A Practical Two-Phase Approach to Improve the Reliability and Efficiency of Markov Chain Monte Carlo Directed Hydrologic Model Calibration
ERDC Coastal and Hydraulics Laboratory Vicksburg United States
Pagination or Media Count:
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.
- Statistics and Probability
- Hydrology, Limnology and Potamology