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1.
Histograms of observations from spatial phenomena are often found to be more heavy-tailed than Gaussian distributions, which
makes the Gaussian random field model unsuited. A T-distributed random field model with heavy-tailed marginal probability density functions is defined. The model is a generalization
of the familiar Student-T distribution, and it may be given a Bayesian interpretation. The increased variability appears cross-realizations, contrary
to in-realizations, since all realizations are Gaussian-like with varying variance between realizations. The T-distributed random field model is analytically tractable and the conditional model is developed, which provides algorithms
for conditional simulation and prediction, so-called T-kriging. The model compares favourably with most previously defined random field models. The Gaussian random field model
appears as a special, limiting case of the T-distributed random field model. The model is particularly useful whenever multiple, sparsely sampled realizations of the
random field are available, and is clearly favourable to the Gaussian model in this case. The properties of the T-distributed random field model is demonstrated on well log observations from the Gullfaks field in the North Sea. The predictions
correspond to traditional kriging predictions, while the associated prediction variances are more representative, as they
are layer specific and include uncertainty caused by using variance estimates. 相似文献
2.
Fragility curves (FCs) constitute an emerging tool for the seismic risk assessment of all elements at risk. They express the probability of a structure being damaged beyond a specific damage state for a given seismic input motion parameter, incorporating the most important sources of uncertainties, that is, seismic demand, capacity and definition of damage states. Nevertheless, the implementation of FCs in loss/risk assessments introduces other important sources of uncertainty, related to the usually limited knowledge about the elements at risk (e.g., inventory, typology). In this paper, within a Bayesian framework, it is developed a general methodology to combine into a single model (Bayesian combined model, BCM) the information provided by multiple FC models, weighting them according to their credibility/applicability, and independent past data. This combination enables to efficiently capture inter-model variability (IMV) and to propagate it into risk/loss assessments, allowing the treatment of a large spectrum of vulnerability-related uncertainties, usually neglected. As case study, FCs for shallow tunnels in alluvial deposits, when subjected to transversal seismic loading, are developed with two conventional procedures, based on a quasi-static numerical approach. Noteworthy, loss/risk assessments resulting from such conventional methods show significant unexpected differences. Conventional fragilities are then combined in a Bayesian framework, in which also probability values are treated as random variables, characterized by their probability density functions. The results show that BCM efficiently projects the whole variability of input models into risk/loss estimations. This demonstrates that BCM is a suitable framework to treat IMV in vulnerability assessments, in a straightforward and explicit manner. 相似文献
3.
在贝叶斯理论框架下,根据一种可结合多个水文模型给出模拟或预报结果的IBUNE方法探讨了水文模型的输入、参数以及结构的不确定性问题。将SCEM-UA算法和EM算法嵌入新安江和TOPMODEL水文模型用于参数优化和模型平均,进而将输入与参数的综合不确定性处理后得到的预报量后验分布进行多模型综合,据此对水文模型的不确定性及其对水文模拟结果的影响进行评价。以湖南洣水流域龙家山水文站以上集水区域为例进行了应用研究,结果表明,IBUNE方法能够有效估计水文模型的不确定性,并能给出合理的概率预报区间。 相似文献
4.
大地电磁法的1D无偏差贝叶斯反演 总被引：2，自引：0，他引：2
应用贝叶斯理论对一维(1D)大地电磁反演问题进行无偏差不确定度分析。在贝叶斯理论中,测量数据和先验信息包含在后验概率密度函数(PPD)中,它可以解释成模型的单点估计和不确定度等贝叶斯推断,这些信息的获取需要对反演问题进行优化求最优模型和在高维模型空间中对PPD进行采样积分。采样的完全、彻底和效率,对反演结果有着重要的影响。为了使采样更有效、更完全,数值积分采用主分量参数空间的Metropolis Hastings采样,并采用了不同的采样温度。在反演中,同时采用了欠参数化和超参数化方法,数据误差和正则化因子被当成随机变量。反演结果得到各参数的不确定度、参数间的相关关系和不同深度模型的不确定度分布。COPROD1数据的反演结果表明模型空间中存在双峰结构。非地电参数在反演中得到了约束,说明数据本身不仅包含地球物理模型信息(电导率等),还包含了这些非地电参数的信息。 相似文献
5.
