Modeling Uncertainty in Metric Space

Modeling Uncertainty in Metric Space
Author: Kwangwon Park
Publisher: Stanford University
Total Pages: 250
Release: 2011
Genre:
ISBN:

Modeling uncertainty for future prediction requires drawing multiple posterior models. Such drawing within a Bayesian framework is dependent on the likelihood (data-model relationship) as well as prior distribution of the model variables, For the uncertainty assessment in the Earth models, we propose the framework of Modeling Uncertainty in Metric Space (MUMS) to achieve this in a general way. MUMS constructs a metric space where the models are represented exclusively by a distance correlated with or equal to the difference in their responses (application-tailored distance). In the framework of MUMS, various operations are available: projection of metric space by multi-dimensional scaling, model expansion by kernel Karhunen-Loeve expansion, generation of additional prior model by solving the pre-image problem, and generation of multiple posterior models by solving the post-image problem. We propose a robust solution for the pre-image problem: geologically constrained optimization, which utilizes the probability perturbation method from the solution of the fixed-point iteration algorithm. Additionally, we introduce a so-called post-image problem for obtaining the feature expansion of the ''true Earth'' by defining a distance as the difference in their responses. The combination of geologically constrained optimization and the post-image problem efficiently generates multiple posterior Earth models constrained to prior geologic information, hard data, and nonlinear time-dependent data. The proposed method provides a realistic uncertainty model for future prediction, compared with the result of the rejection sampler. We also propose a metric ensemble Kalman filter (Metric EnKF), which applies the ensemble Kalman filter (EnKF) to the parameterizations by the kernel KL expansion in metric space. Metric EnKF overcomes some critical limitations of EnKF: it preserves prior geologic information; it creates a stable and consistent filtering. However, the results of Metric EnKF applied to various cases including the Brugge field-scale synthetic reservoir show the same problem as with the EnKF in general, that is, it does not provide a realistic uncertainty model.

Modeling Uncertainty in the Earth Sciences

Modeling Uncertainty in the Earth Sciences
Author: Jef Caers
Publisher: John Wiley & Sons
Total Pages: 294
Release: 2011-05-25
Genre: Science
ISBN: 1119998719

Modeling Uncertainty in the Earth Sciences highlights the various issues, techniques and practical modeling tools available for modeling the uncertainty of complex Earth systems and the impact that it has on practical situations. The aim of the book is to provide an introductory overview which covers a broad range of tried-and-tested tools. Descriptions of concepts, philosophies, challenges, methodologies and workflows give the reader an understanding of the best way to make decisions under uncertainty for Earth Science problems. The book covers key issues such as: Spatial and time aspect; large complexity and dimensionality; computation power; costs of 'engineering' the Earth; uncertainty in the modeling and decision process. Focusing on reliable and practical methods this book provides an invaluable primer for the complex area of decision making with uncertainty in the Earth Sciences.

Modeling Uncertainty

Modeling Uncertainty
Author: Moshe Dror
Publisher: Springer
Total Pages: 782
Release: 2019-11-05
Genre: Mathematics
ISBN: 0306481022

Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.

Advances in Soft Computing, Intelligent Robotics and Control

Advances in Soft Computing, Intelligent Robotics and Control
Author: János Fodor
Publisher: Springer Science & Business Media
Total Pages: 318
Release: 2014-03-20
Genre: Technology & Engineering
ISBN: 3319059459

Soft computing, intelligent robotics and control are in the core interest of contemporary engineering. Essential characteristics of soft computing methods are the ability to handle vague information, to apply human-like reasoning, their learning capability and ease of application. Soft computing techniques are widely applied in the control of dynamic systems, including mobile robots. The present volume is a collection of 20 chapters written by respectable experts of the fields, addressing various theoretical and practical aspects in soft computing, intelligent robotics and control. The first part of the book concerns with issues of intelligent robotics, including robust xed point transformation design, experimental verification of the input-output feedback linearization of differentially driven mobile robot and applying kinematic synthesis to micro electro-mechanical systems design. The second part of the book is devoted to fundamental aspects of soft computing. This includes practical aspects of fuzzy rule interpolation, subjective weights based meta learning in multi criteria decision making, swarm-based heuristics for an area exploration and knowledge driven adaptive product representations. The last part addresses different problems, issues and methods of applied mathematics. This includes perturbation estimates for invariant subspaces of Hessenberg matrices, uncertainty and nonlinearity modelling by probabilistic metric spaces and comparison and visualization of the DNA of six primates.

Parameter Estimation and Uncertainty Quantification in Water Resources Modeling

Parameter Estimation and Uncertainty Quantification in Water Resources Modeling
Author: Philippe Renard
Publisher: Frontiers Media SA
Total Pages: 177
Release: 2020-04-22
Genre:
ISBN: 2889636747

Numerical models of flow and transport processes are heavily employed in the fields of surface, soil, and groundwater hydrology. They are used to interpret field observations, analyze complex and coupled processes, or to support decision making related to large societal issues such as the water-energy nexus or sustainable water management and food production. Parameter estimation and uncertainty quantification are two key features of modern science-based predictions. When applied to water resources, these tasks must cope with many degrees of freedom and large datasets. Both are challenging and require novel theoretical and computational approaches to handle complex models with large number of unknown parameters.

