model in bda32352-a5ee-4f54-a17e-dc796256864d/9777-2 00:43:39.864 --> 00:43:42.494 Crossfading, so I didn't know what to do with the model bda32352-a5ee-4f54-a17e-dc796256864d/9777-3 00:43:42.494 --> 00:43:45.312 prediction error, I think you can actually use a lot of the bda32352-a5ee-4f54-a17e-dc796256864d/9777-4 00:43:45.312 --> 00:43:46.110 existing methods. bda32352-a5ee-4f54-a17e-dc796256864d/9805-0 00:43:46.240 --> 00:43:50.015 I mean the reason that they get updated in a lot of cases is bda32352-a5ee-4f54-a17e-dc796256864d/9805-1 00:43:50.015 --> 00:43:53.356 because you need a good slip model in order to do the bda32352-a5ee-4f54-a17e-dc796256864d/9805-2 00:43:53.356 --> 00:43:54.160 calculations. bda32352-a5ee-4f54-a17e-dc796256864d/9811-0 00:43:54.170 --> 00:43:54.600 That's the story. bda32352-a5ee-4f54-a17e-dc796256864d/9847-0 00:43:54.610 --> 00:43:58.251 So, for example, in Zach Dupattas 2014 people right, you bda32352-a5ee-4f54-a17e-dc796256864d/9847-1 00:43:58.251 --> 00:44:01.316 need a good slip model to propagate through the bda32352-a5ee-4f54-a17e-dc796256864d/9847-2 00:44:01.316 --> 00:44:04.190 perturbations, but you do have a good model. bda32352-a5ee-4f54-a17e-dc796256864d/9852-0 00:44:04.200 --> 00:44:05.410 You have the conjugate posterior. bda32352-a5ee-4f54-a17e-dc796256864d/9859-0 00:44:05.420 --> 00:44:06.490 That's a good enough model. bda32352-a5ee-4f54-a17e-dc796256864d/9884-0 00:44:06.500 --> 00:44:10.803 And so just as an example of that, you know I I calculated a bda32352-a5ee-4f54-a17e-dc796256864d/9884-1 00:44:10.803 --> 00:44:14.470 conjugate posterior based on a very dumb AOL model. bda32352-a5ee-4f54-a17e-dc796256864d/9902-0 00:44:14.580 --> 00:44:18.275 I use that with Zach's perturbation theory to get a bda32352-a5ee-4f54-a17e-dc796256864d/9902-1 00:44:18.275 --> 00:44:21.330 nice uh model prediction covariance model. bda32352-a5ee-4f54-a17e-dc796256864d/9912-0 00:44:21.520 --> 00:44:23.550 I then calculated a new conjugate posterior. bda32352-a5ee-4f54-a17e-dc796256864d/9935-0 00:44:23.820 --> 00:44:28.477 I ran the sampling and it did a very nice job of recovering the bda32352-a5ee-4f54-a17e-dc796256864d/9935-1 00:44:28.477 --> 00:44:30.660 true fault model shown in red. bda32352-a5ee-4f54-a17e-dc796256864d/9950-0 00:44:32.510 --> 00:44:34.232 By the way, did anyone else notice the real thing that just bda32352-a5ee-4f54-a17e-dc796256864d/9950-1 00:44:34.232 --> 00:44:34.490 happened? bda32352-a5ee-4f54-a17e-dc796256864d/9963-0 00:44:34.940 --> 00:44:38.770 Umm, so the red is what we're trying to recover. bda32352-a5ee-4f54-a17e-dc796256864d/9975-0 00:44:39.200 --> 00:44:41.870 The black is what you get from the good inversion. bda32352-a5ee-4f54-a17e-dc796256864d/9996-0 00:44:41.880 --> 00:44:43.925 You know, the one that has the backup complaints and strange, bda32352-a5ee-4f54-a17e-dc796256864d/9996-1 00:44:43.925 --> 00:44:44.980 so it doesn't do anything crazy. bda32352-a5ee-4f54-a17e-dc796256864d/10012-0 00:44:46.590 --> 00:44:50.565 The blue was the completely unconstrained analytical bda32352-a5ee-4f54-a17e-dc796256864d/10012-1 00:44:50.565 --> 00:44:52.740 solution, and it looks great. bda32352-a5ee-4f54-a17e-dc796256864d/10034-0 00:44:52.890 --> 00:44:56.072 It looks just like the input model, which suggests that maybe bda32352-a5ee-4f54-a17e-dc796256864d/10034-1 00:44:56.072 --> 00:44:58.740 you don't need sampling or fancy inversions at all. bda32352-a5ee-4f54-a17e-dc796256864d/10064-0 00:44:58.750 --> 00:45:03.159 Maybe completely unconstrained analytical solutions are fine as bda32352-a5ee-4f54-a17e-dc796256864d/10064-1 00:45:03.159 --> 00:45:07.360 long as you have a really good model prediction arrow model. bda32352-a5ee-4f54-a17e-dc796256864d/10064-2 00:45:07.360 --> 00:45:07.980 You know. bda32352-a5ee-4f54-a17e-dc796256864d/10096-0 00:45:07.990 --> 00:45:11.303 Basically, maybe the fact that we do inversions and get back bda32352-a5ee-4f54-a17e-dc796256864d/10096-1 00:45:11.303 --> 00:45:14.724 models as well falsifying the wrong direction isn't telling us bda32352-a5ee-4f54-a17e-dc796256864d/10096-2 00:45:14.724 --> 00:45:15.810 how bad our data is. bda32352-a5ee-4f54-a17e-dc796256864d/10106-0 00:45:15.820 --> 00:45:17.360 It can training step on the foot. bda32352-a5ee-4f54-a17e-dc796256864d/10154-0 00:45:17.370 --> 00:45:20.739 Maybe it's really telling us how lousy our model design is, and bda32352-a5ee-4f54-a17e-dc796256864d/10154-1 00:45:20.739 --> 00:45:24.213 how pull structure is, and if we just made a better ill structure bda32352-a5ee-4f54-a17e-dc796256864d/10154-2 00:45:24.213 --> 00:45:27.266 that better understood the effects of arrows in our model bda32352-a5ee-4f54-a17e-dc796256864d/10154-3 00:45:27.266 --> 00:45:30.740 design, we wouldn't even have to worry about the invasion at all. bda32352-a5ee-4f54-a17e-dc796256864d/10160-0 00:45:32.140 --> 00:45:34.140 OK conclusions. bda32352-a5ee-4f54-a17e-dc796256864d/10166-0 00:45:35.260 --> 00:45:36.730 We developed crossfade sampling. bda32352-a5ee-4f54-a17e-dc796256864d/10180-0 00:45:36.740 --> 00:45:39.702 It's a very efficient method for simulating Bayesian posterior bda32352-a5ee-4f54-a17e-dc796256864d/10180-1 00:45:39.702 --> 00:45:39.890 PDF. bda32352-a5ee-4f54-a17e-dc796256864d/10193-0 00:45:40.240 --> 00:45:43.250 That is, it requires very few samples to simulate the bda32352-a5ee-4f54-a17e-dc796256864d/10193-1 00:45:43.250 --> 00:45:44.030 posterior PDF. bda32352-a5ee-4f54-a17e-dc796256864d/10221-0 00:45:44.160 --> 00:45:46.984 It also has zero computational cost for big data because you bda32352-a5ee-4f54-a17e-dc796256864d/10221-1 00:45:46.984 --> 00:45:49.760 never evaluate the forward model or the misfit to the data. bda32352-a5ee-4f54-a17e-dc796256864d/10240-0 00:45:50.520 --> 00:45:53.088 Fitting a model to date without having the the forward model or bda32352-a5ee-4f54-a17e-dc796256864d/10240-1 00:45:53.088 --> 00:45:53.730 the data misfit. bda32352-a5ee-4f54-a17e-dc796256864d/10242-0 