Unique correct correspondence cannot be obtained only by use of gray correlation technique, which describes gray similar degree of feature points between the left and right images too unilaterally. The gray correlatio...Unique correct correspondence cannot be obtained only by use of gray correlation technique, which describes gray similar degree of feature points between the left and right images too unilaterally. The gray correlation technique is adopted to extract gray correlation peaks as a coarse matching set called multi-peak set. The disparity gradient limited constraint is utilized to optimize the multi-peak set. Unique match will be obtained by calculating the correlation of hybrid matrices consisting of reference differences and disparities from the multi-peak set. Two of the known corresponding points in the left and right images, respectively, are set as a pair of reference points to determine search direction and search scope at first. After the unique correspondence is obtained by calculating the correlation of the hybrid matrices from the multi-peak set, the obtained match is regarded as a new reference point till all feature points in the left (or right) image have been processed. Experimental results proved that the proposed algorithm was feasible and accurate.展开更多
Closed-loop production management combines the process of history matching and production optimization together to peri-odically updates the reservoir model and determine the optimal control strategy for production de...Closed-loop production management combines the process of history matching and production optimization together to peri-odically updates the reservoir model and determine the optimal control strategy for production development to realize the goal of decreasing the knowledge of model uncertainty as well as maximize the economic benefits for the expected reservoir life. The adjoint-gradient-based methods seem to be the most efficient algorithms for closed-loop management. Due to complicated calculation and limited availability of adjoint-gradient in commercial reservoir simulators, the application of this method is still prohibited for real fields. In this paper, a simultaneous perturbation stochastic approximation (SPSA) algorithm is proposed for reservoir closed-loop production management with the combination of a parameterization way for history matching and a co-variance matrix to smooth well controls for production optimization. By using a set of unconditional realizations, the proposed parameterization method can transform the minimization of the objective function in history matching from a higher dimension to a lower dimension, which is quite useful for large scale history matching problem. Then the SPSA algorithm minimizes the objective function iteratively to get an optimal estimate reservoir model. Based on a prior covariance matrix for production op-timization, the SPSA algorithm generates a smooth stochastic search direction which is always uphill and has a certain time correlation for well controls. The example application shows that the SPSA algorithm for closed-loop production management can decrease the geological uncertainty and provide a reasonable estimate reservoir model without the calculation of the ad-joint-gradient. Meanwhile, the well controls optimized by the alternative SPSA algorithm are fairly smooth and significantly improve the effect of waterflooding with a higher NPV and a better sweep efficiency than the reactive control strategy.展开更多
For analyzing correlated binary data with high-dimensional covariates,we,in this paper,propose a two-stage shrinkage approach.First,we construct a weighted least-squares(WLS) type function using a special weighting sc...For analyzing correlated binary data with high-dimensional covariates,we,in this paper,propose a two-stage shrinkage approach.First,we construct a weighted least-squares(WLS) type function using a special weighting scheme on the non-conservative vector field of the generalized estimating equations(GEE) model.Second,we define a penalized WLS in the spirit of the adaptive LASSO for simultaneous variable selection and parameter estimation.The proposed procedure enjoys the oracle properties in high-dimensional framework where the number of parameters grows to infinity with the number of clusters.Moreover,we prove the consistency of the sandwich formula of the covariance matrix even when the working correlation matrix is misspecified.For the selection of tuning parameter,we develop a consistent penalized quadratic form(PQF) function criterion.The performance of the proposed method is assessed through a comparison with the existing methods and through an application to a crossover trial in a pain relief study.展开更多
The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about th...The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.展开更多
文摘Unique correct correspondence cannot be obtained only by use of gray correlation technique, which describes gray similar degree of feature points between the left and right images too unilaterally. The gray correlation technique is adopted to extract gray correlation peaks as a coarse matching set called multi-peak set. The disparity gradient limited constraint is utilized to optimize the multi-peak set. Unique match will be obtained by calculating the correlation of hybrid matrices consisting of reference differences and disparities from the multi-peak set. Two of the known corresponding points in the left and right images, respectively, are set as a pair of reference points to determine search direction and search scope at first. After the unique correspondence is obtained by calculating the correlation of the hybrid matrices from the multi-peak set, the obtained match is regarded as a new reference point till all feature points in the left (or right) image have been processed. Experimental results proved that the proposed algorithm was feasible and accurate.
