共查询到19条相似文献,搜索用时 62 毫秒
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首先运用符号距离函数刻画河道的复杂几何形态,然后通过求解水平集演化方程和两步马尔科夫链蒙特卡罗(MCMC)算法拟合生产历史数据,逐步更新河道的边界.在两步MCMC方法的第一步,应用流线模拟计算的敏感性矩阵获取近似的似然函数,修改MCMC的推荐概率分布;第二步,为确保MCMC算法的严密性,对通过第一步的油藏模型进行完整的数值模拟以获取精准的似然函数,并用更改的接受概率作为模型接受的判断准则.最后通过二维计算实例验证该方法的有效性. 相似文献
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针对海中声源在海-气界面低频异常声透射问题, 根据两层媒质声传输模型, 分析了大气声速和密度与气压、气温、湿度及海水中声速和密度与海温、盐度间的关系, 研究了低频声透射和传输受温度、气压、盐度、湿度等因素的影响, 分析了各因素对声透射和传输的影响程度. 结果表明: 1) 声透射到大气中的声功率与气温、湿度负相关, 与海温、盐度、气压正相关; 2) 单极子与水平偶极子声源辐射到海中的声功率与海温、盐度负相关, 而垂直偶极子声源辐射到海中的声功率与海温、盐度正相关; 3) 声透射指向性与海温正相关, 与气温负相关; 4) 低频声透射受温度影响最大, 其次是盐度, 受气压和湿度影响较小, 垂直偶极子声源的声透射受温度影响大于水平偶极子和单极子声源. 相似文献
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We propose cube thinning, a novel method for compressing the output of an MCMC (Markov chain Monte Carlo) algorithm when control variates are available. It allows resampling of the initial MCMC sample (according to weights derived from control variates), while imposing equality constraints on the averages of these control variates, using the cube method (an approach that originates from survey sampling). The main advantage of cube thinning is that its complexity does not depend on the size of the compressed sample. This compares favourably to previous methods, such as Stein thinning, the complexity of which is quadratic in that quantity. 相似文献
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Recently, flow models parameterized by neural networks have been used to design efficient Markov chain Monte Carlo (MCMC) transition kernels. However, inefficient utilization of gradient information of the target distribution or the use of volume-preserving flows limits their performance in sampling from multi-modal target distributions. In this paper, we treat the training procedure of the parameterized transition kernels in a different manner and exploit a novel scheme to train MCMC transition kernels. We divide the training process of transition kernels into the exploration stage and training stage, which can make full use of the gradient information of the target distribution and the expressive power of deep neural networks. The transition kernels are constructed with non-volume-preserving flows and trained in an adversarial form. The proposed method achieves significant improvement in effective sample size and mixes quickly to the target distribution. Empirical results validate that the proposed method is able to achieve low autocorrelation of samples and fast convergence rates, and outperforms other state-of-the-art parameterized transition kernels in varieties of challenging analytically described distributions and real world datasets. 相似文献
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提出一种基于变分原理的估计混沌系统未知参数的方法,对以x= F(x,θ) 为控制方程的所有混沌系统具有普适性.首先将混沌系统方程引入到目标泛函中;接着利用变分原理导出了混沌系统的伴随方程和待辨识参数泛函梯度的通用公式;然后设计了估计混沌系统未知参数的算法;最后对典型的Lorenz混沌系统和超混沌Chen系统的未知参数进行了估计.数值仿真结果表明该方法是一种非常有效的估计混沌系统未知参数的方法.
关键词:
混沌系统
参数估计
变分方法
伴随方程 相似文献
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Modified variational iteration method for an El Ni no Southern Oscillation delayed oscillator 下载免费PDF全文
This paper studies a delayed air-sea coupled oscillator describing the physical mechanism of El Niño Southern Oscillation. The approximate expansions of the delayed differential equation's solution are obtained successfully by the modified variational iteration method. The numerical results illustrate the effectiveness and correctness of the method by comparing with the exact solution of the reduced model. 相似文献
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Random walk on distant mesh points Monte Carlo methods 总被引:1,自引:0,他引:1
A new technique for obtaining Monte Carlo algorithms based on the Markov chains with a finite number of states is suggested. Instead of the classical random walk on neighboring mesh points, a general way of constructing Monte Carlo algorithms that could be called random walk on distant mesh points is considered. It is applied to solve boundary value problems. The numerical examples indicate that the new methods are less laborious and therefore more efficient.In conclusion, we mention that all Monte Carlo algorithms are parallel and could be easily realized on parallel computers. 相似文献
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Michael Betancourt 《Annalen der Physik》2019,531(3)
From its inception in the 1950s to the modern frontiers of applied statistics, Markov chain Monte Carlo has been one of the most ubiquitous and successful methods in statistical computing. The development of the method in that time has been fueled by not only increasingly difficult problems but also novel techniques adopted from physics. Here, the history of Markov chain Monte Carlo is reviewed from its inception with the Metropolis method to the contemporary state‐of‐the‐art in Hamiltonian Monte Carlo, focusing on the evolving interplay between the statistical and physical perspectives of the method. 相似文献
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Hosey TP Harding SG Carpenter TA Ansorge RE Williams GB 《Magnetic resonance imaging》2008,26(2):236-245
A Markov chain Monte Carlo (MCMC) algorithm has been reported which is capable of determining the probabilistic orientation of two-fibre populations from high angular resolution diffusion-weighted data (HARDI). We present and critically discuss the application of this algorithm to in vivo human datasets acquired in clinically realistic times. We show that by appropriate model selection areas of multiple fibre populations can be identified that correspond with those predicted from known anatomy. Quantitative maps of fibre orientation probability are derived and shown for one- and two-fibre models of neural architecture. Fibre crossings in the pons, the internal capsule and the corona radiata are shown. In addition, we demonstrate that the relative proportion of anisotropic signal may be a more appropriate measure of anisotropy than summary measures derived from the tensor model such as fractional anisotropy in areas with multi-fibre populations. 相似文献