Lithological tomography with the correlated pseudo-marginal method
We consider lithological tomography in which the posterior distribution of (hydro)geological parameters of interest is inferred from geophysical data by treating the intermediate geophysical properties as latent variables. In such a latent variable model, one needs to estimate the intractable likeli...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
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Oxford University Press
2021
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| _version_ | 1826289316380278784 |
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| author | Friedli, L Linde, N Ginsbourger, D Doucet, A |
| author_facet | Friedli, L Linde, N Ginsbourger, D Doucet, A |
| author_sort | Friedli, L |
| collection | OXFORD |
| description | We consider lithological tomography in which the posterior distribution of (hydro)geological parameters of interest is inferred from geophysical data by treating the intermediate geophysical properties as latent variables. In such a latent variable model, one needs to estimate the intractable likelihood of the (hydro)geological parameters given the geophysical data. The pseudo-marginal (PM) method is an adaptation of the Metropolis-Hastings algorithm in which an unbiased approximation of this likelihood is obtained by Monte Carlo averaging over samples from, in this setting, the noisy petrophysical relationship linking (hydro)geological and geophysical properties. To make the method practical in data-rich geophysical settings with low noise levels, we demonstrate that the Monte Carlo sampling must rely on importance sampling distributions that well approximate the posterior distribution of petrophysical scatter around the sampled (hydro)geological parameter field. To achieve a suitable acceptance rate, we rely both on (1) the correlated PM (CPM) method, which correlates the samples used in the proposed and current states of the Markov chain and (2) a model proposal scheme that preserves the prior distribution. As a synthetic test example, we infer porosity fields using crosshole ground-penetrating radar (GPR) first-arrival traveltimes. We use a (50 × 50)-dimensional pixel-based parametrization of the multi-Gaussian porosity field with known statistical parameters, resulting in a parameter space of high dimension. We demonstrate that the CPM method with our proposed importance sampling and prior-preserving proposal scheme outperforms current state-of-the-art methods in both linear and non-linear settings by greatly enhancing the posterior exploration. |
| first_indexed | 2024-03-07T02:27:01Z |
| format | Journal article |
| id | oxford-uuid:a5f48bb2-0607-4aeb-80b1-36791ad00484 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T02:27:01Z |
| publishDate | 2021 |
| publisher | Oxford University Press |
| record_format | dspace |
| spelling | oxford-uuid:a5f48bb2-0607-4aeb-80b1-36791ad004842022-03-27T02:43:58ZLithological tomography with the correlated pseudo-marginal methodJournal articlehttp://purl.org/coar/resource_type/c_dcae04bcuuid:a5f48bb2-0607-4aeb-80b1-36791ad00484EnglishSymplectic ElementsOxford University Press2021Friedli, LLinde, NGinsbourger, DDoucet, AWe consider lithological tomography in which the posterior distribution of (hydro)geological parameters of interest is inferred from geophysical data by treating the intermediate geophysical properties as latent variables. In such a latent variable model, one needs to estimate the intractable likelihood of the (hydro)geological parameters given the geophysical data. The pseudo-marginal (PM) method is an adaptation of the Metropolis-Hastings algorithm in which an unbiased approximation of this likelihood is obtained by Monte Carlo averaging over samples from, in this setting, the noisy petrophysical relationship linking (hydro)geological and geophysical properties. To make the method practical in data-rich geophysical settings with low noise levels, we demonstrate that the Monte Carlo sampling must rely on importance sampling distributions that well approximate the posterior distribution of petrophysical scatter around the sampled (hydro)geological parameter field. To achieve a suitable acceptance rate, we rely both on (1) the correlated PM (CPM) method, which correlates the samples used in the proposed and current states of the Markov chain and (2) a model proposal scheme that preserves the prior distribution. As a synthetic test example, we infer porosity fields using crosshole ground-penetrating radar (GPR) first-arrival traveltimes. We use a (50 × 50)-dimensional pixel-based parametrization of the multi-Gaussian porosity field with known statistical parameters, resulting in a parameter space of high dimension. We demonstrate that the CPM method with our proposed importance sampling and prior-preserving proposal scheme outperforms current state-of-the-art methods in both linear and non-linear settings by greatly enhancing the posterior exploration. |
| spellingShingle | Friedli, L Linde, N Ginsbourger, D Doucet, A Lithological tomography with the correlated pseudo-marginal method |
| title | Lithological tomography with the correlated pseudo-marginal method |
| title_full | Lithological tomography with the correlated pseudo-marginal method |
| title_fullStr | Lithological tomography with the correlated pseudo-marginal method |
| title_full_unstemmed | Lithological tomography with the correlated pseudo-marginal method |
| title_short | Lithological tomography with the correlated pseudo-marginal method |
| title_sort | lithological tomography with the correlated pseudo marginal method |
| work_keys_str_mv | AT friedlil lithologicaltomographywiththecorrelatedpseudomarginalmethod AT linden lithologicaltomographywiththecorrelatedpseudomarginalmethod AT ginsbourgerd lithologicaltomographywiththecorrelatedpseudomarginalmethod AT douceta lithologicaltomographywiththecorrelatedpseudomarginalmethod |