00:45:53.980 --> 00:45:54.690 It could be big. bda32352-a5ee-4f54-a17e-dc796256864d/10278-0 00:45:57.050 --> 00:45:59.523 However, like CrossFit, sampling is not applicable to all bda32352-a5ee-4f54-a17e-dc796256864d/10278-1 00:45:59.523 --> 00:46:02.165 problems, but it is applicable to a large family of problems, bda32352-a5ee-4f54-a17e-dc796256864d/10278-2 00:46:02.165 --> 00:46:04.680 and I know I keep talking about earthquake rupture models. bda32352-a5ee-4f54-a17e-dc796256864d/10309-0 00:46:05.710 --> 00:46:08.396 I'm sorry I can't help it, but actually you know there's bda32352-a5ee-4f54-a17e-dc796256864d/10309-1 00:46:08.396 --> 00:46:11.412 nothing about this methodology that is specific to fault models bda32352-a5ee-4f54-a17e-dc796256864d/10309-2 00:46:11.412 --> 00:46:13.390 or linear problems or anything like that. bda32352-a5ee-4f54-a17e-dc796256864d/10332-0 00:46:13.400 --> 00:46:16.569 It just requires that there exist for your likelihood some bda32352-a5ee-4f54-a17e-dc796256864d/10332-1 00:46:16.569 --> 00:46:19.200 other posterior that can be directly stimulated. bda32352-a5ee-4f54-a17e-dc796256864d/10338-0 00:46:19.330 --> 00:46:21.190 Was basically means look for conjugate files. bda32352-a5ee-4f54-a17e-dc796256864d/10359-0 00:46:22.610 --> 00:46:25.474 Umm I wanna stress the accounting for model prediction bda32352-a5ee-4f54-a17e-dc796256864d/10359-1 00:46:25.474 --> 00:46:26.880 errors is really important. bda32352-a5ee-4f54-a17e-dc796256864d/10398-0 00:46:27.310 --> 00:46:30.452 All models are wrong and if you don't account for the prediction bda32352-a5ee-4f54-a17e-dc796256864d/10398-1 00:46:30.452 --> 00:46:33.304 error, they're not even useful and and also maybe we don't bda32352-a5ee-4f54-a17e-dc796256864d/10398-2 00:46:33.304 --> 00:46:36.059 actually need fancy non analytical inversions with fancy bda32352-a5ee-4f54-a17e-dc796256864d/10398-3 00:46:36.059 --> 00:46:36.590 constrains. bda32352-a5ee-4f54-a17e-dc796256864d/10408-0 00:46:36.600 --> 00:46:39.400 Maybe we just need better prediction error models? bda32352-a5ee-4f54-a17e-dc796256864d/10479-0 00:46:39.410 --> 00:46:42.775 I don't know, but that wasn't really real outcome and despite bda32352-a5ee-4f54-a17e-dc796256864d/10479-1 00:46:42.775 --> 00:46:46.302 the fact that crossword sampling does not have model predictions bda32352-a5ee-4f54-a17e-dc796256864d/10479-2 00:46:46.302 --> 00:46:49.829 because no forward model and no data misfit, you can still use a bda32352-a5ee-4f54-a17e-dc796256864d/10479-3 00:46:49.829 --> 00:46:52.488 lot of the existing methodologies for estimating bda32352-a5ee-4f54-a17e-dc796256864d/10479-4 00:46:52.488 --> 00:46:55.853 model prediction errors, because the conjugate posterior is a bda32352-a5ee-4f54-a17e-dc796256864d/10479-5 00:46:55.853 --> 00:46:58.620 good enough model to use to get that started. Umm. bda32352-a5ee-4f54-a17e-dc796256864d/10496-0 00:46:58.630 --> 00:47:01.361 But also because CrossFit sampling bet you calculate the bda32352-a5ee-4f54-a17e-dc796256864d/10496-1 00:47:01.361 --> 00:47:02.750 marginal likelihood for free. bda32352-a5ee-4f54-a17e-dc796256864d/10510-0 00:47:03.020 --> 00:47:05.300 You could also try, you know, Bayesian model averaging. bda32352-a5ee-4f54-a17e-dc796256864d/10517-0 00:47:05.310 --> 00:47:06.900 The one invoice model to rule them all. bda32352-a5ee-4f54-a17e-dc796256864d/10519-0 00:47:07.980 --> 00:47:08.430 Umm. bda32352-a5ee-4f54-a17e-dc796256864d/10532-0 00:47:08.480 --> 00:47:12.190 And so finally, President of future work and more friendship. bda32352-a5ee-4f54-a17e-dc796256864d/10553-0 00:47:12.260 --> 00:47:16.080 I think what we've done is we've really just moved the goal post bda32352-a5ee-4f54-a17e-dc796256864d/10553-1 00:47:16.080 --> 00:47:18.430 for Bayesian North Creek models, right? bda32352-a5ee-4f54-a17e-dc796256864d/10602-0 00:47:18.440 --> 00:47:21.682 So when this talk started, which probably feels like it was many bda32352-a5ee-4f54-a17e-dc796256864d/10602-1 00:47:21.682 --> 00:47:24.774 years ago at this point, like doing a normal earthquake fault bda32352-a5ee-4f54-a17e-dc796256864d/10602-2 00:47:24.774 --> 00:47:27.367 model was a super computer problem and doing like a bda32352-a5ee-4f54-a17e-dc796256864d/10602-3 00:47:27.367 --> 00:47:30.110 submeter resolution earthquake model wasn't happening. bda32352-a5ee-4f54-a17e-dc796256864d/10644-0 00:47:30.640 --> 00:47:33.323 But now we've moved the goalpost, so the doing sort of a bda32352-a5ee-4f54-a17e-dc796256864d/10644-1 00:47:33.323 --> 00:47:35.958 normal earthquake Ford model, like my friend Jess, says bda32352-a5ee-4f54-a17e-dc796256864d/10644-2 00:47:35.958 --> 00:47:37.840 Richcrest model should be fun and easy. bda32352-a5ee-4f54-a17e-dc796256864d/10665-0 00:47:38.220 --> 00:47:40.608 Like everything I showed today, I ran on my work station in bda32352-a5ee-4f54-a17e-dc796256864d/10665-1 00:47:40.608 --> 00:47:41.960 MATLAB and almost no time at all. bda32352-a5ee-4f54-a17e-dc796256864d/10718-0 00:47:42.210 --> 00:47:45.304 That should be the sort of the scale of doing regular bda32352-a5ee-4f54-a17e-dc796256864d/10718-1 00:47:45.304 --> 00:47:48.912 earthquake models now, but of course, doing something like Ben bda32352-a5ee-4f54-a17e-dc796256864d/10718-2 00:47:48.912 --> 00:47:52.120 and Josie's sub meet US resolution 10 million light our bda32352-a5ee-4f54-a17e-dc796256864d/10718-3 00:47:52.120 --> 00:47:55.900 data point thing that's now, now that's a super computer problem. bda32352-a5ee-4f54-a17e-dc796256864d/10734-0 00:47:55.910 --> 00:47:57.907 At least it's doable, but they're still gonna be super bda32352-a5ee-4f54-a17e-dc796256864d/10734-1 00:47:57.907 --> 00:47:58.560 computer for that. bda32352-a5ee-4f54-a17e-dc796256864d/10779-0 00:47:58.670 --> 00:48:01.822 So I'll over the last year, I have worked with about Josh and bda32352-a5ee-4f54-a17e-dc796256864d/10779-1 00:48:01.822 --> 00:48:05.075 Chris Hensley and NASA Ames and we have implemented across face