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An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

机译:地下水反应输运模型中贝叶斯推理的自适应稀疏网格高阶随机配置方法

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摘要

[1] Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.
机译:[1]贝叶斯分析对于地下水建模中的不确定性量化已变得至关重要,但其应用受到与探索模型参数的后验概率密度函数(PPDF)所需的大量模型执行相关的计算成本的阻碍。当使用马尔可夫链蒙特卡洛(MCMC)采样估计PPDF时尤其如此。在这项研究中,开发了一种新方法来通过使用自适应稀疏网格高阶随机配置(aSG-hSC)方法构造PPDF的替代物来提高贝叶斯推理的计算效率。与以前的使用一阶分层基础的工作不同,本文利用紧凑支持的高阶分层基础来构建代理系统,从而大大减少了所需模型执行的数量。另外,使用分层剩余作为误差指示符允许在参数空间中对稀疏网格进行局部自适应细化,这进一步提高了计算效率。为了有效地构建具有多个有效模式的PPDF替代系统,使用了优化技术来识别这些模式,为此定义了高概率区域并构建了aSG-hSC近似的分量。确定代理后,无需模型执行即可直接对代理系统进行采样来评估PPDF,与传统的MCMC相比,基于代理的MCMC的效率有所提高。使用两种合成地下水反应性运输模型对开发的方法进行了评估。第一个示例涉及耦合线性反应,并演示了我们的高阶层次基础方法在逼近高维后验分布中的准确性。第二个示例由于铀表面络合的反应而具有高度非线性,并演示了迭代aSG-hSC方法如何能够捕获由模型非线性引起的PPDF的多峰和非高斯特征。两项实验均表明,aSG-hSC是一种有效的贝叶斯推理工具。

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  • 来源
    《Water resources research》 |2013年第10期|6871-6892|共22页
  • 作者单位

    Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee, USA;

    Department of Scientific Computing, Florida State University, Tallahassee, Florida, USA;

    Department of Scientific Computing, Florida State University, 489 Dirac Science Library, Tallahassee, FL 32306-4120, USA;

    Department of Scientific Computing, Florida State University, Tallahassee, Florida, USA;

    Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, Tennessee, USA;

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