Stochastic seismic tomography by interacting Markov chains. Issue 1 (25th July 2016)
- Record Type:
- Journal Article
- Title:
- Stochastic seismic tomography by interacting Markov chains. Issue 1 (25th July 2016)
- Main Title:
- Stochastic seismic tomography by interacting Markov chains
- Authors:
- Bottero, Alexis
Gesret, Alexandrine
Romary, Thomas
Noble, Mark
Maisons, Christophe - Abstract:
- Abstract: Markov chain Monte Carlo sampling methods are widely used for non-linear Bayesian inversion where no analytical expression for the forward relation between data and model parameters is available. Contrary to the linear(ized) approaches, they naturally allow to evaluate the uncertainties on the model found. Nevertheless their use is problematic in high-dimensional model spaces especially when the computational cost of the forward problem is significant and/or the a posteriori distribution is multimodal. In this case, the chain can stay stuck in one of the modes and hence not provide an exhaustive sampling of the distribution of interest. We present here a still relatively unknown algorithm that allows interaction between several Markov chains at different temperatures. These interactions (based on importance resampling) ensure a robust sampling of any posterior distribution and thus provide a way to efficiently tackle complex fully non-linear inverse problems. The algorithm is easy to implement and is well adapted to run on parallel supercomputers. In this paper, the algorithm is first introduced and applied to a synthetic multimodal distribution in order to demonstrate its robustness and efficiency compared to a simulated annealing method. It is then applied in the framework of first arrival traveltime seismic tomography on real data recorded in the context of hydraulic fracturing. To carry out this study a wavelet-based adaptive model parametrization has beenAbstract: Markov chain Monte Carlo sampling methods are widely used for non-linear Bayesian inversion where no analytical expression for the forward relation between data and model parameters is available. Contrary to the linear(ized) approaches, they naturally allow to evaluate the uncertainties on the model found. Nevertheless their use is problematic in high-dimensional model spaces especially when the computational cost of the forward problem is significant and/or the a posteriori distribution is multimodal. In this case, the chain can stay stuck in one of the modes and hence not provide an exhaustive sampling of the distribution of interest. We present here a still relatively unknown algorithm that allows interaction between several Markov chains at different temperatures. These interactions (based on importance resampling) ensure a robust sampling of any posterior distribution and thus provide a way to efficiently tackle complex fully non-linear inverse problems. The algorithm is easy to implement and is well adapted to run on parallel supercomputers. In this paper, the algorithm is first introduced and applied to a synthetic multimodal distribution in order to demonstrate its robustness and efficiency compared to a simulated annealing method. It is then applied in the framework of first arrival traveltime seismic tomography on real data recorded in the context of hydraulic fracturing. To carry out this study a wavelet-based adaptive model parametrization has been used. This allows to integrate the a priori information provided by sonic logs and to reduce optimally the dimension of the problem. … (more)
- Is Part Of:
- Geophysical journal international. Volume 207:Issue 1(2016:Oct.)
- Journal:
- Geophysical journal international
- Issue:
- Volume 207:Issue 1(2016:Oct.)
- Issue Display:
- Volume 207, Issue 1 (2016)
- Year:
- 2016
- Volume:
- 207
- Issue:
- 1
- Issue Sort Value:
- 2016-0207-0001-0000
- Page Start:
- 374
- Page End:
- 392
- Publication Date:
- 2016-07-25
- Subjects:
- Wavelet transform -- Inverse theory -- Tomography -- Probability distributions
Geophysics -- Periodicals
550 - Journal URLs:
- http://gji.oxfordjournals.org/ ↗
http://www3.interscience.wiley.com/journal/118543048/home ↗
http://ukcatalogue.oup.com/ ↗
http://firstsearch.oclc.org ↗
http://firstsearch.oclc.org/journal=0956-540x;screen=info;ECOIP ↗
http://www.blackwell-synergy.com/issuelist.asp?journal=gji ↗ - DOI:
- 10.1093/gji/ggw272 ↗
- Languages:
- English
- ISSNs:
- 0956-540X
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4150.800000
British Library DSC - BLDSS-3PM
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