Sequential sampling to contour an uncertain function |
| |
| Authors: | Daniele Veneziano and Peter K Kitanidis |
| |
| Institution: | (1) Department of Civil Engineering, Massachusetts Institute of Technology, 02139 Cambridge, Massachusetts, USA;(2) Institute of Hydraulic Research, University of Iowa, 52242 Iowa City, Iowa, USA |
| |
| Abstract: | Sampling exploration of uncertain functions to locate critical contour levels is most effective if sampling decisions are made sequentially. A simple sequential exploration strategy, based on pseudo-Bayesian second-moment analysis, is proposed and compared with non-sequential systematic sampling. Repeated application to functions simulated pseudorandomly from stationary random processes on the line and on the plane indicates uniform superiority of the sequential strategy. The method is particularly advantageous when the function of interest,h(X), has an uncertain trend, and in general when the random process that quantifies prior uncertainty onh(X) is highly correlated. |
| |
| Keywords: | geostatistics resource estimation geoexploration sampling |
| 本文献已被 SpringerLink 等数据库收录！ |
|