Prediction and evaluation of pollution of the subsurface environment and planning remedial actions at existing sites may be useful for siting and designing new land-based waste treatment or disposal facilities. Most models used to make such predictions assume that the system behaves deterministically. A variety of factors, however, introduce uncertainty into the model predictions. The factors include model and pollution transport parameters and geometric uncertainty. The Monte Carlo technique is applied to evaluate the uncertainty, as illustrated by applying three analytical groundwater pollution transport models. The uncertainty analysis provides estimates of statistical reliability in model outputs of pollution concentration and arrival time. Examples are provided that demonstrate: (a) confidence limits around predicted values of concentration and arrival time can be obtained, (b) the selection of probability distributions for input parameters affects the output variables, and (c) the probability distribution of the output variables can be different from that of the input variables, even when all input parameters have the same probability distribution 相似文献
6.
Mohammad Reza Nikoo Reza Kerachian Akbar Karimi Ali Asghar Azadnia Keighobad Jafarzadegan 《Environmental Earth Sciences》2014,71(9):4127-4142
In this paper, a new methodology is developed for optimization of water and waste load allocation in reservoir–river systems considering the existing uncertainties in reservoir inflow, waste loads and water demands. A stochastic dynamic programming (SDP) model is used to optimize reservoir operation considering the inflow uncertainty, and another model called PSO-SA is developed and linked with the SDP model for optimizing water and waste load allocation in downstream river. In the PSO-SA model, a particle swarm optimization technique with a dynamic penalty function for handling the constraints is used to optimize water and waste load allocation policies. Also, a simulated annealing technique is utilized for determining the upper and lower bounds of constraints and objective function considering the existing uncertainties. As the proposed water and waste load allocation model has a considerable run-time, some powerful soft computing techniques, namely, Regression tree Induction (named M5P), fuzzy K-nearest neighbor, Bayesian network, support vector regression and an adaptive neuro-fuzzy inference system, are trained and validated using the results of the proposed methodology to develop real-time water and waste load allocation rules. To examine the efficiency and applicability of the methodology, it is applied to the Dez reservoir–river system in the south-western part of Iran. 相似文献
7.
Spatial data are often sparse by nature. However, in many instances, information may exist in the form of soft data, such as expert opinion. Scientists in the field often have a good understanding of the phenomenon under study and may be able to provide valuable information on its likely behavior. It is thus useful to have a sensible mechanism that incorporates expert opinion in inference. The Bayesian paradigm suffers from an inherent subjectivity that is unacceptable to many scientists. Aside from this philosophical problem, elicitation of prior distributions is a difficult task. Moreover, an intentionally misleading expert can have substantial influence on Bayesian inference. In our experience, eliciting data is much more natural to the experts than eliciting prior distributions on the parameters of a probability model that is a purely statistical construct. In this paper we elicit data, i.e., guess values for the realization of the process, from the experts. Utilizing a hierarchical modeling framework, we combine elicited data and actual observed data for inferential purposes. A distinguishing feature of this approach is that even an intentionally misleading expert proves to be useful. Theoretical results and simulations illustrate that incorporating expert opinion via elicited data substantially improves the estimation, prediction, and design aspects of statistical inference for spatial data. 相似文献
8.