bda32352-a5ee-4f54-a17e-dc796256864d/10779-2 00:48:05.075 --> 00:48:07.769 sampling on the NASA bleeding supercomputer with GPU bda32352-a5ee-4f54-a17e-dc796256864d/10779-3 00:48:07.769 --> 00:48:09.700 acceleration and it's very efficient. bda32352-a5ee-4f54-a17e-dc796256864d/10795-0 00:48:09.710 --> 00:48:12.850 So next stop, that's model that South and app earthquake. bda32352-a5ee-4f54-a17e-dc796256864d/10797-0 00:48:14.120 --> 00:48:14.440 Thank you. bda32352-a5ee-4f54-a17e-dc796256864d/10809-0 00:48:23.000 --> 00:48:24.910 Thanks Sarah for a fantastic talk. bda32352-a5ee-4f54-a17e-dc796256864d/10823-0 00:48:24.960 --> 00:48:27.260 Uh, let's open it up to questions. bda32352-a5ee-4f54-a17e-dc796256864d/10828-0 00:48:27.310 --> 00:48:30.080 Strains in the room online. bda32352-a5ee-4f54-a17e-dc796256864d/10830-0 00:48:34.740 --> 00:48:35.100 Ben. bda32352-a5ee-4f54-a17e-dc796256864d/10835-0 00:48:38.470 --> 00:48:39.070 Coming up. bda32352-a5ee-4f54-a17e-dc796256864d/10840-0 00:48:40.330 --> 00:48:41.020 Hey, Sarah. bda32352-a5ee-4f54-a17e-dc796256864d/10842-0 00:48:41.030 --> 00:48:41.560 Thanks. bda32352-a5ee-4f54-a17e-dc796256864d/10846-0 00:48:41.950 --> 00:48:42.520 Thanks so much. bda32352-a5ee-4f54-a17e-dc796256864d/10881-0 00:48:42.530 --> 00:48:47.838 I I neglected in my introduction to say that you have no bda32352-a5ee-4f54-a17e-dc796256864d/10881-1 00:48:47.838 --> 00:48:52.960 financial interest in conjugatepriors.com just for I'm bda32352-a5ee-4f54-a17e-dc796256864d/10883-0 00:48:50.930 --> 00:48:52.550 Umm, that's true. bda32352-a5ee-4f54-a17e-dc796256864d/10876-0 00:48:51.140 --> 00:48:51.520 I don't know. bda32352-a5ee-4f54-a17e-dc796256864d/10881-2 00:48:52.960 --> 00:48:54.170 the founding. bda32352-a5ee-4f54-a17e-dc796256864d/10903-0 00:48:54.180 --> 00:48:58.447 I'm the CEO and founder of that, so I just thought, yeah, umm, bda32352-a5ee-4f54-a17e-dc796256864d/10917-0 00:48:54.900 --> 00:48:55.110 Here. bda32352-a5ee-4f54-a17e-dc796256864d/10903-1 00:48:58.447 --> 00:48:58.650 no. bda32352-a5ee-4f54-a17e-dc796256864d/10915-0 00:48:58.660 --> 00:49:01.700 Could could you go back to the Bayesian model averaging slide? bda32352-a5ee-4f54-a17e-dc796256864d/10916-0 00:49:02.710 --> 00:49:02.810 No. bda32352-a5ee-4f54-a17e-dc796256864d/10932-0 00:49:07.700 --> 00:49:13.290 Yeah, so so have you done the exercise of? bda32352-a5ee-4f54-a17e-dc796256864d/10972-0 00:49:13.300 --> 00:49:17.110 So you created the forward model with something between B&C bda32352-a5ee-4f54-a17e-dc796256864d/10972-1 00:49:17.110 --> 00:49:20.801 and have you done the exercise of seeing what the basic model bda32352-a5ee-4f54-a17e-dc796256864d/10952-0 00:49:17.290 --> 00:49:17.540 Ah. bda32352-a5ee-4f54-a17e-dc796256864d/10972-2 00:49:20.801 --> 00:49:22.170 average would give you? bda32352-a5ee-4f54-a17e-dc796256864d/10976-0 00:49:22.180 --> 00:49:24.340 Without B&C as model classes. bda32352-a5ee-4f54-a17e-dc796256864d/10988-0 00:49:27.310 --> 00:49:29.880 Yeah, kind of fragile because it. bda32352-a5ee-4f54-a17e-dc796256864d/10994-0 00:49:28.940 --> 00:49:29.430 Little worse. bda32352-a5ee-4f54-a17e-dc796256864d/10990-0 00:49:29.930 --> 00:49:30.660 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/10996-0 00:49:30.670 --> 00:49:31.450 No, no, it's not that. bda32352-a5ee-4f54-a17e-dc796256864d/11018-0 00:49:31.510 --> 00:49:36.840 It's not that it's was, it's that you know the I the bda32352-a5ee-4f54-a17e-dc796256864d/11018-1 00:49:36.840 --> 00:49:38.750 probability, right? bda32352-a5ee-4f54-a17e-dc796256864d/11025-0 00:49:38.760 --> 00:49:39.880 So these are down by zero. bda32352-a5ee-4f54-a17e-dc796256864d/11038-0 00:49:39.890 --> 00:49:42.420 So these these all go away and all these things come up. bda32352-a5ee-4f54-a17e-dc796256864d/11051-0 00:49:42.430 --> 00:49:44.400 And so then half space comes up a lot. bda32352-a5ee-4f54-a17e-dc796256864d/11055-0 00:49:44.410 --> 00:49:45.860 Strong contrast comes up a lot. bda32352-a5ee-4f54-a17e-dc796256864d/11069-0 00:49:47.820 --> 00:49:50.310 Uh, because wait, cause this this is the probability. bda32352-a5ee-4f54-a17e-dc796256864d/11081-0 00:49:50.320 --> 00:49:51.890 So these are normalized to sum to one. bda32352-a5ee-4f54-a17e-dc796256864d/11086-0 00:49:52.920 --> 00:49:54.330 So these two disappear. bda32352-a5ee-4f54-a17e-dc796256864d/11089-0 00:49:54.380 --> 00:49:55.420 All these numbers come up. bda32352-a5ee-4f54-a17e-dc796256864d/11103-0 00:49:57.240 --> 00:50:02.158 Half space and strong contrast are now the leading contenders, bda32352-a5ee-4f54-a17e-dc796256864d/11103-1 00:50:02.158 --> 00:50:02.470 but. bda32352-a5ee-4f54-a17e-dc796256864d/11130-0 00:50:04.900 --> 00:50:08.100 Whether or not they sum together well, well, cause like strong bda32352-a5ee-4f54-a17e-dc796256864d/11130-1 00:50:08.100 --> 00:50:10.030 contrast is kind of terrible is iffy. bda32352-a5ee-4f54-a17e-dc796256864d/11148-0 00:50:10.400 --> 00:50:15.060 And also whether it gives them like relative good relative bda32352-a5ee-4f54-a17e-dc796256864d/11148-1 00:50:15.060 --> 00:50:16.560 rates between them. bda32352-a5ee-4f54-a17e-dc796256864d/11155-0 00:50:16.570 --> 00:50:18.140 I remember there's a shrinkage problem, right? bda32352-a5ee-4f54-a17e-dc796256864d/11183-0 00:50:18.150 --> 00:50:21.251 It's always in danger of being like, yeah, maybe we just go bda32352-a5ee-4f54-a17e-dc796256864d/11183-1 00:50:21.251 --> 00:50:24.300 with half space, so maybe we just go with strong contrast, bda32352-a5ee-4f54-a17e-dc796256864d/11183-2 00:50:24.300 --> 00:50:24.610 right? bda32352-a5ee-4f54-a17e-dc796256864d/11222-0 00:50:26.180 --> 00:50:29.199 A another way of thinking like is even if I had weak or more bda32352-a5ee-4f54-a17e-dc796256864d/11222-1 00:50:29.199 --> 00:50:32.069 but not both of them, like if in a world where I only had bda32352-a5ee-4f54-a17e-dc796256864d/11222-2 00:50:32.069 --> 00:50:33.800 involved we contrast but not more. bda32352-a5ee-4f54-a17e-dc796256864d/11232-0 00:50:33.870 --> 00:50:35.760 We contrast with just one by your answer. bda32352-a5ee-4f54-a17e-dc796256864d/11237-0 00:50:35.770 --> 00:50:37.090 Would basically just been weak contrast. bda32352-a5ee-4f54-a17e-dc796256864d/11290-0 00:50:39.040 --> 00:50:42.000 But in terms of the in terms of the final slip distribution, is bda32352-a5ee-4f54-a17e-dc796256864d/11290-1 00:50:42.000 --> 00:50:44.820 it still, would it still be pretty good independent of model bda32352-a5ee-4f54-a17e-dc796256864d/11290-2 00:50:44.820 --> 00:50:47.733 class like we don't care what the model class is, we just care bda32352-a5ee-4f54-a17e-dc796256864d/11290-3 00:50:47.733 --> 00:50:49.120 what the slip distribution is. bda32352-a5ee-4f54-a17e-dc796256864d/11307-0 00:50:51.320 --> 00:50:53.990 Well, it it it depends on whether or not you fed it. bda32352-a5ee-4f54-a17e-dc796256864d/11318-0 00:50:54.000 --> 00:50:56.315 Anything that that can get you something that that's good, bda32352-a5ee-4f54-a17e-dc796256864d/11318-1 00:50:56.315 --> 00:50:56.550 right? bda32352-a5ee-4f54-a17e-dc796256864d/11351-0 00:50:56.560 --> 00:51:00.225 So if you if more contrast wasn't here and you just had bda32352-a5ee-4f54-a17e-dc796256864d/11351-1 00:51:00.225 --> 00:51:04.085 weak contrast, then basically the BMA would look like like bda32352-a5ee-4f54-a17e-dc796256864d/11351-2 00:51:04.085 --> 00:51:07.160 this, right, which is not quite as good maybe. bda32352-a5ee-4f54-a17e-dc796256864d/11359-0 00:51:07.170 --> 00:51:08.280 But you know it's not bad. bda32352-a5ee-4f54-a17e-dc796256864d/11373-0 00:51:08.290 --> 00:51:09.700 But of course we didn't have weak contest. bda32352-a5ee-4f54-a17e-dc796256864d/11408-0 00:51:09.710 --> 00:51:12.432 If you only had more contrast than, you would basically only bda32352-a5ee-4f54-a17e-dc796256864d/11408-1 00:51:12.432 --> 00:51:15.333 have this answer, which is looks a little bit worse, but this is bda32352-a5ee-4f54-a17e-dc796256864d/11403-0 00:51:14.170 --> 00:51:14.640 Right, right. bda32352-a5ee-4f54-a17e-dc796256864d/11408-2 00:51:15.333 --> 00:51:17.340 what I mean by being kind of fragile, right? bda32352-a5ee-4f54-a17e-dc796256864d/11453-0 00:51:17.350 --> 00:51:20.990 It it depends on whether or not you gave it a field of things bda32352-a5ee-4f54-a17e-dc796256864d/11453-1 00:51:20.990 --> 00:51:24.631 that were nice for it to pick from, and also enough more than bda32352-a5ee-4f54-a17e-dc796256864d/11453-2 00:51:24.631 --> 00:51:28.271 one of them was an OK enough contender to actually show up in bda32352-a5ee-4f54-a17e-dc796256864d/11453-3 00:51:28.271 --> 00:51:28.740 the end. bda32352-a5ee-4f54-a17e-dc796256864d/11479-0 00:51:31.580 --> 00:51:34.328 But the point being that all of these are analytical solutions, bda32352-a5ee-4f54-a17e-dc796256864d/11479-1 00:51:34.328 --> 00:51:36.560 so it's something and and you know the codes exist. bda32352-a5ee-4f54-a17e-dc796256864d/11530-0 00:51:36.570 --> 00:51:40.201 So it's something that kind of should should be done generally bda32352-a5ee-4f54-a17e-dc796256864d/11530-1 00:51:40.201 --> 00:51:43.832 or they're, you know, you the the it's as you pointed out it's bda32352-a5ee-4f54-a17e-dc796256864d/11528-0 00:51:42.090 --> 00:51:45.840 It's it's now computationally easy, so like it's on the table. bda32352-a5ee-4f54-a17e-dc796256864d/11530-2 00:51:43.832 --> 00:51:45.330 very doable, right, right. bda32352-a5ee-4f54-a17e-dc796256864d/11542-0 00:51:45.850 --> 00:51:48.000 Now it's it's another tool in the tool bag. bda32352-a5ee-4f54-a17e-dc796256864d/11546-0 00:51:48.290 --> 00:51:48.470 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/11548-0 00:51:49.060 --> 00:51:50.250 Do we want to do it? bda32352-a5ee-4f54-a17e-dc796256864d/11558-0 00:51:50.260 --> 00:51:51.710 I don't know, but it's but it. bda32352-a5ee-4f54-a17e-dc796256864d/11571-0 00:51:51.720 --> 00:51:54.012 But the at least we can ask that question now, because now it bda32352-a5ee-4f54-a17e-dc796256864d/11571-1 00:51:54.012 --> 00:51:54.270 exists. bda32352-a5ee-4f54-a17e-dc796256864d/11600-0 00:51:58.210 --> 00:52:01.010 Uh, Sue, do you wanna unmute yourself and ask your question? bda32352-a5ee-4f54-a17e-dc796256864d/11601-0 00:51:59.640 --> 00:52:01.670 Do you wanna unmute yourself and ask your question? bda32352-a5ee-4f54-a17e-dc796256864d/11607-0 00:52:02.620 --> 00:52:03.360 Sure, Sarah. bda32352-a5ee-4f54-a17e-dc796256864d/11649-0 00:52:03.370 --> 00:52:06.662 That was amazing and I think I know the answer to this, but for bda32352-a5ee-4f54-a17e-dc796256864d/11649-1 00:52:06.662 --> 00:52:09.902 those of us who are struggling to catch up, some of the things bda32352-a5ee-4f54-a17e-dc796256864d/11649-2 00:52:09.902 --> 00:52:13.039 you say make it sound like the data don't matter and clearly bda32352-a5ee-4f54-a17e-dc796256864d/11649-3 00:52:13.039 --> 00:52:13.450 they do. bda32352-a5ee-4f54-a17e-dc796256864d/11663-0 00:52:13.460 --> 00:52:17.100 So in 100 words or less or 50, can you summarize? bda32352-a5ee-4f54-a17e-dc796256864d/11681-0 00:52:18.300 --> 00:52:22.596 How and why the data are used ohm and why why we're still bda32352-a5ee-4f54-a17e-dc796256864d/11681-1 00:52:22.596 --> 00:52:23.780 collecting them? bda32352-a5ee-4f54-a17e-dc796256864d/11716-0 00:52:26.330 --> 00:52:33.270 But well, the data or the only that we have so right. bda32352-a5ee-4f54-a17e-dc796256864d/11710-0 00:52:27.850 --> 00:52:32.060 Well, the data, all the only thing that we have so. bda32352-a5ee-4f54-a17e-dc796256864d/11727-0 00:52:34.610 --> 00:52:37.500 But exactly, I mean, they're used in this process. bda32352-a5ee-4f54-a17e-dc796256864d/11723-0 00:52:35.120 --> 00:52:35.440 I mean. bda32352-a5ee-4f54-a17e-dc796256864d/11736-0 00:52:37.630 --> 00:52:39.910 Is the part that I was struggling a little bit with. bda32352-a5ee-4f54-a17e-dc796256864d/11741-0 00:52:42.040 --> 00:52:42.300 Good. bda32352-a5ee-4f54-a17e-dc796256864d/11749-0 00:52:43.160 --> 00:52:45.910 So the umm that. bda32352-a5ee-4f54-a17e-dc796256864d/11747-0 