Stochastic seismic inversion using greedy annealed importance sampling
نویسندگان
چکیده
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 کاملAnnealed 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 کاملGreedy 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 کاملRegularized 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 کاملAnnealed 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...
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ژورنال
عنوان ژورنال: Journal of Geophysics and Engineering
سال: 2016
ISSN: 1742-2132,1742-2140
DOI: 10.1088/1742-2132/13/5/786