Monte Carlo sampling of solutions to inverse problems
نویسندگان
چکیده
منابع مشابه
Monte Carlo sampling of solutions to inverse problems
Probabilistic formulation of inverse problems leads to the definition of a probability distribution in the model space. This probability distribution combines a priori information with new information obtained by measuring some observable parameters (data). As, in the general case, the theory linking data with model parameters is nonlinear, the a posteriori probability in the model space may no...
متن کاملMonte Carlo analysis of inverse problems
Monte Carlo methods have become important in analysis of nonlinear inverse problems where no analytical expression for the forward relation between data and model parameters is available, and where linearization is unsuccessful. In such cases a direct mathematical treatment is impossible, but the forward relation materializes itself as an algorithm allowing data to be calculated for any given m...
متن کاملMonte Carlo Methods in Geophysical Inverse Problems
[1] Monte Carlo inversion techniques were first used by Earth scientists more than 30 years ago. Since that time they have been applied to a wide range of problems, from the inversion of free oscillation data for whole Earth seismic structure to studies at the meter-scale lengths encountered in exploration seismology. This paper traces the development and application of Monte Carlo methods for ...
متن کاملAdvanced Interacting Sequential Monte Carlo Sampling for Inverse Scattering
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies. This large scale ill-posed inverse problem is explored by an intensive exploitation of an efficient 2D Maxwell solver, distributed on high performance compu...
متن کاملQuasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems∗
We are interested in computing the expectation of a functional of a PDE solution under a Bayesian posterior distribution. Using Bayes’s rule, we reduce the problem to estimating the ratio of two related prior expectations. For a model elliptic problem, we provide a full convergence and complexity analysis of the ratio estimator in the case where Monte Carlo, quasi-Monte Carlo, or multilevel Mon...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Geophysical Research: Solid Earth
سال: 1995
ISSN: 0148-0227
DOI: 10.1029/94jb03097