Model calibration and history matching are important techniques to adapt simulation tools to real-world systems. When prediction uncertainty needs to be quantified, one has to use the respective statistical counterparts, e.g., Bayesian updating of model parameters and data assimilation. For complex and large-scale systems, however, even single forward deterministic simulations may require parallel high-performance computing. This often makes accurate brute-force and nonlinear statistical approaches infeasible. We propose an advanced framework for parameter inference or history matching based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. Our framework consists of two main steps. In step 1, the original model is projected onto a mathematically optimal response surface via the aPC technique. The resulting response surface can be viewed as a reduced (surrogate) model. It captures the model’s dependence on all parameters relevant for history matching at high-order accuracy. Step 2 consists of matching the reduced model from step 1 to observation data via bootstrap filtering. Bootstrap filtering is a fully nonlinear and Bayesian statistical approach to the inverse problem in history matching. It allows to quantify post-calibration parameter and prediction uncertainty and is more accurate than ensemble Kalman filtering or linearized methods. Through this combination, we obtain a statistical method for history matching that is accurate, yet has a computational speed that is more than sufficient to be developed towards real-time application. We motivate and demonstrate our method on the problem of CO2 storage in geological formations, using a low-parametric homogeneous 3D benchmark problem. In a synthetic case study, we update the parameters of a CO2/brine multiphase model on monitored pressure data during CO2 injection. 相似文献
9.
Some studies suggest that creep parameters should be determined using a greater quantity of creep test data to provide more reliable prediction regarding the deformation of soft soils. This study aims to investigate the effect of loading duration on model updating. One‐dimensional consolidation data of intact Vanttila clay under different loading durations collected from the literature is used for demonstration. The Bayesian probabilistic method is used to identify all unknown parameters based on the consolidation data during the entire consolidation process, and their uncertainty can be quantified through the obtained posterior probability density functions. Additionally, the optimal models are also determined from among 9 model candidates. The analyses indicate that the optimal models can describe the creep behavior of intact soft soils under different loading durations, and the adopted method can evaluate the effect of loading duration on uncertainty in the creep analysis. The uncertainty of a specific model and its model parameters decreases as more creep data are involved in the updating process, and the updated models that use more creep data can better capture the deformation behavior of an intact sample. The proposed method can provide quantified uncertainty in the process of model updating and assist engineers to decide whether the creep test data are sufficient for the creep analysis. 相似文献
10.
贝叶斯网络在水资源管理中的应用 总被引：3，自引：0，他引：3
为了解决水资源管理中具有不确定性的多目标决策问题,将贝叶斯网络方法引入水资源管理中。通过对实例系统中变量间相互关系的分析,构建描述变量间不确定性关系的贝叶斯网络模型,其中包括表示其依赖关系的有向无环图和表示其具体概率依赖程度的条件概率表,并在6个目标变量均达到预期目标的前提下进行概率推理。实例结果表明：当补偿款数额增加到500元/亩时,所有的目标变量均可达到最优,因此确定出政府应给农民补偿款的数额为500元/亩的合理水资源决策方案。贝叶斯网络以图模型的方式直观地表达了实例系统中变量之间的不确定性关系,概率推理的结果兼顾了环境效益以及农民的利益,使多个预期目标均达到了最优,有效地解决了水资源管理中具有不确定性的多目标决策问题。 相似文献
11.
Site response analysis is crucial to define the seismic hazard and distribution of damage during earthquakes. The equivalent-linear (EQL) is a numerical method widely investigated and used for site response analysis. Because several sources of uncertainty are involved in this type of analysis, parameters defining the numerical models need to be identified from in-situ measurements. In this paper, a Bayesian inference method to estimate the expected values and covariance matrix of the model parameters is presented. The methodology uses data from downhole arrays recorded during earthquakes. Two numerical applications show the good performance and prediction capabilities of the proposed approach. 相似文献
12.
A method based on Bayesian techniques has been applied to evaluate the seismic hazard in the two test areas selected by the participants in the ESC/SC8-TERESA project: Sannio-Matese in Italy and the northern Rhine region (BGN). A prior site occurrence model (prior SOM) is obtain from a seismicity distribution modeled in wide seismic sources. The posterior occurrence model (posterior SOM) is calculated after a Bayesian correction which, basically, recovers the spatial information of the epicenter distribution and considers attenuation and location errors, not using source zones. The uncertainties of the occurrence probabilities are evaluated in both models.The results are displayed in terms of probability and variation coefficient contour maps for a chosen intensity level, and with plots of mean return period versus intensity in selected test sites, including the 90% probability intervals.It turns out that the posterior SOM gives a better resolution in the probability estimate, decreasing its uncertainty, especially in low seismic activity regions. 相似文献
13.
