SB-ETAS:使用基于模拟的推理方法对地震发生的 ETAS 模型进行可扩展的无似然推理

IF 1.6 2区 数学 Q2 COMPUTER SCIENCE, THEORY & METHODS
Samuel Stockman, Daniel J. Lawson, Maximilian J. Werner
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引用次数: 0

摘要

在基于机器学习的相位选取和更密集的地震网络的推动下,地震目录的快速增长要求应用更广泛的模型来确定新数据是否增强了地震预报能力。此外,这种增长要求现有预报模型能够有效扩展,以处理增加的数据量。与传统的 MCMC 方法相比,基于集成嵌套拉普拉斯近似的近似推断方法(如 inlabru)提高了计算效率,并能对更复杂的点过程模型进行推断。我们提出了 SB-ETAS:一种基于模拟的流行病型余震序列(ETAS)模型推断程序。这种近似贝叶斯方法使用序列神经后验估计(SNPE)从模拟中学习后验分布,而不是使用似然进行典型的 MCMC 采样。在合成地震目录上,与 inlabru 相比,SB-ETAS 能更好地覆盖 ETAS 后验分布。此外,我们还证明了使用基于模拟的推理过程可以将可扩展性从(\mathcal {O}(n^2)\) 提高到(\mathcal {O}(n\log n)\)。这使得它可以拟合非常大的地震目录,比如南加州可追溯到 1981 年的地震目录。SB-ETAS 可以在标准笔记本电脑上用不到 10 小时的时间为该目录找到 ETAS 参数的贝叶斯估计值,而使用 MCMC 则需要 2 周以上的时间。除标准 ETAS 模型外,这种基于模拟的框架还能让地震建模人员定义和推断更复杂模型的参数,无需定义似然函数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

SB-ETAS: using simulation based inference for scalable, likelihood-free inference for the ETAS model of earthquake occurrences

SB-ETAS: using simulation based inference for scalable, likelihood-free inference for the ETAS model of earthquake occurrences

The rapid growth of earthquake catalogs, driven by machine learning-based phase picking and denser seismic networks, calls for the application of a broader range of models to determine whether the new data enhances earthquake forecasting capabilities. Additionally, this growth demands that existing forecasting models efficiently scale to handle the increased data volume. Approximate inference methods such as inlabru, which is based on the Integrated nested Laplace approximation, offer improved computational efficiencies and the ability to perform inference on more complex point-process models compared to traditional MCMC approaches. We present SB-ETAS: a simulation based inference procedure for the epidemic-type aftershock sequence (ETAS) model. This approximate Bayesian method uses sequential neural posterior estimation (SNPE) to learn posterior distributions from simulations, rather than typical MCMC sampling using the likelihood. On synthetic earthquake catalogs, SB-ETAS provides better coverage of ETAS posterior distributions compared with inlabru. Furthermore, we demonstrate that using a simulation based procedure for inference improves the scalability from \(\mathcal {O}(n^2)\) to \(\mathcal {O}(n\log n)\). This makes it feasible to fit to very large earthquake catalogs, such as one for Southern California dating back to 1981. SB-ETAS can find Bayesian estimates of ETAS parameters for this catalog in less than 10 h on a standard laptop, a task that would have taken over 2 weeks using MCMC. Beyond the standard ETAS model, this simulation based framework allows earthquake modellers to define and infer parameters for much more complex models by removing the need to define a likelihood function.

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来源期刊
Statistics and Computing
Statistics and Computing 数学-计算机:理论方法
CiteScore
3.20
自引率
4.50%
发文量
93
审稿时长
6-12 weeks
期刊介绍: Statistics and Computing is a bi-monthly refereed journal which publishes papers covering the range of the interface between the statistical and computing sciences. In particular, it addresses the use of statistical concepts in computing science, for example in machine learning, computer vision and data analytics, as well as the use of computers in data modelling, prediction and analysis. Specific topics which are covered include: techniques for evaluating analytically intractable problems such as bootstrap resampling, Markov chain Monte Carlo, sequential Monte Carlo, approximate Bayesian computation, search and optimization methods, stochastic simulation and Monte Carlo, graphics, computer environments, statistical approaches to software errors, information retrieval, machine learning, statistics of databases and database technology, huge data sets and big data analytics, computer algebra, graphical models, image processing, tomography, inverse problems and uncertainty quantification. In addition, the journal contains original research reports, authoritative review papers, discussed papers, and occasional special issues on particular topics or carrying proceedings of relevant conferences. Statistics and Computing also publishes book review and software review sections.
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