00:52:43.720 --> 00:52:44.440 So the. bda32352-a5ee-4f54-a17e-dc796256864d/11750-0 00:52:46.290 --> 00:52:46.520 That. bda32352-a5ee-4f54-a17e-dc796256864d/11762-0 00:53:00.110 --> 00:53:01.220 So it's the same. bda32352-a5ee-4f54-a17e-dc796256864d/11766-0 00:53:01.270 --> 00:53:03.420 It's the same problem, right? bda32352-a5ee-4f54-a17e-dc796256864d/11799-0 00:53:03.430 --> 00:53:06.747 It's the same formulation for getting to a posterior PDF that bda32352-a5ee-4f54-a17e-dc796256864d/11799-1 00:53:06.747 --> 00:53:09.957 is a product of your the things that fit your data and your bda32352-a5ee-4f54-a17e-dc796256864d/11799-2 00:53:09.957 --> 00:53:10.920 prior assumptions. bda32352-a5ee-4f54-a17e-dc796256864d/11852-0 00:53:11.390 --> 00:53:15.215 The point is that we'll just now rewriting that exact same PDF as bda32352-a5ee-4f54-a17e-dc796256864d/11852-1 00:53:15.215 --> 00:53:18.634 the product of an analytical solution, which means that it bda32352-a5ee-4f54-a17e-dc796256864d/11852-2 00:53:18.634 --> 00:53:22.227 analytically incorporates all the information about your data bda32352-a5ee-4f54-a17e-dc796256864d/11852-3 00:53:22.227 --> 00:53:25.183 and forward model and the differences between that bda32352-a5ee-4f54-a17e-dc796256864d/11852-4 00:53:25.183 --> 00:53:28.370 analytical solution and the thing you actually wanted. bda32352-a5ee-4f54-a17e-dc796256864d/11899-0 00:53:29.000 --> 00:53:33.042 So before we start this, we use the data to obtain an analytical bda32352-a5ee-4f54-a17e-dc796256864d/11858-0 00:53:29.680 --> 00:53:30.080 So. bda32352-a5ee-4f54-a17e-dc796256864d/11899-1 00:53:33.042 --> 00:53:36.400 answer it and we have an analytical mapping from data bda32352-a5ee-4f54-a17e-dc796256864d/11899-2 00:53:36.400 --> 00:53:40.318 space to model space and we are now in model space and we will bda32352-a5ee-4f54-a17e-dc796256864d/11899-3 00:53:40.318 --> 00:53:41.810 never leave model space. bda32352-a5ee-4f54-a17e-dc796256864d/11933-0 00:53:41.820 --> 00:53:43.937 We will do everything we want to do in terms of model bda32352-a5ee-4f54-a17e-dc796256864d/11933-1 00:53:43.937 --> 00:53:46.249 constraints, in model space without having to look back to bda32352-a5ee-4f54-a17e-dc796256864d/11933-2 00:53:46.249 --> 00:53:48.600 the data because we already took care of that analytically. bda32352-a5ee-4f54-a17e-dc796256864d/11936-0 00:53:50.450 --> 00:53:50.840 Great. bda32352-a5ee-4f54-a17e-dc796256864d/11938-0 00:53:50.850 --> 00:53:51.150 Thank you. bda32352-a5ee-4f54-a17e-dc796256864d/11945-0 00:53:59.160 --> 00:54:00.290 Andy Michaels got his hand up. bda32352-a5ee-4f54-a17e-dc796256864d/11966-0 00:54:00.300 --> 00:54:02.840 Do you wanna meet yourself and ask your question? bda32352-a5ee-4f54-a17e-dc796256864d/11961-0 00:54:03.520 --> 00:54:04.130 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/11977-0 00:54:04.180 --> 00:54:07.705 Can you go back to the Bayesian model averaging slide the Emma bda32352-a5ee-4f54-a17e-dc796256864d/11977-1 00:54:07.705 --> 00:54:08.040 slide? bda32352-a5ee-4f54-a17e-dc796256864d/11984-0 00:54:10.750 --> 00:54:11.780 So I I have. bda32352-a5ee-4f54-a17e-dc796256864d/11996-0 00:54:11.790 --> 00:54:15.620 I'm somewhere in the same boat with Sue struggling to keep up. bda32352-a5ee-4f54-a17e-dc796256864d/12008-0 00:54:15.630 --> 00:54:18.005 But you you did something here that that I know something bda32352-a5ee-4f54-a17e-dc796256864d/12008-1 00:54:18.005 --> 00:54:18.250 about. bda32352-a5ee-4f54-a17e-dc796256864d/12041-0 00:54:20.560 --> 00:54:23.774 So the the question Ben asked right where the you take out two bda32352-a5ee-4f54-a17e-dc796256864d/12041-1 00:54:23.774 --> 00:54:26.630 of the models, the two good ones and then what happens. bda32352-a5ee-4f54-a17e-dc796256864d/12074-0 00:54:27.560 --> 00:54:30.382 So there's a lot of work on ensemble modeling and bda32352-a5ee-4f54-a17e-dc796256864d/12074-1 00:54:30.382 --> 00:54:33.711 forecasting and generally we found that the Bayesian model bda32352-a5ee-4f54-a17e-dc796256864d/12074-2 00:54:33.711 --> 00:54:36.870 average this is starts with the paper by Warner Masaki. bda32352-a5ee-4f54-a17e-dc796256864d/12100-0 00:54:36.880 --> 00:54:40.293 So really, Warner found it, and some of us have have seen the bda32352-a5ee-4f54-a17e-dc796256864d/12100-1 00:54:40.293 --> 00:54:42.660 same effect in our work paper with Andrew. bda32352-a5ee-4f54-a17e-dc796256864d/12135-0 00:54:42.670 --> 00:54:46.999 And I wrote show this found this too that the Bayesian model bda32352-a5ee-4f54-a17e-dc796256864d/12135-1 00:54:46.999 --> 00:54:51.185 averaging almost turns into models selection as opposed to bda32352-a5ee-4f54-a17e-dc796256864d/12127-0 00:54:50.570 --> 00:54:50.780 Yep. bda32352-a5ee-4f54-a17e-dc796256864d/12135-2 00:54:51.185 --> 00:54:53.810 model averaging and for forecasting. bda32352-a5ee-4f54-a17e-dc796256864d/12138-0 00:54:52.590 --> 00:54:53.720 That's the shrinkage problem. bda32352-a5ee-4f54-a17e-dc796256864d/12148-0 00:54:54.190 --> 00:54:56.280 Yeah, for forecasting purposes other. bda32352-a5ee-4f54-a17e-dc796256864d/12176-0 00:54:57.140 --> 00:55:01.697 UM, yeah, other averaging choices that Warners looked at bda32352-a5ee-4f54-a17e-dc796256864d/12176-1 00:55:01.697 --> 00:55:06.572 and that we've tried provide actually better results because bda32352-a5ee-4f54-a17e-dc796256864d/12176-2 00:55:06.572 --> 00:55:08.970 they don't tend to just throw. bda32352-a5ee-4f54-a17e-dc796256864d/12195-0 00:55:08.980 --> 00:55:12.548 I mean, hopefully we're putting in only things that have some bda32352-a5ee-4f54-a17e-dc796256864d/12195-1 00:55:12.548 --> 00:55:15.310 reasonable physical basis or statistical basis. bda32352-a5ee-4f54-a17e-dc796256864d/12211-0 00:55:15.320 --> 00:55:18.286 And so we don't really want to just throw them out and have our bda32352-a5ee-4f54-a17e-dc796256864d/12211-1 00:55:18.286 --> 00:55:18.610 models. bda32352-a5ee-4f54-a17e-dc796256864d/12233-0 00:55:18.620 --> 00:55:21.265 Like