Oil and gas projects in the Western Amazon: threats to wilderness, biodiversity, and indigenous peoples.

BACKGROUND: The western Amazon is the most biologically rich part of the Amazon basin and is home to a great diversity of indigenous ethnic groups, including some of the world's last uncontacted peoples living in voluntary isolation. Unlike the eastern Brazilian Amazon, it is still a largely intact ecosystem. Underlying this landscape are large reserves of oil and gas, many yet untapped. The growing global demand is leading to unprecedented exploration and development in the region. METHODOLOGY/PRINCIPAL FINDINGS: We synthesized information from government sources to quantify the status of oil development in the western Amazon. National governments delimit specific geographic areas or "blocks" that are zoned for hydrocarbon activities, which they may lease to state and multinational energy companies for exploration and production. About 180 oil and gas blocks now cover approximately 688,000 km(2) of the western Amazon. These blocks overlap the most species-rich part of the Amazon. We also found that many of the blocks overlap indigenous territories, both titled lands and areas utilized by peoples in voluntary isolation. In Ecuador and Peru, oil and gas blocks now cover more than two-thirds of the Amazon. In Bolivia and western Brazil, major exploration activities are set to increase rapidly. CONCLUSIONS/SIGNIFICANCE: Without improved policies, the increasing scope and magnitude of planned extraction means that environmental and social impacts are likely to intensify. We review the most pressing oil- and gas-related conservation policy issues confronting the region. These include the need for regional Strategic Environmental Impact Assessments and the adoption of roadless extraction techniques. We also consider the conflicts where the blocks overlap indigenous peoples' territories.

Bayesian Inference in Large-scale Problems

Many modern applications fall into the category of "large-scale" statistical problems, in which both the number of observations n and the number of features or parameters p may be large. Many existing methods focus on point estimation, despite the continued relevance of uncertainty quantification in the sciences, where the number of parameters to estimate often exceeds the sample size, despite huge increases in the value of n typically seen in many fields. Thus, the tendency in some areas of industry to dispense with traditional statistical analysis on the basis that "n=all" is of little relevance outside of certain narrow applications. The main result of the Big Data revolution in most fields has instead been to make computation much harder without reducing the importance of uncertainty quantification. Bayesian methods excel at uncertainty quantification, but often scale poorly relative to alternatives. This conflict between the statistical advantages of Bayesian procedures and their substantial computational disadvantages is perhaps the greatest challenge facing modern Bayesian statistics, and is the primary motivation for the work presented here.

Two general strategies for scaling Bayesian inference are considered. The first is the development of methods that lend themselves to faster computation, and the second is design and characterization of computational algorithms that scale better in n or p. In the first instance, the focus is on joint inference outside of the standard problem of multivariate continuous data that has been a major focus of previous theoretical work in this area. In the second area, we pursue strategies for improving the speed of Markov chain Monte Carlo algorithms, and characterizing their performance in large-scale settings. Throughout, the focus is on rigorous theoretical evaluation combined with empirical demonstrations of performance and concordance with the theory.

One topic we consider is modeling the joint distribution of multivariate categorical data, often summarized in a contingency table. Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. In Chapter 2, we derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions.

Latent class models for the joint distribution of multivariate categorical, such as the PARAFAC decomposition, data play an important role in the analysis of population structure. In this context, the number of latent classes is interpreted as the number of genetically distinct subpopulations of an organism, an important factor in the analysis of evolutionary processes and conservation status. Existing methods focus on point estimates of the number of subpopulations, and lack robust uncertainty quantification. Moreover, whether the number of latent classes in these models is even an identified parameter is an open question. In Chapter 3, we show that when the model is properly specified, the correct number of subpopulations can be recovered almost surely. We then propose an alternative method for estimating the number of latent subpopulations that provides good quantification of uncertainty, and provide a simple procedure for verifying that the proposed method is consistent for the number of subpopulations. The performance of the model in estimating the number of subpopulations and other common population structure inference problems is assessed in simulations and a real data application.

