DREAM(D) an adaptive markov chain monte carlo simulation algorithm to solve discrete, noncontinuous, posterior parameter estimation problems.docVIP

下载本文档

11
0
约4.86万字
约 28页
2017-05-08 发布于上海
举报
版权申诉

DREAM(D) an adaptive markov chain monte carlo simulation algorithm to solve discrete, noncontinuous, posterior parameter estimation problems.doc

1、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。。
2、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
3、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
4、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
5、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
6、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
7、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

DREAM(D) an adaptive markov chain monte carlo simulation algorithm to solve discrete, noncontinuous, posterior parameter estimation problems

Hydrol.EarthSyst.Sci.Discuss.,8,4025–4052,2011 /8/4025/2011/ doi:10.5194/hessd-8-4025-2011 Hydrology and Earth System Sciences HESSD 8,4025–4052,2011 Discussions ?Author(s)2011.CCAttribution3.0License. DREAM(D)→discrete Thisdiscussionpaperis/hasbeenunderreviewforthejournalHydrologyandEarth SystemSciences(HESS).Pleaserefertothecorresponding?nalpaperinHESS ifavailable. MCMCsimulation J.A.Vrugt DREAM :anadaptivemarkovchain (D) TitlePage montecarlosimulationalgorithmtosolve discrete,noncontinuous,posterior parameterestimationproblems Abstract Conclusions Tables Introduction References Figures J J I I J.A.Vrugt1,2 1DepartmentofCivilandEnvironmentalEngineering,UniversityofCalifornia,Irvine,4130 EngineeringGateway,Irvine,CA92697-2175,USA Back Close 2InstituteforBiodiversityandEcosystemDynamics,UniversityofAmsterdam,Amsterdam, TheNetherlands FullScreen/Esc Received:19April2011–Accepted:20April2011–Published:26April2011 Correspondenceto:J.A.Vrugt(jasper@) Printer-friendlyVersion InteractiveDiscussion PublishedbyCopernicusPublicationsonbehalfoftheEuropeanGeosciencesUnion. 4025 Abstract HESSD FormalandinformalBayesianapproachesareincreasinglybeingusedtotreatforcing, model structural, parameter and calibration data uncertainty, and summarize hydro- logic prediction uncertainty. This requires posterior sampling methods that approxi- matethe(evolving)posteriordistribution.WerecentlyintroducedtheDi?eRentialEvo- lutionAdaptiveMetropolis(DREAM)algorithm,anadaptiveMarkovChainMonteCarlo (MCMC)methodthatisespeciallydesignedtosolvecomplex, high-dimensionaland multimodal posterior probability density functions. The method runs multiple chains in parallel, and maintains detailed balance and ergodicity. Here, I present the latest 8,4025–4052,2011 DREAM(D)→discrete 5 MCMCsimulation J.A.Vrugt 10 algorithmic developments, and introduce a discrete sampling variant of DREAM that samples the parameter space at ?xed points. The development of this new code, DREAM(D), hasbeeninspiredby