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DOI10.1029/2018WR024240
Incorporating Posterior-Informed Approximation Errors Into a Hierarchical Framework to Facilitate Out-of-the-BoxMCMC Sampling for Geothermal Inverse Problems and Uncertainty Quantification
Maclaren, Oliver J.; 39;Sullivan, John P.; 39;Sullivan, Michael J.
2020
发表期刊WATER RESOURCES RESEARCH
ISSN0043-1397
EISSN1944-7973
出版年2020
卷号56期号:1
文章类型Article
语种英语
国家New Zealand
英文摘要

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, "out-of-the-box" Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by using suitable approximations. To do this, we first show how to pose both the inverse and prediction problems in a hierarchical Bayesian framework. We then show how to incorporate so-called posterior-informed model approximation error into this hierarchical framework, using a modified form of the Bayesian approximation error approach. This enables the use of a "coarse," approximate model in place of a finer, more expensive model, while accounting for the additional uncertainty and potential bias that this can introduce. Our method requires only simple probability modeling, a relatively small number of fine model simulations and only modifies the target posterior-any standard MCMC sampling algorithm can be used to sample the new posterior. These corrections can also be used in methods that are not based on MCMC sampling. We show that our approach can achieve significant computational speedups on two geothermal test problems. We also demonstrate the dangers of naively using coarse, approximate models in place of finer models, without accounting for the induced approximation errors. The naive approach tends to give overly confident and biased posteriors while incorporating Bayesian approximation error into our hierarchical framework corrects for this while maintaining computational efficiency and ease of use.


领域资源环境
收录类别SCI-E
WOS记录号WOS:000520132500033
WOS关键词CHAIN MONTE-CARLO ; BAYESIAN CALIBRATION ; NATURAL STATE ; MODELS ; MCMC
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/280474
专题资源环境科学
作者单位Univ Auckland, Dept Engn Sci, Auckland, New Zealand
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GB/T 7714
Maclaren, Oliver J.,39;Sullivan, John P.,39;Sullivan, Michael J.. Incorporating Posterior-Informed Approximation Errors Into a Hierarchical Framework to Facilitate Out-of-the-BoxMCMC Sampling for Geothermal Inverse Problems and Uncertainty Quantification[J]. WATER RESOURCES RESEARCH,2020,56(1).
APA Maclaren, Oliver J.,39;Sullivan, John P.,&39;Sullivan, Michael J..(2020).Incorporating Posterior-Informed Approximation Errors Into a Hierarchical Framework to Facilitate Out-of-the-BoxMCMC Sampling for Geothermal Inverse Problems and Uncertainty Quantification.WATER RESOURCES RESEARCH,56(1).
MLA Maclaren, Oliver J.,et al."Incorporating Posterior-Informed Approximation Errors Into a Hierarchical Framework to Facilitate Out-of-the-BoxMCMC Sampling for Geothermal Inverse Problems and Uncertainty Quantification".WATER RESOURCES RESEARCH 56.1(2020).
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