基金supported by the National Natural Science Foundation of China (Grant No. 61004095F030202)the China Important National Sci-ence & Technology Specific Projects (Grant No. 2008ZX05030-05-002)+1 种基金the Fundamental Research Funds for the Central Universities (Grant No. 09CX05007A)the National Basic Research Program of China (Grant No. 2011CB201000)
文摘Closed-loop production management combines the process of history matching and production optimization together to peri-odically updates the reservoir model and determine the optimal control strategy for production development to realize the goal of decreasing the knowledge of model uncertainty as well as maximize the economic benefits for the expected reservoir life. The adjoint-gradient-based methods seem to be the most efficient algorithms for closed-loop management. Due to complicated calculation and limited availability of adjoint-gradient in commercial reservoir simulators, the application of this method is still prohibited for real fields. In this paper, a simultaneous perturbation stochastic approximation (SPSA) algorithm is proposed for reservoir closed-loop production management with the combination of a parameterization way for history matching and a co-variance matrix to smooth well controls for production optimization. By using a set of unconditional realizations, the proposed parameterization method can transform the minimization of the objective function in history matching from a higher dimension to a lower dimension, which is quite useful for large scale history matching problem. Then the SPSA algorithm minimizes the objective function iteratively to get an optimal estimate reservoir model. Based on a prior covariance matrix for production op-timization, the SPSA algorithm generates a smooth stochastic search direction which is always uphill and has a certain time correlation for well controls. The example application shows that the SPSA algorithm for closed-loop production management can decrease the geological uncertainty and provide a reasonable estimate reservoir model without the calculation of the ad-joint-gradient. Meanwhile, the well controls optimized by the alternative SPSA algorithm are fairly smooth and significantly improve the effect of waterflooding with a higher NPV and a better sweep efficiency than the reactive control strategy.
基金supported by National Natural Science Foundation of China(Grant No.11201306)the Innovation Program of Shanghai Municipal Education Commission(Grant No.13YZ065)+2 种基金the Fundamental Research Project of Shanghai Normal University(Grant No.SK201207)the scholarship under the State Scholarship Fund by the China Scholarship Council in 2011the Research Grant Council of Hong Kong, Hong Kong,China(Grant No.#HKBU2028/10P)
文摘For analyzing correlated binary data with high-dimensional covariates,we,in this paper,propose a two-stage shrinkage approach.First,we construct a weighted least-squares(WLS) type function using a special weighting scheme on the non-conservative vector field of the generalized estimating equations(GEE) model.Second,we define a penalized WLS in the spirit of the adaptive LASSO for simultaneous variable selection and parameter estimation.The proposed procedure enjoys the oracle properties in high-dimensional framework where the number of parameters grows to infinity with the number of clusters.Moreover,we prove the consistency of the sandwich formula of the covariance matrix even when the working correlation matrix is misspecified.For the selection of tuning parameter,we develop a consistent penalized quadratic form(PQF) function criterion.The performance of the proposed method is assessed through a comparison with the existing methods and through an application to a crossover trial in a pain relief study.
基金supported in part by the National Natural Science Foundation of China under Grant Nos 60232010, 60574032the Project 863 under Grant No. 2006AA12A104
文摘The optimally weighted least squares estimate and the linear minimum variance estimateare two of the most popular estimation methods for a linear model.In this paper,the authors makea comprehensive discussion about the relationship between the two estimates.Firstly,the authorsconsider the classical linear model in which the coefficient matrix of the linear model is deterministic,and the necessary and sufficient condition for equivalence of the two estimates is derived.Moreover,under certain conditions on variance matrix invertibility,the two estimates can be identical providedthat they use the same a priori information of the parameter being estimated.Secondly,the authorsconsider the linear model with random coefficient matrix which is called the extended linear model;under certain conditions on variance matrix invertibility,it is proved that the former outperforms thelatter when using the same a priori information of the parameter.