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Systematic Evaluation of Sequential Geostatistical Resampling Within MCMC for Posterior Sampling of Near-Surface Geophysical Inverse Problems
We critically examine the performance of sequential geostatistical resampling (SGR) as a model proposal mechanism for Bayesian Markov-chain-Monte-Carlo (MCMC) solutions to near-surface geophysical inverse problems. Focusing on a series of simple yet realistic synthetic
crosshole georadar tomographic examples characterized by different numbers of data, levels of data error and degrees of model parameter spatial correlation, we investigate the efficiency of three different resampling strategies with regard to their ability to generate statistically independent realizations from theBayesian posterior distribution. Quite importantly, our results show that, no matter what resampling strategy is employed, many of the examined test cases
require an unreasonably high number of forward model runs to produce independent posterior samples, meaning that the SGRapproach as currently implemented will not be computationally feasible for a wide range of problems. Although use of a novel gradual-deformation-based
proposal method can help to alleviate these issues, it does not offer a full solution. Further, we find that the nature of the SGR is found to strongly influence MCMC performance; however no clear rule exists as to what set of inversion parameters and/or overall proposal acceptance rate will allow for the most efficient implementation. We conclude that although the SGR methodology is highly attractive as it allows for the consideration of complex geostatistical priors as well as conditioning to hard and soft data, further developments are necessary in the context of novel or hybrid MCMC approaches for it to be considered generally suitable for near-surface geophysical inversions.
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| Penerbit | : [s.i.]., |
| Deskripsi Fisik |
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| Bahasa |
Indonesia
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NONE
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e article-oxford
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| Pernyataan Tanggungjawab |
Inverse theory; Tomography; Probability distributions; Ground penetrating radar. 1
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