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DOI10.1002/2017WR020782
Improved Nested Sampling and Surrogate-Enabled Comparison With Other Marginal Likelihood Estimators
Zeng, Xiankui1; Ye, Ming2; Wu, Jichun1; Wang, Dong1; Zhu, Xiaobin1
2018-02-01
发表期刊WATER RESOURCES RESEARCH
ISSN0043-1397
EISSN1944-7973
出版年2018
卷号54期号:2页码:797-826
文章类型Article
语种英语
国家Peoples R China; USA
英文摘要

Estimating marginal likelihood is of central importance to Bayesian model selection and/or model averaging. The nested sampling method has been recently used together with the Metropolis-Hasting (M-H) sampling algorithm for estimating marginal likelihood. This study develops a new implementation of nested sampling by using the DiffeRential Evolution Adaptive Metropolis (DREAMzs) sampling algorithm. The two implementations of nested sampling are evaluated for four models of a synthetic groundwater flow modeling. The DREAMzs-based nested sampling outperforms the M-H-based nested sampling in terms of their accuracy, convergence, efficiency, and stability, which is attributed to the fact that DREAMzs is more robust than M-H for parameter sampling. The nested sampling method is also compared with four other methods (arithmetic mean, harmonic mean, stabilized harmonic mean, and thermodynamic integration) commonly used for estimating marginal likelihood and posterior probability of the four groundwater models. The comparative study requires hundreds of millions of model executions, which would not be possible without using surrogate models to replace the original models. Using the arithmetic mean estimator as the reference, the comparison reveals that thermodynamic integration outperforms nested sampling in terms of accuracy and stability, whereas nested sampling is more computationally efficient to reach to convergence. The harmonic mean and stabilized harmonic mean methods give the worst marginal likelihood estimation. Accurate marginal likelihood estimation is important for accurate estimation of posterior model probability and better predictive performance of Bayesian model averaging.


领域资源环境
收录类别SCI-E
WOS记录号WOS:000428474500009
WOS关键词GROUNDWATER REACTIVE TRANSPORT ; MONTE-CARLO-SIMULATION ; STOCHASTIC COLLOCATION METHOD ; BAYESIAN EXPERIMENTAL-DESIGN ; PILOT POINT METHODOLOGY ; MODEL SELECTION ; UNCERTAINTY ASSESSMENT ; AUTOMATED CALIBRATION ; TRANSMISSIVITY FIELDS ; ENSEMBLE
WOS类目Environmental Sciences ; Limnology ; Water Resources
WOS研究方向Environmental Sciences & Ecology ; Marine & Freshwater Biology ; Water Resources
引用统计
文献类型期刊论文
条目标识符http://119.78.100.173/C666/handle/2XK7JSWQ/19958
专题资源环境科学
作者单位1.Nanjing Univ, Sch Earth Sci & Engn, Key Lab Surficial Geochem, Minist Educ, Nanjing, Jiangsu, Peoples R China;
2.Florida State Univ, Dept Earth Ocean & Atmospher Sci, Tallahassee, FL 32306 USA
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GB/T 7714
Zeng, Xiankui,Ye, Ming,Wu, Jichun,et al. Improved Nested Sampling and Surrogate-Enabled Comparison With Other Marginal Likelihood Estimators[J]. WATER RESOURCES RESEARCH,2018,54(2):797-826.
APA Zeng, Xiankui,Ye, Ming,Wu, Jichun,Wang, Dong,&Zhu, Xiaobin.(2018).Improved Nested Sampling and Surrogate-Enabled Comparison With Other Marginal Likelihood Estimators.WATER RESOURCES RESEARCH,54(2),797-826.
MLA Zeng, Xiankui,et al."Improved Nested Sampling and Surrogate-Enabled Comparison With Other Marginal Likelihood Estimators".WATER RESOURCES RESEARCH 54.2(2018):797-826.
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