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基于贝叶斯MCMC方法的洪水频率分析及不确定性评估
洪水频率分析 GEV分布 MCMC 贝叶斯理论
2018/11/20
洪水设计值的计算和不确定性评估是水利工程规划和水资源管理的一个重要课题。以广义极值分布(GEV)作为洪水频率分布线型,通过基于Metropolis-Hastings抽样的贝叶斯马尔科夫链蒙特卡洛(MCMC)方法估计GEV分布参数和洪水设计值的后验概率分布,据此推求不同重现期条件下洪水设计值的点估计和区间估计。结果表明:贝叶斯MCMC方法的参数拟合效果与极大似然估计法相当,但由于其后验概率分布包含参...
Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs
Sparse graphical model Reversible Markov chain Markov equivalence class
2016/1/20
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Mar...
纵横波联合叠前自适应MCMC反演方法
转换波 自适应马尔科夫链蒙特卡洛 非线性反演 精确Zoeppritz方程
2016/11/1
联合纵波(PP波)和转换波(PS波)地震资料进行AVO反演可降低解的非唯一性,提高反演的稳定性和AVO参数估算精度。文中提出了一种基于自适应马尔科夫链蒙特卡洛(MCMC)的纵横波叠前联合非线性反演方法,直接反演纵、横波速度及密度三个参数。该方法基于精确Zoeppritz方程,在贝叶斯框架下引入测井约束先验信息,在反演过程中使用自适应MCMC方法对贝叶斯后验概率密度进行抽样,并通过对收敛于后验概率密...
Reversible MCMC on Markov equivalence classes of sparse directed acyclic graphs
Sparse graphical model Reversible Markovchain Markov equivalence class.
2012/11/23
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Mar...
Trajectory averaging for stochastic approximation MCMC algorithms
Trajectory averaging MCMC algorithms
2010/11/18
The subject of stochastic approximation was founded by Robbins and Monro [Ann. Math. Statist. 22 (1951) 400--407]. After five decades of continual development, it has developed into an important area...
Estimation of ECHAM5 climate model closure parameters with adaptive MCMC
ECHAM5 climate model closure parameters adaptive MCMC
2010/11/3
Climate models contain closure parameters to which the model climate is sensitive. These parameters appear in physical parameterization schemes where some unresolved variables are expressed by predefi...
基于MCMC的叠前地震反演方法研究
非线性反演 MCMC 叠前地震反演 Metropolis-Hastings算法
2011/11/22
马尔科夫链蒙特卡洛方法(MCMC)是一种启发式的全局寻优算法[1].它在贝叶斯框架下,利用已有资料进行约束,既可使最优解满足参数的统计特性,又通过融入的先验信息,提高解的精度;寻优过程可跳出局部最优,得到全局最优解.利用MCMC方法,可以得到大量来自于后验概率分布的样本,不仅可以得到每个未知参数的估计值,而且可以得到与之相关的各种不确定性信息.此外,由于算法并不是利用有单一最优解的目标函数,所以结...
Comment on "Bayesian evidence: can we beat MultiNest using traditional MCMC methods", by Rutger van Haasteren (arXiv:0911.2150)
data analysis methods statistical
2010/3/18
In arXiv:0911.2150, Rutger van Haasteren seeks to criticize the nested sampling algorithm for Bayesian data analysis in general and its MultiNest implementation in particular. He introduces a new meth...
以Fe3+改性羧甲基纤维素(CMC)和聚乙二醇(PEG)共混物为阳膜, 以戊二醛改性壳聚糖(CS)和聚乙二醇共混物为阴膜, 制备了mCMC-PEG-CS双极膜, 并将其用作电解还原制备巯基乙酸(TGA)电解槽中阴阳两室间的隔膜. 以硫代硫酸钠法合成的巯基乙酸(TGA)和二硫代二乙酸(DTDGA)混合物为原料, 研究了酸浓度、温度及电解电流密度对电还原DTDGA制备TGA的生成量和电流效率的影响. ...
分别以FeCl3和戊二醛等对羧甲基纤维素(CMC)和聚丙烯酰胺(PAM)进行改性, 制备了mPAM/mCMC双极膜. 测定了PAM、CMC胶体的电荷密度, mPAM/mCMC双极膜离子交换能力、I-V工作曲线等参数. 用扫描电镜和红外光谱对膜形貌与成分作表征, 膜厚≈260 μm, 中间界面层厚为纳米级. 热重分析表明膜具有较好的热稳定性. 以mPAM/mCMC双极膜为电解槽的隔膜, 间接电氧化甘...
基于跳辨识-MCMC组合算法的人民币汇率跳扩散模型参数估计问题
跳辨识-MCMC组合算法 跳扩散模型 维纳过程
2010/12/29
针对人民币汇率收益率时间序列数据存在的跳变特征,采用跳扩散模型对其时间序列数据进行描述.为识别跳变规律并解决模型的参数估计问题,提出了基于跳辨识-MCMC的组合算法:即结合Lee-Mykland的跳辨识方法与MCMC(蒙特卡罗马尔可夫链)方法形成组合算法,利用仿真实验,通过误差分析得出组合算法在跳扩散模型参数估计方面效果明显优于单一MCMC方法.以人民币/美元日汇率数据为样本进行实证分析,结果表明...