In contingency table analysis, sparse data is frequently encountered for even modest numbers of variables, resulting in non-existence of maximum likelihood estimates. A common solution is to obtain regularized estimates of the parameters of a log-linear model. Bayesian methods provide a coherent approach to regularization, but are often computationally intensive. Conjugate priors ease computational demands, but the conjugate Diaconis--Ylvisaker priors for the parameters of log-linear models do not give rise to closed form credible regions, complicating posterior inference. In Chapter 4 we derive the optimal Gaussian approximation to the posterior for log-linear models with Diaconis--Ylvisaker priors, and provide convergence rate and finite-sample bounds for the Kullback-Leibler divergence between the exact posterior and the optimal Gaussian approximation. We demonstrate empirically in simulations and a real data application that the approximation is highly accurate, even in relatively small samples. The proposed approximation provides a computationally scalable and principled approach to regularized estimation and approximate Bayesian inference for log-linear models.

Another challenging and somewhat non-standard joint modeling problem is inference on tail dependence in stochastic processes. In applications where extreme dependence is of interest, data are almost always time-indexed. Existing methods for inference and modeling in this setting often cluster extreme events or choose window sizes with the goal of preserving temporal information. In Chapter 5, we propose an alternative paradigm for inference on tail dependence in stochastic processes with arbitrary temporal dependence structure in the extremes, based on the idea that the information on strength of tail dependence and the temporal structure in this dependence are both encoded in waiting times between exceedances of high thresholds. We construct a class of time-indexed stochastic processes with tail dependence obtained by endowing the support points in de Haan's spectral representation of max-stable processes with velocities and lifetimes. We extend Smith's model to these max-stable velocity processes and obtain the distribution of waiting times between extreme events at multiple locations. Motivated by this result, a new definition of tail dependence is proposed that is a function of the distribution of waiting times between threshold exceedances, and an inferential framework is constructed for estimating the strength of extremal dependence and quantifying uncertainty in this paradigm. The method is applied to climatological, financial, and electrophysiology data.

The remainder of this thesis focuses on posterior computation by Markov chain Monte Carlo. The Markov Chain Monte Carlo method is the dominant paradigm for posterior computation in Bayesian analysis. It has long been common to control computation time by making approximations to the Markov transition kernel. Comparatively little attention has been paid to convergence and estimation error in these approximating Markov Chains. In Chapter 6, we propose a framework for assessing when to use approximations in MCMC algorithms, and how much error in the transition kernel should be tolerated to obtain optimal estimation performance with respect to a specified loss function and computational budget. The results require only ergodicity of the exact kernel and control of the kernel approximation accuracy. The theoretical framework is applied to approximations based on random subsets of data, low-rank approximations of Gaussian processes, and a novel approximating Markov chain for discrete mixture models.

Data augmentation Gibbs samplers are arguably the most popular class of algorithm for approximately sampling from the posterior distribution for the parameters of generalized linear models. The truncated Normal and Polya-Gamma data augmentation samplers are standard examples for probit and logit links, respectively. Motivated by an important problem in quantitative advertising, in Chapter 7 we consider the application of these algorithms to modeling rare events. We show that when the sample size is large but the observed number of successes is small, these data augmentation samplers mix very slowly, with a spectral gap that converges to zero at a rate at least proportional to the reciprocal of the square root of the sample size up to a log factor. In simulation studies, moderate sample sizes result in high autocorrelations and small effective sample sizes. Similar empirical results are observed for related data augmentation samplers for multinomial logit and probit models. When applied to a real quantitative advertising dataset, the data augmentation samplers mix very poorly. Conversely, Hamiltonian Monte Carlo and a type of independence chain Metropolis algorithm show good mixing on the same dataset.

Protein and Drug Design Algorithms Using Improved Biophysical Modeling

This thesis focuses on the development of algorithms that will allow protein design calculations to incorporate more realistic modeling assumptions. Protein design algorithms search large sequence spaces for protein sequences that are biologically and medically useful. Better modeling could improve the chance of success in designs and expand the range of problems to which these algorithms are applied. I have developed algorithms to improve modeling of backbone flexibility (DEEPer) and of more extensive continuous flexibility in general (EPIC and LUTE). I’ve also developed algorithms to perform multistate designs, which account for effects like specificity, with provable guarantees of accuracy (COMETS), and to accommodate a wider range of energy functions in design (EPIC and LUTE).