Parameter identification is one of the key elements in the construction of models in geosciences. However, inherent difficulties
such as the instability of ill-posed problems or the presence of multiple local optima may impede the execution of this task.
Regularization methods and Bayesian formulations, such as the maximum a posteriori estimation approach, have been used to
overcome those complications. Nevertheless, in some instances, a more in-depth analysis of the inverse problem is advisable
before obtaining estimates of the optimal parameters. The Markov Chain Monte Carlo (MCMC) methods used in Bayesian inference
have been applied in the last 10 years in several fields of geosciences such as hydrology, geophysics or reservoir engineering.
In the present paper, a compilation of basic tools for inference and a case study illustrating the practical application of
them are given. Firstly, an introduction to the Bayesian approach to the inverse problem is provided together with the most
common sampling algorithms with MCMC chains. Secondly, a series of estimators for quantities of interest, such as the marginal
densities or the normalization constant of the posterior distribution of the parameters, are reviewed. Those reduce the computational
cost significantly, using only the time needed to obtain a sample of the posterior probability density function. The use of
the information theory principles for the experimental design and for the ill-posedness diagnosis is also introduced. Finally,
a case study based on a highly instrumented well test found in the literature is presented. The results obtained are compared
with the ones computed by the maximum likelihood estimation approach. 相似文献
14.
Some Bayesian methods of dealing with inaccurate or vague data are introduced in the framework of seismic hazard assessment. Inaccurate data affected by heterogeneous errors are modeled by a probability distribution instead of the usual value plus a random error representation; these data are generically called imprecise. The earthquake size and the number of events in a certain time are modeled as imprecise data. Imprecise data allow us to introduce into the estimation procedures the uncertainty inherent in the inaccuracy and heterogeneity of the measuring systems from which the data were obtained. The problem of estimating the parameter of a Poisson process is shown to be feasible by the use of Bayesian techniques and imprecise data. This background technique can be applied to a general problem of seismic hazard estimation. Initially, data in a regional earthquake catalog are assumed imprecise both in size and location (i.e errors in the epicenter or spreading over a given source). By means of scattered attenuation laws, the regional catalog can be translated into a so-called site catalog of imprecise events. The site catalog is then used to estimate return periods or occurrence probabilities, taking into account all sources of uncertainty. Special attention is paid to priors in the Bayesian estimation. They can be used to introduce additional information as well as scattered frequency-size laws for local events. A simple example is presented to illustrate the capabilities of this methodology. 相似文献
15.
There is growing interest in the use of back‐propagation neural networks to model non‐linear multivariate problems in geotehnical engineering. To overcome the shortcomings of the conventional back‐propagation neural network, such as overfitting, where the neural network learns the spurious details and noise in the training examples, a hybrid back‐propagation algorithm has been developed. The method utilizes the genetic algorithms search technique and the Bayesian neural network methodology. The genetic algorithms enhance the stochastic search to locate the global minima for the neural network model. The Bayesian inference procedures essentially provide better generalization and a statistical approach to deal with data uncertainty in comparison with the conventional back‐propagation. The uncertainty of data can be indicated using error bars. Two examples are presented to demonstrate the convergence and generalization capabilities of this hybrid algorithm. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
16.
Farmland expansion prediction at a pastoral village in northeastern China: a spatially explicit targeting approach 总被引：1，自引：0，他引：1
Farmland expansion is one of the main causes of steppe loss in northern China. However, an effective land-use change prediction
approach has not been available. A spatially explicit approach designed for identifying the trend of farmland expansion at
the village scale was provided here. The first probability estimate model was generated by indicator kriging to predict farmland
expansion, and the second was generated using multilevel modeling techniques to identify the causal relationships of farmland
expansion. The two models were integrated by using Bayesian inference to eliminate the disadvantages of the two modelings. 相似文献
17.
