Adaptive anchored inversion for Gaussian random fields using nonlinear data

DOI10.1088/0266-5611/27/12/125011MaRDI QIDQ3111117zbMATH OpenOpenAlexFDO

Authors Zepu Zhang

Publication date 17 January 2012

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1409.2221

zbMATH Keywords

importance samplingspatial statisticsinverse problemsnonlinear functionalsmultivariate kernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Estimation in multivariate analysis (62H12) Geostatistics (86A32)

Abstract: In a broad and fundamental type of inverse problems in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field processes, known as forward processes, are usually nonlinear with respect to the spatial attribute, and are often defined non-analytically by a numerical model. The data often contain a large number of elements with significant inter-correlation. We propose a general statistical method to tackle this problem. The method is centered on a parameterization device called anchors and an iterative algorithm for deriving the distribution of anchors conditional on the observed data. The algorithm draws upon techniques of importance sampling and multivariate kernel density estimation with weighted samples. Anchors are selected automatically; the selection evolves in iterations in a way that is tailored to important features of the attribute field. The method and the algorithm are general with respect to the scientific nature and technical details of the forward processes. Conceptual and technical components render the method in contrast to standard approaches that are based on regularization or optimization. Some important features of the proposed method are demonstrated by examples from the earth sciences, including groundwater flow, rainfall-runoff, and seismic tomography.

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Cited in

(10)

• Goal-oriented adaptive surrogate construction for stochastic inversion
• Techniques for generic probabilistic inversion
• Nonlinear methods for inverse statistical problems
• A general probabilistic approach for inference of Gaussian model parameters from noisy data of point and volume support
• Inversion of heterogeneous parabolic‐type equations using the pilot points method
• An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling
• Bayesian spatial inversion and conjugate selection Gaussian prior models
• Posterior exploration for computationally intensive forward models
• A distance-based prior model parameterization for constraining solutions of spatial inverse problems
• scientific article; zbMATH DE number 3984526 (Why is no real title available?)

Describes a project that uses

Uses Software

• lattice

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