when one likelihood goes up like also that one becomes the bda32352-a5ee-4f54-a17e-dc796256864d/12233-1 00:55:21.265 --> 00:55:23.290 model, then later another one becomes the model. bda32352-a5ee-4f54-a17e-dc796256864d/12245-0 00:55:23.520 --> 00:55:27.170 So we get sort of a smoother, more even average. bda32352-a5ee-4f54-a17e-dc796256864d/12289-0 00:55:27.420 --> 00:55:31.499 So the question is it with all of the theory that goes in here, bda32352-a5ee-4f54-a17e-dc796256864d/12289-1 00:55:31.499 --> 00:55:35.196 if you tried putting in some other averaging algorithm at bda32352-a5ee-4f54-a17e-dc796256864d/12289-2 00:55:35.196 --> 00:55:39.019 this step, but it just blow up all the math so that nothing bda32352-a5ee-4f54-a17e-dc796256864d/12289-3 00:55:39.019 --> 00:55:39.720 then works. bda32352-a5ee-4f54-a17e-dc796256864d/12304-0 00:55:39.780 --> 00:55:42.560 So could you just try try some other things? bda32352-a5ee-4f54-a17e-dc796256864d/12306-0 00:55:43.590 --> 00:55:44.390 No, it's fine. bda32352-a5ee-4f54-a17e-dc796256864d/12329-0 00:55:44.460 --> 00:55:48.664 I mean this is this the the math was all in making each of these bda32352-a5ee-4f54-a17e-dc796256864d/12329-1 00:55:48.664 --> 00:55:50.280 individual models, right? bda32352-a5ee-4f54-a17e-dc796256864d/12373-0 00:55:50.350 --> 00:55:53.513 It's it's before the averaging and then so if if you had some bda32352-a5ee-4f54-a17e-dc796256864d/12336-0 00:55:50.680 --> 00:55:50.840 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/12373-1 00:55:53.513 --> 00:55:56.522 other sort of combination you want Madden, maybe we should bda32352-a5ee-4f54-a17e-dc796256864d/12373-2 00:55:56.522 --> 00:55:59.685 have this conversation later because this is I think a really bda32352-a5ee-4f54-a17e-dc796256864d/12373-3 00:55:59.685 --> 00:56:01.980 interesting topic that's after the sampling. bda32352-a5ee-4f54-a17e-dc796256864d/12394-0 00:56:02.150 --> 00:56:04.515 So that's after you've taken these six different models and bda32352-a5ee-4f54-a17e-dc796256864d/12396-0 00:56:04.410 --> 00:56:04.570 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/12394-1 00:56:04.515 --> 00:56:05.460 you've sampled for them. bda32352-a5ee-4f54-a17e-dc796256864d/12408-0 00:56:05.470 --> 00:56:08.600 So none of the cross fading, transitioning stuff blows up. bda32352-a5ee-4f54-a17e-dc796256864d/12432-0 00:56:08.690 --> 00:56:10.782 It also doesn't blow up your ability to calculate the bda32352-a5ee-4f54-a17e-dc796256864d/12432-1 00:56:10.782 --> 00:56:13.067 marginal likelihood that just the question is, do you need bda32352-a5ee-4f54-a17e-dc796256864d/12432-2 00:56:13.067 --> 00:56:13.260 that? bda32352-a5ee-4f54-a17e-dc796256864d/12458-0 00:56:13.270 --> 00:56:16.091 Is that actually gonna be part of the averaging that you end up bda32352-a5ee-4f54-a17e-dc796256864d/12458-1 00:56:16.091 --> 00:56:17.060 that you end up doing? bda32352-a5ee-4f54-a17e-dc796256864d/12460-0 00:56:18.120 --> 00:56:18.910 Hey, I'll send you. bda32352-a5ee-4f54-a17e-dc796256864d/12470-0 00:56:18.920 --> 00:56:20.290 I'll send you a couple of papers. bda32352-a5ee-4f54-a17e-dc796256864d/12498-0 00:56:20.300 --> 00:56:24.324 I'll send you Warners and Andreas and yeah, like, I mean, bda32352-a5ee-4f54-a17e-dc796256864d/12498-1 00:56:24.324 --> 00:56:28.695 in this particular case, I think it would come up with a worse bda32352-a5ee-4f54-a17e-dc796256864d/12498-2 00:56:28.695 --> 00:56:29.180 answer. bda32352-a5ee-4f54-a17e-dc796256864d/12517-0 00:56:29.980 --> 00:56:33.533 Uh, but the question is, in most cases, does it come up with bda32352-a5ee-4f54-a17e-dc796256864d/12517-1 00:56:33.533 --> 00:56:34.930 better or worse answers? bda32352-a5ee-4f54-a17e-dc796256864d/12529-0 00:56:34.940 --> 00:56:35.680 So yeah. bda32352-a5ee-4f54-a17e-dc796256864d/12593-0 00:56:35.560 --> 00:56:39.084 And and I I think that is really the question and I think it's bda32352-a5ee-4f54-a17e-dc796256864d/12593-1 00:56:39.084 --> 00:56:42.719 really hard to answer because we don't know idea how the fix the bda32352-a5ee-4f54-a17e-dc796256864d/12593-2 00:56:42.719 --> 00:56:46.298 things we might try compare to what the actual the actual thing bda32352-a5ee-4f54-a17e-dc796256864d/12593-3 00:56:46.298 --> 00:56:49.877 is of course there is no actual actual thing because right, but bda32352-a5ee-4f54-a17e-dc796256864d/12593-4 00:56:49.877 --> 00:56:53.344 it's easy for us to have this conversation about, well, these bda32352-a5ee-4f54-a17e-dc796256864d/12572-0 00:56:50.400 --> 00:56:50.630 Right. bda32352-a5ee-4f54-a17e-dc796256864d/12593-5 00:56:53.344 --> 00:56:56.140 are the ones that were closer to the input model. bda32352-a5ee-4f54-a17e-dc796256864d/12628-0 00:56:56.150 --> 00:56:58.108 These the ones are from the input model, but that's only bda32352-a5ee-4f54-a17e-dc796256864d/12628-1 00:56:58.108 --> 00:57:00.169 because this is a game that we made up and then we would we bda32352-a5ee-4f54-a17e-dc796256864d/12628-2 00:57:00.169 --> 00:57:01.130 have no way of knowing that. bda32352-a5ee-4f54-a17e-dc796256864d/12645-0 00:57:01.580 --> 00:57:04.512 And in fact, we should say that explicitly the right this is a bda32352-a5ee-4f54-a17e-dc796256864d/12645-1 00:57:04.512 --> 00:57:04.930 relative. bda32352-a5ee-4f54-a17e-dc796256864d/12653-0 00:57:04.970 --> 00:57:07.880 These probabilities or statement of relative fitness right? bda32352-a5ee-4f54-a17e-dc796256864d/12660-0 00:57:08.030 --> 00:57:08.120 Yes. bda32352-a5ee-4f54-a17e-dc796256864d/12665-0 00:57:08.130 --> 00:57:10.960 All six of these models could absolutely suck, right? bda32352-a5ee-4f54-a17e-dc796256864d/12675-0 00:57:11.050 --> 00:57:12.740 They could be nothing like the wheel thing. bda32352-a5ee-4f54-a17e-dc796256864d/12685-0 00:57:12.750 --> 00:57:14.920 They could all be terrible, terrible things. bda32352-a5ee-4f54-a17e-dc796256864d/12692-0 00:57:14.970 --> 00:57:17.180 You would still get this relative plausibility. bda32352-a5ee-4f54-a17e-dc796256864d/12708-0 