搜索

x

留言板

尊敬的读者、作者、审稿人, 关于本刊的投稿、审稿、编辑和出版的任何问题, 您可以本页添加留言。我们将尽快给您答复。谢谢您的支持!

姓名
邮箱
手机号码
标题
留言内容
验证码

模拟回火马尔可夫链蒙特卡罗全波形分析方法

尹文也 何伟基 顾国华 陈钱

引用本文:
Citation:

模拟回火马尔可夫链蒙特卡罗全波形分析方法

尹文也, 何伟基, 顾国华, 陈钱

A new full waveform analysis approach using simulated tempering Markov chain Monte Carlo method

Yin Wen-Ye, He Wei-Ji, Gu Guo-Hua, Chen Qian
PDF
导出引用
  • 针对传统的全波形分析方法不能快速自动处理全波形数据的缺点,提出了一种模拟回火马尔可夫链蒙特卡罗全波形分析法,用于求解全波形数据中的波峰数和峰值位置等参量. 该方法采用Metropolis更新策略求解波峰数量和噪声两个参量,以达到快速求解的目的;而峰值位置和波峰幅值则采用改进的模拟回火策略求解,通过添加的主动干预回火步骤实现对参量更新过程的有效探测,以满足对速度或运算收敛性的要求. 模拟回火马尔可夫链蒙特卡罗全波形分析方法以马尔可夫算法为基础,仍保持马氏链的收敛性,从而保证本方法具有良好的鲁棒性,实现对全波形数据的自动化处理.
    To reconstruct the target shape distribution in the distance, full waveform analysis algorithm is utilized by extracting and analyzing the number of the peaks, the time of the peak maximum and other parameters. A novel fast full waveform analysis algorithm (simulated tempering Markov chain Monte Carlo algorithm, STMCMC) is proposed, which is able to process the waveform data automatically. For the different types of the parameters, simulated tempering strategy and the Metropolis strategy are presented. In simulated tempering strategy, due to the demand of speed or accuracy, active intervention tempering is used to control the process of solving the vector parameters. On the other hand, the Metropolis strategy is adopted for non-vector parameters to reduce computation amount. Both the strategies are based on Markov chain algorithm, and meanwhile can hold the convergence of the Markov chain, which makes the STMCMC algorithm robust.
    • 基金项目: 国家自然科学基金青年科学基金(批准号:61101196)、国家自然科学基金(批准号:61271332)和中国博士后科学基金(批准号:2012M521085)资助的课题.
    • Funds: Project supported by the Young Scientists Fund of the National Natural Science Foundation of China (Grant No. 61101196) the National Natural Science Foundation of China (Grant No. 61271332), and the China Postdoctoral Science Foundation (Grant No. 2012M521085).
    [1]

    Li Y H, Wu Z S, Gong Y J, Zhang G, Wang M J 2010 Acta Phys. Sin. 59 6988 (in Chinese) [李艳辉, 吴振森, 宫彦军, 张耿, 王明军 2010 物理学报 59 6988]

    [2]

    Guo G J, Shao Y 2004 Acta Phys. Sin. 53 2089 (in Chinese) [郭冠军, 邵芸 2004 物理学报 53 2089]

    [3]

    Hofton M A, Minster J B, Blair J B 2000 IEEE Trans. Geosci. Remote Sens. 38 1989

    [4]

    Clauve A, Mallet C, Bretar F, Durrieu S, Deseilligny M P, Puech W 2007 ISPRS Workshop on Laser Scanning and Silvi Laser (Epsoo: ISPRS Working Groups) p101

    [5]

    Dempster A P, Laird N M, Rubin D B 1977 J. Roy. Stat. Soc. B: Stat. Methodol. 39 1

    [6]

    Biernacki C, Celeux G, Govaert G 2003 Comput. Stat. Data Anal. 41 561

    [7]

    Pernkopf F, Bouchaffra D 2005 IEEE Trans. Pattern Anal. 27 1344

    [8]

    Sergio H M, Wallace A M, Gibson G J 2005 IAPR Conference on Machine Vision Applications (Tsukuba: MVA Conference Committee) p193

    [9]

    Zheng Z G 2003 Stoch. Proc. Appl. 104 131

    [10]

    Hernández-Marín S, Wallace A M, Gibson G J 2007 IEEE Trans. Pattern Anal. 29 2170

    [11]

    Marinari E, Parisi G 1992 Europhys. Lett. 19 451

    [12]

    Pellegrini S, Buller G S, Smith J M, Wallace A M, Cova S 2000 Meas. Sci. Technol. 11 712

    [13]

    Sheng Z 2013 Chin. Phys. B 22 029302

    [14]

    Diaconis P, SaloG-Coste L 1998 J. Comput. Syst. Sci. 57 20

  • [1]

    Li Y H, Wu Z S, Gong Y J, Zhang G, Wang M J 2010 Acta Phys. Sin. 59 6988 (in Chinese) [李艳辉, 吴振森, 宫彦军, 张耿, 王明军 2010 物理学报 59 6988]

    [2]

    Guo G J, Shao Y 2004 Acta Phys. Sin. 53 2089 (in Chinese) [郭冠军, 邵芸 2004 物理学报 53 2089]

    [3]

    Hofton M A, Minster J B, Blair J B 2000 IEEE Trans. Geosci. Remote Sens. 38 1989

    [4]

    Clauve A, Mallet C, Bretar F, Durrieu S, Deseilligny M P, Puech W 2007 ISPRS Workshop on Laser Scanning and Silvi Laser (Epsoo: ISPRS Working Groups) p101

    [5]

    Dempster A P, Laird N M, Rubin D B 1977 J. Roy. Stat. Soc. B: Stat. Methodol. 39 1

    [6]

    Biernacki C, Celeux G, Govaert G 2003 Comput. Stat. Data Anal. 41 561

    [7]

    Pernkopf F, Bouchaffra D 2005 IEEE Trans. Pattern Anal. 27 1344

    [8]

    Sergio H M, Wallace A M, Gibson G J 2005 IAPR Conference on Machine Vision Applications (Tsukuba: MVA Conference Committee) p193

    [9]

    Zheng Z G 2003 Stoch. Proc. Appl. 104 131

    [10]

    Hernández-Marín S, Wallace A M, Gibson G J 2007 IEEE Trans. Pattern Anal. 29 2170

    [11]

    Marinari E, Parisi G 1992 Europhys. Lett. 19 451

    [12]

    Pellegrini S, Buller G S, Smith J M, Wallace A M, Cova S 2000 Meas. Sci. Technol. 11 712

    [13]

    Sheng Z 2013 Chin. Phys. B 22 029302

    [14]

    Diaconis P, SaloG-Coste L 1998 J. Comput. Syst. Sci. 57 20

计量
  • 文章访问数:  5102
  • PDF下载量:  496
  • 被引次数: 0
出版历程
  • 收稿日期:  2014-01-28
  • 修回日期:  2014-03-26
  • 刊出日期:  2014-08-05

/

返回文章
返回