A review of Markov Chain Monte Carlo and information theory tools for inverse problems in subsurface flow |
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Authors: | ángel Yustres Laura Asensio Juan Alonso Vicente Navarro |
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Institution: | (1) Seismology and Mathematical Geophysics, Research School of Earth Sciences, The Australian National University, ACT 0200 Canberra, Australia;(2) UMR 6118- G?osciences Rennes, G?osciences, Universit? de Rennes 1, Campus de Beaulieu, 35042 Rennes Cedex, France |
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Abstract: | Parameter identification is one of the key elements in the construction of models in geosciences. However, inherent difficulties
such as the instability of ill-posed problems or the presence of multiple local optima may impede the execution of this task.
Regularization methods and Bayesian formulations, such as the maximum a posteriori estimation approach, have been used to
overcome those complications. Nevertheless, in some instances, a more in-depth analysis of the inverse problem is advisable
before obtaining estimates of the optimal parameters. The Markov Chain Monte Carlo (MCMC) methods used in Bayesian inference
have been applied in the last 10 years in several fields of geosciences such as hydrology, geophysics or reservoir engineering.
In the present paper, a compilation of basic tools for inference and a case study illustrating the practical application of
them are given. Firstly, an introduction to the Bayesian approach to the inverse problem is provided together with the most
common sampling algorithms with MCMC chains. Secondly, a series of estimators for quantities of interest, such as the marginal
densities or the normalization constant of the posterior distribution of the parameters, are reviewed. Those reduce the computational
cost significantly, using only the time needed to obtain a sample of the posterior probability density function. The use of
the information theory principles for the experimental design and for the ill-posedness diagnosis is also introduced. Finally,
a case study based on a highly instrumented well test found in the literature is presented. The results obtained are compared
with the ones computed by the maximum likelihood estimation approach. |
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