Stochastic seismic inversion using greedy annealed importance sampling

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Annealed importance sampling

Abstract. Simulated annealing — moving from a tractable distribution to a distribution of interest via a sequence of intermediate distributions — has traditionally been used as an inexact method of handling isolated modes in Markov chain samplers. Here, it is shown how one can use the Markov chain transitions for such an annealing sequence to define an importance sampler. The Markov chain aspec...

متن کامل

Annealed importance sampling of peptides.

Annealed importance sampling assigns equilibrium weights to a nonequilibrium sample that was generated by a simulated annealing protocol [R. M. Neal, Stat. Comput. 11, 125 (2001)]. The weights may then be used to calculate equilibrium averages, and also serve as an "adiabatic signature" of the chosen cooling schedule. In this paper we demonstrate the method on the 50-atom dileucine peptide and ...

متن کامل

Greedy Importance Sampling

I present a simple variation of importance sampling that explicitly searches for important regions in the target distribution. I prove that the technique yields unbiased estimates, and show empirically it can reduce the variance of standard Monte Carlo estimators. This is achieved by concentrating samples in more significant regions of the sample space.

متن کامل

Regularized Greedy Importance Sampling

Greedy importance sampling is an unbiased estimation technique that reduces the variance of standard importance sampling by explicitly searching for modes in the estimation objective. Previous work has demonstrated the feasibility of implementing this method and proved that the technique is unbiased in both discrete and continuous domains. In this paper we present a reformulation of greedy impo...

متن کامل

Annealed importance sampling of dileucine peptide

Annealed importance sampling is a means to assign equilibrium weights to a nonequilibrium sample that was generated by a simulated annealing protocol[1]. The weights may then be used to calculate equilibrium averages, and also serve as an “adiabatic signature” of the chosen cooling schedule. In this paper we demonstrate the method on the 50-atom dileucine peptide, showing that equilibrium distr...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Geophysics and Engineering

سال: 2016

ISSN: 1742-2132,1742-2140

DOI: 10.1088/1742-2132/13/5/786