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Seismic Response Analysis of a Full-Scale Base-Isolated Structure via Measurements and Modeling

The full-scale base-isolated structure studied in this dissertation is the only base-isolated building in South Island of New Zealand. It sustained hundreds of earthquake ground motions from September 2010 and well into 2012. Several large earthquake responses were recorded in December 2011 by NEES@UCLA and by GeoNet recording station nearby Christchurch Women's Hospital. The primary focus of this dissertation is to advance the state-of-the art of the methods to evaluate performance of seismic-isolated structures and the effects of soil-structure interaction by developing new data processing methodologies to overcome current limitations and by implementing advanced numerical modeling in OpenSees for direct analysis of soil-structure interaction.

This dissertation presents a novel method for recovering force-displacement relations within the isolators of building structures with unknown nonlinearities from sparse seismic-response measurements of floor accelerations. The method requires only direct matrix calculations (factorizations and multiplications); no iterative trial-and-error methods are required. The method requires a mass matrix, or at least an estimate of the floor masses. A stiffness matrix may be used, but is not necessary. Essentially, the method operates on a matrix of incomplete measurements of floor accelerations. In the special case of complete floor measurements of systems with linear dynamics, real modes, and equal floor masses, the principal components of this matrix are the modal responses. In the more general case of partial measurements and nonlinear dynamics, the method extracts a number of linearly-dependent components from Hankel matrices of measured horizontal response accelerations, assembles these components row-wise and extracts principal components from the singular value decomposition of this large matrix of linearly-dependent components. These principal components are then interpolated between floors in a way that minimizes the curvature energy of the interpolation. This interpolation step can make use of a reduced-order stiffness matrix, a backward difference matrix or a central difference matrix. The measured and interpolated floor acceleration components at all floors are then assembled and multiplied by a mass matrix. The recovered in-service force-displacement relations are then incorporated into the OpenSees soil structure interaction model.

Numerical simulations of soil-structure interaction involving non-uniform soil behavior are conducted following the development of the complete soil-structure interaction model of Christchurch Women's Hospital in OpenSees. In these 2D OpenSees models, the superstructure is modeled as two-dimensional frames in short span and long span respectively. The lead rubber bearings are modeled as elastomeric bearing (Bouc Wen) elements. The soil underlying the concrete raft foundation is modeled with linear elastic plane strain quadrilateral element. The non-uniformity of the soil profile is incorporated by extraction and interpolation of shear wave velocity profile from the Canterbury Geotechnical Database. The validity of the complete two-dimensional soil-structure interaction OpenSees model for the hospital is checked by comparing the results of peak floor responses and force-displacement relations within the isolation system achieved from OpenSees simulations to the recorded measurements. General explanations and implications, supported by displacement drifts, floor acceleration and displacement responses, force-displacement relations are described to address the effects of soil-structure interaction.

Combining Information from Multiple Sources in Bayesian Modeling

Surveys can collect important data that inform policy decisions and drive social science research. Large government surveys collect information from the U.S. population on a wide range of topics, including demographics, education, employment, and lifestyle. Analysis of survey data presents unique challenges. In particular, one needs to account for missing data, for complex sampling designs, and for measurement error. Conceptually, a survey organization could spend lots of resources getting high-quality responses from a simple random sample, resulting in survey data that are easy to analyze. However, this scenario often is not realistic. To address these practical issues, survey organizations can leverage the information available from other sources of data. For example, in longitudinal studies that suffer from attrition, they can use the information from refreshment samples to correct for potential attrition bias. They can use information from known marginal distributions or survey design to improve inferences. They can use information from gold standard sources to correct for measurement error.

This thesis presents novel approaches to combining information from multiple sources that address the three problems described above.

