Lithological tomography with the correlated pseudo-marginal method

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Serval ID
serval:BIB_305A00CC93C3
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Lithological tomography with the correlated pseudo-marginal method
Journal
Geophysical Journal International
Author(s)
Friedli L, Linde N, Ginsbourger D, Doucet A
ISSN
0956-540X
Publication state
Published
Issued date
2022
Volume
228
Number
2
Pages
839-856
Language
english
Abstract
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.
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30/06/2023 10:29
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24/07/2023 6:09
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