考虑污染源强随机变化和感潮河流潮周期内动态水文条件对水质的影响,建立了优化污染负荷分配的流域水质管理模型。模型以总的允许排污量最大为目标函数,流域的水质控制点达标为约束条件。假设排污量是服从对数正态分布的随机变量,并且以潮周期内水质达标的概率作为衡量控制点达标的依据。采用遗传算法对该随机规划模型进行求解。研究结果表明,污染负荷优化分配结果能够满足随机条件下的水质达标率要求,并且与传统的确定性线性规划模型的分配结果相比有着明显差别。同时证实了遗传算法能够有效地解决复杂的随机规划模型。 相似文献
18.
采用贝叶斯概率水文预报理论制订水电站水库中长期径流预报模型,以概率分布的形式定量地描述水文预报的不确定度,探索概率水文预报理论及其应用价值。采用气象因子灰关联预报模型处理输入因子的不确定度,将实时气象信息和历史水文资料有效结合,突破传统确定性预报方法在信息利用和样本学习方面的局限性,以提高水文预报的精确度。以丰满水电厂水库为例对所建模型进行检验,模拟计算结果表明,该模型与确定性径流预报方法相比,不仅有利于决策人员定量考虑不确定性,而且在期望意义上提高了径流预报精度,具有较高的应用价值。 相似文献
19.
We consider point processes defined on the space–time domain which model physical processes characterized qualitatively by the gradual increase over time in some energy until a threshold is reached, after which, an event causing the loss of energy occurs. The risk function will, therefore, increase piecewise with sudden drops in correspondence to each event. This kind of behaviour is described by Reid's theory of elastic rebound in the earthquake generating process where the quantity that is accumulated is the strain energy or stress due to the relative movement of tectonic plates. The complexity and the intrinsic randomness of the phenomenon call for probabilistic models; in particular the stochastic translation of Reid's theory is given by stress release models. In this article we use such models to assess the time-dependent seismic hazard of the seismogenic zone of the Corinthos Gulf. For each event we consider the occurrence time and the magnitude, which is modelled by a probability distribution depending on the stress level present in the region at any instant. Hence we are dealing here with a marked point process. We perform the Bayesian analysis of this model by applying the stochastic simulation methods based on the generation of Markov chains, the so called Markov chain Monte Carlo (MCMC) methods, which allow one to reconcile the model's complexity with the computational burden of the inferential procedure. Stress release and Poisson models are compared on the basis of the Bayes factor. 相似文献
20.
Estimation of Hydraulic Conductivity and Its Uncertainty from Grain-Size Data Using GLUE and Artificial Neural Networks 总被引：4，自引：0，他引：4
Bart Rogiers Dirk Mallants Okke Batelaan Matej Gedeon Marijke Huysmans Alain Dassargues 《Mathematical Geosciences》2012,44(6):739-763
Various approaches exist to relate saturated hydraulic conductivity (K s) to grain-size data. Most methods use a single grain-size parameter and hence omit the information encompassed by the entire grain-size distribution. This study compares two data-driven modelling methods??multiple linear regression and artificial neural networks??that use the entire grain-size distribution data as input for K s prediction. Besides the predictive capacity of the methods, the uncertainty associated with the model predictions is also evaluated, since such information is important for stochastic groundwater flow and contaminant transport modelling. Artificial neural networks (ANNs) are combined with a generalised likelihood uncertainty estimation (GLUE) approach to predict K s from grain-size data. The resulting GLUE-ANN hydraulic conductivity predictions and associated uncertainty estimates are compared with those obtained from the multiple linear regression models by a leave-one-out cross-validation. The GLUE-ANN ensemble prediction proved to be slightly better than multiple linear regression. The prediction uncertainty, however, was reduced by half an order of magnitude on average, and decreased at most by an order of magnitude. This demonstrates that the proposed method outperforms classical data-driven modelling techniques. Moreover, a comparison with methods from the literature demonstrates the importance of site-specific calibration. The data set used for this purpose originates mainly from unconsolidated sandy sediments of the Neogene aquifer, northern Belgium. The proposed predictive models are developed for 173 grain-size K s-pairs. Finally, an application with the optimised models is presented for a borehole lacking K s data. 相似文献