The first method addresses nonignorable unit nonresponse and attrition in a panel survey with a refreshment sample. Panel surveys typically suffer from attrition, which can lead to biased inference when basing analysis only on cases that complete all waves of the panel. Unfortunately, the panel data alone cannot inform the extent of the bias due to attrition, so analysts must make strong and untestable assumptions about the missing data mechanism. Many panel studies also include refreshment samples, which are data collected from a random sample of new

individuals during some later wave of the panel. Refreshment samples offer information that can be utilized to correct for biases induced by nonignorable attrition while reducing reliance on strong assumptions about the attrition process. To date, these bias correction methods have not dealt with two key practical issues in panel studies: unit nonresponse in the initial wave of the panel and in the

refreshment sample itself. As we illustrate, nonignorable unit nonresponse

can significantly compromise the analyst's ability to use the refreshment samples for attrition bias correction. Thus, it is crucial for analysts to assess how sensitive their inferences---corrected for panel attrition---are to different assumptions about the nature of the unit nonresponse. We present an approach that facilitates such sensitivity analyses, both for suspected nonignorable unit nonresponse

in the initial wave and in the refreshment sample. We illustrate the approach using simulation studies and an analysis of data from the 2007-2008 Associated Press/Yahoo News election panel study.

The second method incorporates informative prior beliefs about

marginal probabilities into Bayesian latent class models for categorical data.

The basic idea is to append synthetic observations to the original data such that

(i) the empirical distributions of the desired margins match those of the prior beliefs, and (ii) the values of the remaining variables are left missing. The degree of prior uncertainty is controlled by the number of augmented records. Posterior inferences can be obtained via typical MCMC algorithms for latent class models, tailored to deal efficiently with the missing values in the concatenated data.

We illustrate the approach using a variety of simulations based on data from the American Community Survey, including an example of how augmented records can be used to fit latent class models to data from stratified samples.

The third method leverages the information from a gold standard survey to model reporting error. Survey data are subject to reporting error when respondents misunderstand the question or accidentally select the wrong response. Sometimes survey respondents knowingly select the wrong response, for example, by reporting a higher level of education than they actually have attained. We present an approach that allows an analyst to model reporting error by incorporating information from a gold standard survey. The analyst can specify various reporting error models and assess how sensitive their conclusions are to different assumptions about the reporting error process. We illustrate the approach using simulations based on data from the 1993 National Survey of College Graduates. We use the method to impute error-corrected educational attainments in the 2010 American Community Survey using the 2010 National Survey of College Graduates as the gold standard survey.

A New Method for Modeling Free Surface Flows and Fluid-structure Interaction with Ocean Applications

The computational modeling of ocean waves and ocean-faring devices poses numerous challenges. Among these are the need to stably and accurately represent both the fluid-fluid interface between water and air as well as the fluid-structure interfaces arising between solid devices and one or more fluids. As techniques are developed to stably and accurately balance the interactions between fluid and structural solvers at these boundaries, a similarly pressing challenge is the development of algorithms that are massively scalable and capable of performing large-scale three-dimensional simulations on reasonable time scales. This dissertation introduces two separate methods for approaching this problem, with the first focusing on the development of sophisticated fluid-fluid interface representations and the second focusing primarily on scalability and extensibility to higher-order methods.

We begin by introducing the narrow-band gradient-augmented level set method (GALSM) for incompressible multiphase Navier-Stokes flow. This is the first use of the high-order GALSM for a fluid flow application, and its reliability and accuracy in modeling ocean environments is tested extensively. The method demonstrates numerous advantages over the traditional level set method, among these a heightened conservation of fluid volume and the representation of subgrid structures.

Next, we present a finite-volume algorithm for solving the incompressible Euler equations in two and three dimensions in the presence of a flow-driven free surface and a dynamic rigid body. In this development, the chief concerns are efficiency, scalability, and extensibility (to higher-order and truly conservative methods). These priorities informed a number of important choices: The air phase is substituted by a pressure boundary condition in order to greatly reduce the size of the computational domain, a cut-cell finite-volume approach is chosen in order to minimize fluid volume loss and open the door to higher-order methods, and adaptive mesh refinement (AMR) is employed to focus computational effort and make large-scale 3D simulations possible. This algorithm is shown to produce robust and accurate results that are well-suited for the study of ocean waves and the development of wave energy conversion (WEC) devices.