Handbook of Geomathematics

Handbook of Geomathematics
Author: Willi Freeden
Publisher: Springer Science & Business Media
Total Pages: 1371
Release: 2010-08-13
Genre: Mathematics
ISBN: 364201545X

During the last three decades geosciences and geo-engineering were influenced by two essential scenarios: First, the technological progress has changed completely the observational and measurement techniques. Modern high speed computers and satellite based techniques are entering more and more all geodisciplines. Second, there is a growing public concern about the future of our planet, its climate, its environment, and about an expected shortage of natural resources. Obviously, both aspects, viz. efficient strategies of protection against threats of a changing Earth and the exceptional situation of getting terrestrial, airborne as well as spaceborne data of better and better quality explain the strong need of new mathematical structures, tools, and methods. Mathematics concerned with geoscientific problems, i.e., Geomathematics, is becoming increasingly important. The ‘Handbook Geomathematics’ as a central reference work in this area comprises the following scientific fields: (I) observational and measurement key technologies (II) modelling of the system Earth (geosphere, cryosphere, hydrosphere, atmosphere, biosphere) (III) analytic, algebraic, and operator-theoretic methods (IV) statistical and stochastic methods (V) computational and numerical analysis methods (VI) historical background and future perspectives.

Geostatistics Oslo 2012

Geostatistics Oslo 2012
Author: Petter Abrahamsen
Publisher: Springer Science & Business Media
Total Pages: 551
Release: 2012-05-08
Genre: Science
ISBN: 9400741537

This book consists of 44 technical papers presented at the Ninth International Geostatistics Congress held in Oslo, Norway in June 2012. The papers have been reviewed by a panel of specialists in Geostatistics. The book is divided into four main sections: Theory; Petroleum; Mining; and Environment, Climate and Hydrology. The first section focuses on new ideas of general interest to many fields of applications. The next sections are more focused on the particular needs of the particular industry or activity. Geostatistics is vital to any industry dependent on natural resources. Methods from geostatistics are used for estimating reserves, quantifying economical risk and planning of future industrial operations. Geostatistics is also an important tool for mapping environmental hazard and integrating climate data.

Pattern Theory

Pattern Theory
Author: Ulf Grenander
Publisher: Oxford University Press
Total Pages: 633
Release: 2007
Genre: Computers
ISBN: 0198505701

Pattern Theory provides a comprehensive and accessible overview of the modern challenges in signal, data, and pattern analysis in speech recognition, computational linguistics, image analysis and computer vision. Aimed at graduate students in biomedical engineering, mathematics, computer science, and electrical engineering with a good background in mathematics and probability, the text includes numerous exercises and an extensive bibliography. Additional resources including extended proofs, selected solutions and examples are available on a companion website. The book commences with a short overview of pattern theory and the basics of statistics and estimation theory. Chapters 3-6 discuss the role of representation of patterns via condition structure. Chapters 7 and 8 examine the second central component of pattern theory: groups of geometric transformation applied to the representation of geometric objects. Chapter 9 moves into probabilistic structures in the continuum, studying random processes and random fields indexed over subsets of Rn. Chapters 10 and 11 continue with transformations and patterns indexed over the continuum. Chapters 12-14 extend from the pure representations of shapes to the Bayes estimation of shapes and their parametric representation. Chapters 15 and 16 study the estimation of infinite dimensional shape in the newly emergent field of Computational Anatomy. Finally, Chapters 17 and 18 look at inference, exploring random sampling approaches for estimation of model order and parametric representing of shapes.

Models for Research and Understanding

Models for Research and Understanding
Author: Stanislaw Raczynski
Publisher: Springer Nature
Total Pages: 286
Release: 2023-01-01
Genre: Computers
ISBN: 3031119266

This introductory textbook/reference addresses the fundamental and mostly applied kinds of models. The focus is on models of dynamic systems that move and change over time. However, the work also proposes new methods of uncertainty treatment, offering supporting examples. Topics and features: Chapters suitable for textbook use in teaching modeling and simulation Includes sections of questions and answers, helpful in didactic work Proposes new methodology in addition to examining conventional approaches Offers some cognitive, more abstract models to give a wider insight on model building The book’s readership may consist of researchers working on multidisciplinary problems, as well educators and students. It may be used while teaching computer simulation, applied mathematics, system analysis and system dynamics.

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

An Introduction to Mathematical Analysis for Economic Theory and Econometrics
Author: Dean Corbae
Publisher: Princeton University Press
Total Pages: 696
Release: 2009-02-17
Genre: Business & Economics
ISBN: 1400833086

Providing an introduction to mathematical analysis as it applies to economic theory and econometrics, this book bridges the gap that has separated the teaching of basic mathematics for economics and the increasingly advanced mathematics demanded in economics research today. Dean Corbae, Maxwell B. Stinchcombe, and Juraj Zeman equip students with the knowledge of real and functional analysis and measure theory they need to read and do research in economic and econometric theory. Unlike other mathematics textbooks for economics, An Introduction to Mathematical Analysis for Economic Theory and Econometrics takes a unified approach to understanding basic and advanced spaces through the application of the Metric Completion Theorem. This is the concept by which, for example, the real numbers complete the rational numbers and measure spaces complete fields of measurable sets. Another of the book's unique features is its concentration on the mathematical foundations of econometrics. To illustrate difficult concepts, the authors use simple examples drawn from economic theory and econometrics. Accessible and rigorous, the book is self-contained, providing proofs of theorems and assuming only an undergraduate background in calculus and linear algebra. Begins with mathematical analysis and economic examples accessible to advanced undergraduates in order to build intuition for more complex analysis used by graduate students and researchers Takes a unified approach to understanding basic and advanced spaces of numbers through application of the Metric Completion Theorem Focuses on examples from econometrics to explain topics in measure theory