timprove MCMC description - cosmo - front and backend for Markov-Chain Monte Carlo inversion of cosmogenic nuclide concentrations
git clone git://src.adamsgaard.dk/cosmo
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commit 34d863dbc2986f2eff0ac8ff390333c91e8fa532
parent 6bbc2f1eca168add56b0057cd8692abdd08448bb
Author: Anders Damsgaard 
Date:   Fri, 27 Nov 2015 16:07:08 +0100

improve MCMC description

Diffstat:
  M pages/methods.html                  |      53 ++++++++++++++++++++++++++-----

1 file changed, 45 insertions(+), 8 deletions(-)
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diff --git a/pages/methods.html b/pages/methods.html
t@@ -65,7 +65,28 @@
                     (δ18Othreshold) is specified
                     with uniform probability across the linear
                     parameter interval. The user specifies the bounds
-                    of the model parameters, which define the model space.
+                    of the model parameters.
+                    

+ +

Given a single value of model parameters + (εint, εgla, + tdegla, + δ18Othreshold), the TCN + concentration after the duration of e.g. the entire + Quaternary period in a sample can be computed. This + forward model describes a history of exhumation and + TCN production in a sample volume as it experiences the + variable physical environment of the Pleistocene. +

+ +

When model parameters + (εint, εgla, + tdegla, + δ18Othreshold) are allowed to + vary within specified limits, they can be thought of as + orthogonal axes creating a coordinate system in higher-order + space. Every position in this model space is associated with + a certain set of model parameter values.

t@@ -73,13 +94,29 @@

What is a MCMC walker?

- forward responses are computed based on an initial set of - model parameters that is proposed using the - Metropolis-Hastings technique. A burn-in phase of 1000 - iterations is first used to make a crude initial search of - the model space. This step is followed by a more detailed - and local search of the model space based on the best-fit - model parameters from the burn-in phase. + A MCMC walker is a numerical entity which sequentially + explores the model parameter space in order to obtain the + best result between a forward-model and an observational + dataset. During each iteration + the walker takes its current position in model space, plugs + the parameter value into the forward-model, and + evaluates if the output result matches the observational + record better or worse than the output at its previous + position in model space. If the new results better matches + the observed dataset, it continues walking along the same + path in model space with a small random perturbation. +

+ +

+ Starting at a random place inside the model space, a burn-in + phase of 1000 iterations is first used to make a crude + search of the entire model space. + The burn-in phase is followed by a similar but more detailed + and local search of the model space, based on the best-fit + model parameters from the burn-in phase. The weighted + least-squared misfit to observed TCN concentrations is used + to evaluate the likelyhood for the combinations of + model parameter values.