Bayesian methodology in the stochastic event reconstruction problems
نویسندگان
چکیده
In many areas of application it is important to estimate unknown model parameters in order to model precisely the underlying dynamics of a physical system. In this context the Bayesian approach is a powerful tool to combine observed data along with prior knowledge to gain a current (probabilistic) understanding of unknown model parameters. We have applied the methodology combining Bayesian inference with Sequential Monte Carlo (SMC) to the problem of the atmospheric contaminant source localization. The algorithm input data are the on-line arriving information about concentration of given substance registered by the downwind distributed sensor’s network. We have proposed the different version of the Hybrid SMC along with Markov Chain Monte Carlo (MCMC) algorithms and examined its effectiveness to estimate the probabilistic distributions of atmospheric release parameters.
منابع مشابه
Stochastic Event Reconstruction of Atmospheric Contaminant Dispersion Using Bayesian Inference
Environmental sensors have been deployed in various cities for early detection of contaminant releases into the atmosphere. Event reconstruction and improved dispersion modeling capabilities are needed to estimate the extent of contamination, which is required to implement effective strategies in emergency management. To this end, a stochastic event reconstruction capability that can process in...
متن کاملA Computational Statistics Approach to Stochastic Inverse Problems and Uncertainty Quantification in Heat Transfer
As most engineering systems and processes operate in an uncertain environment, it becomes increasingly important to address their analysis and inverse design in a stochastic manner using statistical data-driven methods. Recent advances in computational Bayesian and spatial statistics enable complete and efficient solution procedures to such problems. Herein, a novel framework based on Bayesian ...
متن کاملAnalysis of Dependency Structure of Default Processes Based on Bayesian Copula
One of the main problems in credit risk management is the correlated default. In large portfolios, computing the default dependencies among issuers is an essential part in quantifying the portfolio's credit. The most important problems related to credit risk management are understanding the complex dependence structure of the associated variables and lacking the data. This paper aims at introdu...
متن کاملJoint Bayesian Stochastic Inversion of Well Logs and Seismic Data for Volumetric Uncertainty Analysis
Here in, an application of a new seismic inversion algorithm in one of Iran’s oilfields is described. Stochastic (geostatistical) seismic inversion, as a complementary method to deterministic inversion, is perceived as contribution combination of geostatistics and seismic inversion algorithm. This method integrates information from different data sources with different scales, as prior informat...
متن کاملUnmanned aerial vehicle field sampling and antenna pattern reconstruction using Bayesian compressed sensing
Antenna 3D pattern measurement can be a tedious and time consuming task even for antennas with manageable sizes inside anechoic chambers. Performing onsite measurements by scanning the whole 4π [sr] solid angle around the antenna under test (AUT) is more complicated. In this paper, with the aim of minimum duration of flight, a test scenario using unmanned aerial vehicles (UAV) is proposed. A pr...
متن کامل