00:57:17.190 --> 00:57:20.061 It's just saying you gave me a word that consists of these six bda32352-a5ee-4f54-a17e-dc796256864d/12708-1 00:57:20.061 --> 00:57:20.380 models. bda32352-a5ee-4f54-a17e-dc796256864d/12726-0 00:57:20.390 --> 00:57:22.215 These are the relative probabilities we assigned to bda32352-a5ee-4f54-a17e-dc796256864d/12726-1 00:57:22.215 --> 00:57:22.390 them. bda32352-a5ee-4f54-a17e-dc796256864d/12755-0 00:57:23.290 --> 00:57:25.976 Alright, we have decided advantage in the forecasting bda32352-a5ee-4f54-a17e-dc796256864d/12755-1 00:57:25.976 --> 00:57:29.160 World Network playing a temporal game and so there's data still bda32352-a5ee-4f54-a17e-dc796256864d/12755-2 00:57:29.160 --> 00:57:30.900 to come that we can look at later. bda32352-a5ee-4f54-a17e-dc796256864d/12760-0 00:57:30.990 --> 00:57:32.210 But yeah, I agree with you. bda32352-a5ee-4f54-a17e-dc796256864d/12765-0 00:57:32.220 --> 00:57:32.860 What you're saying? bda32352-a5ee-4f54-a17e-dc796256864d/12767-0 00:57:32.870 --> 00:57:33.040 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/12786-0 00:57:33.080 --> 00:57:36.100 OK, I'll send you the papers and really, really interesting talk. bda32352-a5ee-4f54-a17e-dc796256864d/12785-0 00:57:34.810 --> 00:57:35.030 2. bda32352-a5ee-4f54-a17e-dc796256864d/12786-1 00:57:36.100 --> 00:57:36.420 Thanks. bda32352-a5ee-4f54-a17e-dc796256864d/12797-0 00:57:39.770 --> 00:57:43.370 Your questions online are in the room, Steve. bda32352-a5ee-4f54-a17e-dc796256864d/12808-0 00:57:43.460 --> 00:57:45.610 I thought first of all, Sarah, amazing talk. bda32352-a5ee-4f54-a17e-dc796256864d/12826-0 00:57:45.620 --> 00:57:48.753 You are a master giving a talk and I love the use of feline bda32352-a5ee-4f54-a17e-dc796256864d/12826-1 00:57:48.753 --> 00:57:49.170 imagery. bda32352-a5ee-4f54-a17e-dc796256864d/12841-0 00:57:49.980 --> 00:57:52.350 I knew in the dog party that was not your house. bda32352-a5ee-4f54-a17e-dc796256864d/12840-0 00:57:50.180 --> 00:57:50.540 Thank you. bda32352-a5ee-4f54-a17e-dc796256864d/12850-0 00:57:52.360 --> 00:57:53.290 That was probably suits. bda32352-a5ee-4f54-a17e-dc796256864d/12902-0 00:57:53.660 --> 00:57:58.330 So I my question is also pretend to this and so you said that all bda32352-a5ee-4f54-a17e-dc796256864d/12902-1 00:57:58.330 --> 00:58:02.575 these models could be wrong and this is A1 dimensional slip bda32352-a5ee-4f54-a17e-dc796256864d/12902-2 00:58:02.575 --> 00:58:07.032 model and you've selected the 2nd and the 3rd over as the most bda32352-a5ee-4f54-a17e-dc796256864d/12902-3 00:58:07.032 --> 00:58:11.630 likely based on your analytical and that's how you weigh things. bda32352-a5ee-4f54-a17e-dc796256864d/12915-0 00:58:12.160 --> 00:58:14.260 But what about waiting from additional information? bda32352-a5ee-4f54-a17e-dc796256864d/12946-0 00:58:14.270 --> 00:58:17.536 What if you knew from some kind of three dimensional velocity bda32352-a5ee-4f54-a17e-dc796256864d/12946-1 00:58:17.536 --> 00:58:20.854 inversion or moral information, or something else that default bda32352-a5ee-4f54-a17e-dc796256864d/12946-2 00:58:20.854 --> 00:58:21.960 dipped a certain way? bda32352-a5ee-4f54-a17e-dc796256864d/12959-0 00:58:21.970 --> 00:58:24.544 Or there was a certain compliance structure of velocity bda32352-a5ee-4f54-a17e-dc796256864d/12959-1 00:58:24.544 --> 00:58:25.600 structure in the crust. bda32352-a5ee-4f54-a17e-dc796256864d/12974-0 00:58:25.680 --> 00:58:28.793 How do you impose independent data constraints in a model like bda32352-a5ee-4f54-a17e-dc796256864d/12974-1 00:58:28.793 --> 00:58:29.040 this? bda32352-a5ee-4f54-a17e-dc796256864d/12993-0 00:58:29.470 --> 00:58:32.579 To more fully sample the ensemble of Lightning models, bda32352-a5ee-4f54-a17e-dc796256864d/12993-1 00:58:32.579 --> 00:58:34.500 including in the third dimension. bda32352-a5ee-4f54-a17e-dc796256864d/13006-0 00:58:36.820 --> 00:58:40.980 Right, so so none of this requires 1 dimensionality. bda32352-a5ee-4f54-a17e-dc796256864d/13040-0 00:58:40.990 --> 00:58:44.327 This is this was just to make something that you could view bda32352-a5ee-4f54-a17e-dc796256864d/13021-0 00:58:41.620 --> 00:58:41.850 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13066-0 00:58:43.060 --> 00:58:47.258 So I I assume that but it gets pretty complicated very soon and bda32352-a5ee-4f54-a17e-dc796256864d/13040-1 00:58:44.327 --> 00:58:45.050 easily, yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13053-0 00:58:47.180 --> 00:58:47.460 Right. bda32352-a5ee-4f54-a17e-dc796256864d/13066-1 00:58:47.258 --> 00:58:51.258 it can still solve analytically and help focus your modeling bda32352-a5ee-4f54-a17e-dc796256864d/13107-0 00:58:50.440 --> 00:58:54.471 Yes, because this is I mean, OK, so as long to talk about the new bda32352-a5ee-4f54-a17e-dc796256864d/13066-2 00:58:51.258 --> 00:58:51.520 and. bda32352-a5ee-4f54-a17e-dc796256864d/13107-1 00:58:54.471 --> 00:58:57.953 elasticity then then you are talking about the d = m * M bda32352-a5ee-4f54-a17e-dc796256864d/13107-2 00:58:57.953 --> 00:59:01.434 problem and it has this conjugate prior and all the math bda32352-a5ee-4f54-a17e-dc796256864d/13107-3 00:59:01.434 --> 00:59:02.350 is fine, right? bda32352-a5ee-4f54-a17e-dc796256864d/13123-0 00:59:02.400 --> 00:59:04.422 When you're talking about like, oh, well, what if it's 3D bda32352-a5ee-4f54-a17e-dc796256864d/13123-1 00:59:04.422 --> 00:59:04.770 structure? bda32352-a5ee-4f54-a17e-dc796256864d/13138-0 00:59:04.770 --> 00:59:07.009 Whatever that you're just changing the form of G, it's bda32352-a5ee-4f54-a17e-dc796256864d/13138-1 00:59:07.009 --> 00:59:07.700 that same matrix. bda32352-a5ee-4f54-a17e-dc796256864d/13165-0 00:59:07.710 --> 00:59:12.112 The math is all the same, umm and and of course my these are bda32352-a5ee-4f54-a17e-dc796256864d/13144-0 00:59:09.100 --> 00:59:09.240 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13165-1 00:59:12.112 --> 00:59:15.070 variations that I made just for