An efficient and robust sampler for Bayesian inference: Transitional Ensemble Markov Chain Monte Carlo

2022 ◽  
Vol 167 ◽  
pp. 108471
Author(s):  
Adolphus Lye ◽  
Alice Cicirello ◽  
Edoardo Patelli
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Bayesian Inference

scholarly journals Bayesian Inference and Markov Chain Monte Carlo Sampling to Reconstruct a Contaminant Source on a Continental Scale

2008 ◽  
Vol 47 (10) ◽  
pp. 2600-2613 ◽  
Author(s):  
Luca Delle Monache ◽  
Julie K. Lundquist ◽  
Branko Kosović ◽  
Gardar Johannesson ◽  
Kathleen M. Dyer ◽  
...  
Keyword(s):  
Monte Carlo ◽  
Markov Chain ◽  
Markov Chain Monte Carlo ◽  
Bayesian Inference ◽  
Emergency Response ◽  
Source Parameters ◽  
Release Time ◽  
Stochastic Algorithm ◽  
Continental Scale ◽  
Source Geometry

Abstract A methodology combining Bayesian inference with Markov chain Monte Carlo (MCMC) sampling is applied to a real accidental radioactive release that occurred on a continental scale at the end of May 1998 near Algeciras, Spain. The source parameters (i.e., source location and strength) are reconstructed from a limited set of measurements of the release. Annealing and adaptive procedures are implemented to ensure a robust and effective parameter-space exploration. The simulation setup is similar to an emergency response scenario, with the simplifying assumptions that the source geometry and release time are known. The Bayesian stochastic algorithm provides likely source locations within 100 km from the true source, after exploring a domain covering an area of approximately 1800 km × 3600 km. The source strength is reconstructed with a distribution of values of the same order of magnitude as the upper end of the range reported by the Spanish Nuclear Security Agency. By running the Bayesian MCMC algorithm on a large parallel cluster the inversion results could be obtained in few hours as required for emergency response to continental-scale releases. With additional testing and refinement of the methodology (e.g., tests that also include the source geometry and release time among the unknown source parameters), as well as with the continuous and rapid growth of computational power, the approach can potentially be used for real-world emergency response in the near future.

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