In this chapter, we will use the RML sampling strategy introduced in the previous chapter to introduce another simplification that eliminates the need for adjoint models. We will show that we can approximate the model sensitivityModelsensitivity by a linear regression expressed by covariance matrices. Thus, we replace the adjoint and tangent linear models with a least squares best-fitLeast squares best fit linear regressionLinear regression approximation.

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Averaged Model Sensitivity

  • Geir Evensen,
  • Dean S. Oliver,
  • Remus G. Hanea

摘要

In this chapter, we will use the RML sampling strategy introduced in the previous chapter to introduce another simplification that eliminates the need for adjoint models. We will show that we can approximate the model sensitivityModelsensitivity by a linear regression expressed by covariance matrices. Thus, we replace the adjoint and tangent linear models with a least squares best-fitLeast squares best fit linear regressionLinear regression approximation.