funzies. bda32352-a5ee-4f54-a17e-dc796256864d/13224-0 00:59:15.220 --> 00:59:18.613 If you had some some reason to, you know, but, and they'll based bda32352-a5ee-4f54-a17e-dc796256864d/13224-1 00:59:18.613 --> 00:59:21.902 on absolutely nothing other than hey, here was a six different bda32352-a5ee-4f54-a17e-dc796256864d/13224-2 00:59:21.902 --> 00:59:25.295 things that might be fun to plot if you had good reason to think bda32352-a5ee-4f54-a17e-dc796256864d/13224-3 00:59:25.295 --> 00:59:28.426 about specific other things, right, you should do that also bda32352-a5ee-4f54-a17e-dc796256864d/13224-4 00:59:28.426 --> 00:59:31.610 if you have reason to believe different things off priority. bda32352-a5ee-4f54-a17e-dc796256864d/13230-0 00:59:31.790 --> 00:59:33.890 I'm there was a place to put things in. bda32352-a5ee-4f54-a17e-dc796256864d/13252-0 00:59:34.480 --> 00:59:38.147 Ah, so it doesn't necessarily apply so much to this thing that bda32352-a5ee-4f54-a17e-dc796256864d/13252-1 00:59:38.147 --> 00:59:39.310 we're talking about. bda32352-a5ee-4f54-a17e-dc796256864d/13350-0 00:59:39.320 --> 00:59:42.631 But if for example, you know one of the things we were talking bda32352-a5ee-4f54-a17e-dc796256864d/13350-1 00:59:42.631 --> 00:59:45.889 about was earthquake location, you would probably assume that bda32352-a5ee-4f54-a17e-dc796256864d/13350-2 00:59:45.889 --> 00:59:49.148 you're all priority location is pretty good and it could have bda32352-a5ee-4f54-a17e-dc796256864d/13350-3 00:59:49.148 --> 00:59:52.353 some Airways on it, but they're unlikely to be large, so you bda32352-a5ee-4f54-a17e-dc796256864d/13350-4 00:59:52.353 --> 00:59:55.559 wouldn't necessarily be like, ohh isn't my earthquake key or bda32352-a5ee-4f54-a17e-dc796256864d/13350-5 00:59:55.559 --> 00:59:58.712 he or he or he or with equal probability you'll probably be bda32352-a5ee-4f54-a17e-dc796256864d/13350-6 00:59:58.712 --> 01:00:02.128 like it's probably heal like you probably for the Gaussian prior bda32352-a5ee-4f54-a17e-dc796256864d/13350-7 01:00:02.128 --> 01:00:04.860 on it and be like, well, I'm pretty sure it's here. bda32352-a5ee-4f54-a17e-dc796256864d/13354-0 01:00:04.950 --> 01:00:05.720 I'm less likely. bda32352-a5ee-4f54-a17e-dc796256864d/13362-0 01:00:05.730 --> 01:00:06.680 That's yours, like here. bda32352-a5ee-4f54-a17e-dc796256864d/13379-0 01:00:06.730 --> 01:00:11.396 And so this purple is actually the marginal likelihood times bda32352-a5ee-4f54-a17e-dc796256864d/13379-1 01:00:11.396 --> 01:00:12.160 the prior. bda32352-a5ee-4f54-a17e-dc796256864d/13397-0 01:00:12.170 --> 01:00:15.303 And so your prior would tell you what things you think are likely bda32352-a5ee-4f54-a17e-dc796256864d/13397-1 01:00:15.303 --> 01:00:15.920 and unlikely. bda32352-a5ee-4f54-a17e-dc796256864d/13411-0 01:00:16.640 --> 01:00:19.810 OK, so so so data does matter in that sense. bda32352-a5ee-4f54-a17e-dc796256864d/13418-0 01:00:19.820 --> 01:00:22.010 Back to Sue's question, it matters a lot. bda32352-a5ee-4f54-a17e-dc796256864d/13425-0 01:00:22.020 --> 01:00:23.270 And determining your priors. bda32352-a5ee-4f54-a17e-dc796256864d/13432-0 01:00:23.490 --> 01:00:24.380 Yeah, yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13449-0 01:00:25.090 --> 01:00:29.016 Well, yes, I mean and and also like you would incorporate that bda32352-a5ee-4f54-a17e-dc796256864d/13449-1 01:00:29.016 --> 01:00:29.390 right? bda32352-a5ee-4f54-a17e-dc796256864d/13476-0 01:00:29.400 --> 01:00:31.840 Like if if you have subsurface information, you'd put that in bda32352-a5ee-4f54-a17e-dc796256864d/13463-0 01:00:29.990 --> 01:00:30.700 Absolutely, yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13476-1 01:00:31.840 --> 01:00:34.200 your Greens functions matrix and it would already be there. bda32352-a5ee-4f54-a17e-dc796256864d/13474-0 01:00:33.430 --> 01:00:33.620 And. bda32352-a5ee-4f54-a17e-dc796256864d/13478-0 01:00:35.610 --> 01:00:36.060 OK. bda32352-a5ee-4f54-a17e-dc796256864d/13481-0 01:00:36.070 --> 01:00:36.520 Thank you. bda32352-a5ee-4f54-a17e-dc796256864d/13483-0 01:00:36.590 --> 01:00:36.870 Thank you. bda32352-a5ee-4f54-a17e-dc796256864d/13494-0 01:00:38.990 --> 01:00:39.490 Other questions? bda32352-a5ee-4f54-a17e-dc796256864d/13497-0 01:00:39.400 --> 01:00:41.750 But but you will always have holes, right? bda32352-a5ee-4f54-a17e-dc796256864d/13514-0 01:00:41.760 --> 01:00:44.022 Because you don't have perfect information about the subsurface bda32352-a5ee-4f54-a17e-dc796256864d/13514-1 01:00:44.022 --> 01:00:44.940 everywhere, you'd be like. bda32352-a5ee-4f54-a17e-dc796256864d/13536-0 01:00:44.950 --> 01:00:46.806 Well, I know it's healed, but then I don't know what it's bda32352-a5ee-4f54-a17e-dc796256864d/13536-1 01:00:46.806 --> 01:00:47.350 doing over there. bda32352-a5ee-4f54-a17e-dc796256864d/13532-0 01:00:48.260 --> 01:00:48.470 Yeah. bda32352-a5ee-4f54-a17e-dc796256864d/13561-0 01:00:48.480 --> 01:00:50.952 And also you could use this to decide what polls matter the bda32352-a5ee-4f54-a17e-dc796256864d/13561-1 01:00:50.952 --> 01:00:53.423 most and what new data you should collect to constrain your bda32352-a5ee-4f54-a17e-dc796256864d/13561-2 01:00:53.423 --> 01:00:53.670 model. bda32352-a5ee-4f54-a17e-dc796256864d/13565-0 01:00:53.680 --> 01:00:53.860 Better. bda32352-a5ee-4f54-a17e-dc796256864d/13573-0 01:00:54.570 --> 01:00:55.010 Absolutely. bda32352-a5ee-4f54-a17e-dc796256864d/13571-0 01:00:55.090 --> 01:00:56.160 Fighting the mediums. bda32352-a5ee-4f54-a17e-dc796256864d/13575-0 01:00:56.170 --> 01:00:56.940 Yeah, great. Thanks. bda32352-a5ee-4f54-a17e-dc796256864d/13583-0 01:01:00.510 --> 01:01:01.070 Other questions? bda32352-a5ee-4f54-a17e-dc796256864d/13602-0 01:01:05.150 --> 01:01:10.480 Uh, if not, let's all think Sarah, for a fantastic talk. bda32352-a5ee-4f54-a17e-dc796256864d/13605-0 01:01:12.470 --> 01:01:13.580 Thank you everyone. bda32352-a5ee-4f54-a17e-dc796256864d/13612-0 01:01:14.000 --> 01:01:15.790 Math apologizes for all the math.