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Wenchao Teng

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  1. arXiv

    Subsurface flow data assimilation gets adaptive-tempered sequential Monte Carlo: posteriors match reference MCMC on four synthetic truths, with 2.5–7.0× single-GPU speedups

    Geological uncertainty in subsurface flow systems is often hierarchical: a set of geological metaparameters controls overall statistics while cell-by-cell property fields vary, and both must be estimated from observations. An adaptive-tempered sequential Monte Carlo method estimates metaparameters and Gaussian latent variables jointly within one likelihood framework, with surrogate models supplying all forward evaluations. Across four synthetic true models, its posterior metaparameter distributions and flow predictions agree closely with reference MCMC results, while single-GPU data assimilation is 2.5–7.0 times faster and needs fewer function evaluations.

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