将统计推理的数值方法与随机模型进行比较
Marco Bacci1, Jonas Sukys1, Peter Reichert1
1SIAM, Eawag: Swiss Federal Institute of Aquatic Science and Technology, 8600 Dübendorf, Switzerland.
概括
复杂的环境系统中的不确定性需要随机建模. 三种数值方法 (哈密尔顿蒙特卡罗,粒子马尔科夫链蒙特卡罗,条件奥恩斯坦-乌伦贝克采样) 显示了水文数据分析的可比性能.
科学领域:
- 环境科学环境科学
- 环境建模环境建模
- 随机过程是指随机的过程.
背景情况:
- 复杂的环境系统表现出固有的不确定性,因为对机制和影响因素的知识有限.
- 准确的预测和决策需要量化和传达这种不确定性,通常需要随机模型.
研究的目的:
- 解决环境系统的随机模型校准中的高维推理挑战.
- 为了比较水文数据分析中不确定性量化三种数值方法的有效性.
主要方法:
- 汉密尔顿蒙特卡洛 (HMC) 模型
- 粒子马尔科夫链蒙特卡洛 (PMCMC) 是一个
- 有条件的奥恩斯坦-乌伦贝克 (COU) 采样
- 用于分析水文数据的随机水文模型的应用.
主要成果:
- 所有三个研究的数值技术都显示了对分析的水文系统的可比性能.
- 技术的选择也可能取决于一般性和实际实施的考虑.
结论:
- 通过先进的数值方法,可以有效量化环境系统中的不确定性.
- 选择特定的随机建模技术应该平衡性能与实际适用性.
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