Quantifying uncertainty on Pareto fronts with Gaussian process conditional simulations

Multi-objective optimization algorithms aim at finding Pareto-optimal solutions. Recovering Pareto fronts or Pareto sets from a limited number of function evaluations are challenging problems. A popular approach in the case of expensive-to-evaluate functions is to appeal to metamodels. Kriging has been shown efficient as a base for sequential multi-objective optimization, notably through infill sampling criteria balancing exploitation and exploration such as the Expected Hypervolume Improvement. Here we consider Kriging metamodels not only for selecting new points, but as a tool for estimating the whole Pareto front and quantifying how much uncertainty remains on it at any stage of Kriging-based multi-objective optimization algorithms. Our approach relies on the Gaussian process interpretation of Kriging, and bases upon conditional simulations. Using concepts from random set theory, we propose to adapt the Vorob’ev expectation and deviation to capture the variability of the set of non-dominated points. Numerical experiments illustrate the potential of the proposed workflow, and it is shown on examples how Gaussian process simulations and the estimated Vorob’ev deviation can be used to monitor the ability of Kriging-based multi-objective optimization algorithms to accurately learn the Pareto front.

The impact of common versus separate estimation of orbit parameters on GRACE gravity field solutions

Gravity field parameters are usually determined from observations of the GRACE satellite mission together with arc-specific parameters in a generalized orbit determination process. When separating the estimation of gravity field parameters from the determination of the satellites’ orbits, correlations between orbit parameters and gravity field coefficients are ignored and the latter parameters are biased towards the a priori force model. We are thus confronted with a kind of hidden regularization. To decipher the underlying mechanisms, the Celestial Mechanics Approach is complemented by tools to modify the impact of the pseudo-stochastic arc-specific parameters on the normal equations level and to efficiently generate ensembles of solutions. By introducing a time variable a priori model and solving for hourly pseudo-stochastic accelerations, a significant reduction of noisy striping in the monthly solutions can be achieved. Setting up more frequent pseudo-stochastic parameters results in a further reduction of the noise, but also in a notable damping of the observed geophysical signals. To quantify the effect of the a priori model on the monthly solutions, the process of fixing the orbit parameters is replaced by an equivalent introduction of special pseudo-observations, i.e., by explicit regularization. The contribution of the thereby introduced a priori information is determined by a contribution analysis. The presented mechanism is valid universally. It may be used to separate any subset of parameters by pseudo-observations of a special design and to quantify the damage imposed on the solution.

A generalisation of the fractional Brownian field based on non-Euclidean norms

We explore a generalisation of the L´evy fractional Brownian field on the Euclidean space based on replacing the Euclidean norm with another norm. A characterisation result for admissible norms yields a complete description of all self-similar Gaussian random fields with stationary increments. Several integral representations of the introduced random fields are derived. In a similar vein, several non-Euclidean variants of the fractional Poisson field are introduced and it is shown that they share the covariance structure with the fractional Brownian field and converge to it. The shape parameters of the Poisson and Brownian variants are related by convex geometry transforms, namely the radial pth mean body and the polar projection transforms.