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61.
62.
Shivam Tripathi Rao S. Govindaraju 《Stochastic Environmental Research and Risk Assessment (SERRA)》2007,21(6):747-764
Recent advances in statistical learning theory have yielded tools that are improving our capabilities for analyzing large
and complex datasets. Among such tools, relevance vector machines (RVMs) are finding increasing applications in hydrology
because of (1) their excellent generalization properties, and (2) the probabilistic interpretation associated with this technique
that yields prediction uncertainty. RVMs combine the strengths of kernel-based methods and Bayesian theory to establish relationships
between a set of input vectors and a desired output. However, a bias–variance analysis of RVM estimates revealed that a careful
selection of kernel parameters is of paramount importance for achieving good performance from RVMs. In this study, several
analytic methods are presented for selection of kernel parameters. These methods rely on structural properties of the data
rather than expensive re-sampling approaches commonly used in RVM applications. An analytical expression for prediction risk
in leave-one-out cross validation is derived. For brevity, the effectiveness of the proposed methods is assessed first by
data generated from the benchmark sinc function, followed by an example involving estimation of hydraulic conductivity values
over a field based on observations. It is shown that a straightforward maximization of likelihood function can lead to misleading
results. The proposed methods are found to yield robust estimates of parameters for kernel functions. 相似文献
63.
Some geological events occur infrequently but still have a significant impact upon reservoir characteristics. By their very nature, however, it can be difficult to properly estimate the proportions of uncommon events because they may not appear during limited sampling. For example, even with 40 observations and an event proportion of 0.05, there is a 0.13 chance that no events will be observed. We provide some results and guidance concerning methods to estimate proportions when such events are not detected. Two cases are discussed, estimating proportions without errors in identification and estimating proportions when errors may arise. It is well-known that the distribution of possible proportions in the error-free case can be calculated using Bayesian analysis. If one assumes a standard uniform distribution as the prior for the proportion, Bayesian analysis gives a Beta distribution for the posterior. The situation becomes more complicated, however, when detection errors are included; the true proportion has a distribution consisting of several Beta distributions. The difference in results between the error-free and with-error situations can be considerable. For example, when 10 error-free observations are made and no uncommon events are detected, there is a 0.50 chance that the true proportion exceeds 0.06 and a 0.10 chance that it exceeds 0.19. Including the effects of erroneous identifications, however, increases the median proportion to 0.09 and the upper decile to 0.27. We also examine the case where there may be prior geological information, which can be incorporated by amending the prior distribution of the proportion. We find that the use of such a prior makes little difference unless there are very few observations or there are major differences between the anticipated and the observed proportions. 相似文献
64.
65.
A Bayesian/maximum-entropy view to the spatial estimation problem 总被引:12,自引:0,他引:12
George Christakos 《Mathematical Geology》1990,22(7):763-777
The purpose of this paper is to stress the importance of a Bayesian/maximum-entropy view toward the spatial estimation problem. According to this view, the estimation equations emerge through a process that balances two requirements: High prior information about the spatial variability and high posterior probability about the estimated map. The first requirement uses a variety of sources of prior information and involves the maximization of an entropy function. The second requirement leads to the maximization of a so-called Bayes function. Certain fundamental results and attractive features of the proposed approach in the context of the random field theory are discussed, and a systematic spatial estimation scheme is presented. The latter satisfies a variety of useful properties beyond those implied by the traditional stochastic estimation methods. 相似文献
66.
67.
岩体结构面倾向参数概率分布函数改进的Bayes推断方法 总被引:6,自引:2,他引:4
三峡船闸是世界上最大的船闸。该地区断层及节理比较发育,且具有一定的随机统计性,它对岩体力学性质起重要的控制作用。为了研究节理倾向的概率分布特征,本文引入以Bayes 最小熵优度比较检验为基础的概率分布的改进Bayes 统计推断方法,基于三峡工程永久船闸节理岩体3373 条结构面的实测参数,就对岩体力学性质起控制作用的各组结构面的倾向参数的概率分布进行了研究。文章最后还讨论了推断的最优分布参数,估计了结构面参数的检验误差范围。 相似文献
68.
Examining Risk in Mineral Exploration 总被引:4,自引:0,他引:4
Successful mineral exploration strategy requires identification of some of the risk sources and considering them in the decision-making process so that controllable risk can be reduced. Risk is defined as chance of failure or loss. Exploration is an economic activity involving risk and uncertainty, so risk also must be defined in an economic context. Risk reduction can be addressed in three fundamental ways: (1) increasing the number of examinations; (2) increasing success probabilities; and (3) changing success probabilities per test by learning. These provide the framework for examining exploration risk. First, the number of prospects examined is increased, such as by joint venturing, thereby reducing chance of gambler's ruin. Second, success probability is increased by exploring for deposit types more likely to be economic, such as those with a high proportion of world-class deposits. For example, in looking for 100+ ton (>3 million oz) Au deposits, porphyry Cu-Au, or epithermal quartz alunite Au types require examining fewer deposits than Comstock epithermal vein and most other deposit types. For porphyry copper exploration, a strong positive relationship between area of sulfide minerals and deposits' contained Cu can be used to reduce exploration risk by only examining large sulfide systems. In some situations, success probabilities can be increased by examining certain geologic environments. Only 8% of kuroko massive sulfide deposits are world class, but success chances can be increased to about 15% by looking in settings containing sediments and rhyolitic rocks. It is possible to reduce risk of loss during mining by sequentially developing and expanding a mine—thus reducing capital exposed at early stages and reducing present value of risked capital. Because this strategy is easier to apply in some deposit types than in others, the strategy can affect deposit types sought. Third, risk is reduced by using prior information and by changing the independence of trials assumption, that is, by learning. Bayes' formula is used to change the probability of existence of the deposit sought on the basis of successive exploration stages. Perhaps the most important way to reduce exploration risk is to employ personnel with the appropriate experience and yet who are learning. 相似文献
69.
选取华北地区1990 ̄1998年8月较完整的水氡观测资料,笔者采用x^2统计检验法识别前兆异常,利用笔者建立的Bayes判别分析方法,对该地区水氡异常与中强震活动性的关系进行了内符检验和外推预测。在风险代价比Kdn取4的情况下,内符检验的有震报准率c为0.71,预报占时率b为0.33,R值可达0.38;外推有震报效率c为0.5,时空占有率0.05,R值为0.45,能够正确预测1998年1月10日张 相似文献
70.
常规AVO三参数反演通常存在密度反演不准确的问题,而密度参数对常规油气藏中的流体识别、流体饱和度计算、孔隙度计算以及非常规油气藏中TOC含量计算、裂缝预测等都至关重要,因此对于研究如何利用大偏移距振幅信息和富含密度信息的PS波地震资料来提高密度反演结果的稳定性和精度显得尤为重要.研究基于贝叶斯反演理论框架,引入三变量Cauchy分布先验约束,利用精确Zoeppritz方程构建了AVO三参数联合反演的目标函数,对目标函数进行Taylor二阶非线性简化,得到模型参数的迭代更新公式,实现了大偏移距地震振幅信息的利用和PP波、PS波联合反演.合成数据和实际地震数据的方法测试结果表明,新方法不仅可以直接反演纵波速度、横波速度和密度,而且还具有很高的精度,尤其是密度反演结果.基于合成数据的PP波、PS波单独反演结果与PP波和PS波联合反演结果对比显示,联合反演稳定性更好,精度更高,抗噪能力更强,验证了该方法的可行性和有效性.与基于Aki-Richards近似公式的反演结果对比表明,该反演方法具有更高的反演精度和更好的抗噪性. 相似文献