Parameter uncertainty with flow variation of the one-dimensional solute transport model for small streams using Markov chain Monte Carlo

2019 ◽  
Vol 575 ◽  
pp. 1145-1154 ◽  
Author(s):  
S.M. Masud Rana ◽  
Dominic L. Boccelli ◽  
Durelle T. Scott ◽  
Erich T. Hester
Author(s):  
Junhong Liu ◽  
Huapeng Wu ◽  
Heikki Handroos ◽  
Heikki Haario

A parameter estimation method is presented by an example of an electrohydraulic position servo. The method is based on the Markov chain Monte Carlo approach. The method allows utilization of noisy measurement data in identification process, making use of original physical data possible without the requirement of a filter. The method seeks for the best fitting point estimate of the unknown model parameter vector, but the solution to the parameter estimation problem is given as a statistical distribution that contains “all” the possible parameter combinations. The robustness of the model developed with the proposed method is further demonstrated by verification in operating conditions that are independent of each other and the one used in the identification step. Results show that the system model with the hybrid leakage formula for the studied valve describes the system dynamics more precisely and matches the real responses better.


2013 ◽  
Vol 46 (2) ◽  
pp. 404-414 ◽  
Author(s):  
Sudeshna Paul ◽  
Alan M. Friedman ◽  
Chris Bailey-Kellogg ◽  
Bruce A. Craig

The interatomic distance distribution,P(r), is a valuable tool for evaluating the structure of a molecule in solution and represents the maximum structural information that can be derived from solution scattering data without further assumptions. Most current instrumentation for scattering experiments (typically CCD detectors) generates a finely pixelated two-dimensional image. In continuation of the standard practice with earlier one-dimensional detectors, these images are typically reduced to a one-dimensional profile of scattering intensities,I(q), by circular averaging of the two-dimensional image. Indirect Fourier transformation methods are then used to reconstructP(r) fromI(q). Substantial advantages in data analysis, however, could be achieved by directly estimating theP(r) curve from the two-dimensional images. This article describes a Bayesian framework, using a Markov chain Monte Carlo method, for estimating the parameters of the indirect transform, and thusP(r), directly from the two-dimensional images. Using simulated detector images, it is demonstrated that this method yieldsP(r) curves nearly identical to the referenceP(r). Furthermore, an approach for evaluating spatially correlated errors (such as those that arise from a detector point spread function) is evaluated. Accounting for these errors further improves the precision of theP(r) estimation. Experimental scattering data, where no ground truth referenceP(r) is available, are used to demonstrate that this method yields a scattering and detector model that more closely reflects the two-dimensional data, as judged by smaller residuals in cross-validation, thanP(r) obtained by indirect transformation of a one-dimensional profile. Finally, the method allows concurrent estimation of the beam center andDmax, the longest interatomic distance inP(r), as part of the Bayesian Markov chain Monte Carlo method, reducing experimental effort and providing a well defined protocol for these parameters while also allowing estimation of the covariance among all parameters. This method provides parameter estimates of greater precision from the experimental data. The observed improvement in precision for the traditionally problematicDmaxis particularly noticeable.


2012 ◽  
Vol 140 (6) ◽  
pp. 1957-1974 ◽  
Author(s):  
Derek J. Posselt ◽  
Craig H. Bishop

Abstract This paper explores the temporal evolution of cloud microphysical parameter uncertainty using an idealized 1D model of deep convection. Model parameter uncertainty is quantified using a Markov chain Monte Carlo (MCMC) algorithm. A new form of the ensemble transform Kalman smoother (ETKS) appropriate for the case where the number of ensemble members exceeds the number of observations is then used to obtain estimates of model uncertainty associated with variability in model physics parameters. Robustness of the parameter estimates and ensemble parameter distributions derived from ETKS is assessed via comparison with MCMC. Nonlinearity in the relationship between parameters and model output gives rise to a non-Gaussian posterior probability distribution for the parameters that exhibits skewness early and multimodality late in the simulation. The transition from unimodal to multimodal posterior probability density function (PDF) reflects the transition from convective to stratiform rainfall. ETKS-based estimates of the posterior mean are shown to be robust, as long as the posterior PDF has a single mode. Once multimodality manifests in the solution, the MCMC posterior parameter means and variances differ markedly from those from the ETKS. However, it is also shown that if the ETKS is given a multimode prior ensemble, multimodality is preserved in the ETKS posterior analysis. These results suggest that the primary limitation of the ETKS is not the inability to deal with multimodal, non-Gaussian priors. Rather it is the inability of the ETKS to represent posterior perturbations as nonlinear functions of prior perturbations that causes the most profound difference between MCMC posterior PDFs and ETKS posterior PDFs.


2010 ◽  
Vol 221 (10) ◽  
pp. 1337-1347 ◽  
Author(s):  
Damian Clancy ◽  
Jason E. Tanner ◽  
Stephen McWilliam ◽  
Matthew Spencer

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