Publication Notices

Notifications of New Publications Released by ERDC

Contact Us

      

  

    866.362.3732

   601.634.2355

 

ERDC Library Catalog

Not finding what you are looking for? Search the ERDC Library Catalog

Results:
Tag: Numerical analysis
Clear
  • PUBLICATION NOTICE: A Practical Two-Phase Approach to Improve the Reliability and Efficiency of Markov Chain Monte Carlo Directed Hydrologic Model Calibration

    ABSTRACT: Markov chain Monte Carlo (MCMC) methods are widely used in hydrology and other fields for posterior inference in a Bayesian framework. A properly constructed MCMC sampler is guaranteed to converge to the correct limiting distribution, but convergence can be very slow. While most research is focused on improving the proposal distribution used to generate trial moves in the Markov chain, this work instead focuses on efficiently finding an initial population for population-based MCMC samplers that will expedite convergence. Four case studies, including two hydrological models, are used to demonstrate that using multi-level single linkage implicit filtering stochastic global optimization to initialize the population both reduces the overall computational cost and significantly increases the chance of finding the correct limiting distribution within the constraint of a fixed computational budget.