• Title/Summary/Keyword: bayesian inversion

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Geostatistics for Bayesian interpretation of geophysical data

  • Oh Seokhoon;Lee Duk Kee;Yang Junmo;Youn Yong-Hoon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.340-343
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    • 2003
  • This study presents a practical procedure for the Bayesian inversion of geophysical data by Markov chain Monte Carlo (MCMC) sampling and geostatistics. We have applied geostatistical techniques for the acquisition of prior model information, and then the MCMC method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter. This approach provides an effective way to treat Bayesian inversion of geophysical data and reduce the non-uniqueness by incorporating various prior information.

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Fast Bayesian Inversion of Geophysical Data (지구물리 자료의 고속 베이지안 역산)

  • Oh, Seok-Hoon;Kwon, Byung-Doo;Nam, Jae-Cheol;Kee, Duk-Kee
    • Journal of the Korean Geophysical Society
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    • v.3 no.3
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    • pp.161-174
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    • 2000
  • Bayesian inversion is a stable approach to infer the subsurface structure with the limited data from geophysical explorations. In geophysical inverse process, due to the finite and discrete characteristics of field data and modeling process, some uncertainties are inherent and therefore probabilistic approach to the geophysical inversion is required. Bayesian framework provides theoretical base for the confidency and uncertainty analysis for the inference. However, most of the Bayesian inversion require the integration process of high dimension, so massive calculations like a Monte Carlo integration is demanded to solve it. This method, though, seemed suitable to apply to the geophysical problems which have the characteristics of highly non-linearity, we are faced to meet the promptness and convenience in field process. In this study, by the Gaussian approximation for the observed data and a priori information, fast Bayesian inversion scheme is developed and applied to the model problem with electric well logging and dipole-dipole resistivity data. Each covariance matrices are induced by geostatistical method and optimization technique resulted in maximum a posteriori information. Especially a priori information is evaluated by the cross-validation technique. And the uncertainty analysis was performed to interpret the resistivity structure by simulation of a posteriori covariance matrix.

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Bayesian Inversion of Gravity and Resistivity Data: Detection of Lava Tunnel

  • Kwon, Byung-Doo;Oh, Seok-Hoon
    • Journal of the Korean earth science society
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    • v.23 no.1
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    • pp.15-29
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    • 2002
  • Bayesian inversion for gravity and resistivity data was performed to investigate the cavity structure appearing as a lava tunnel in Cheju Island, Korea. Dipole-dipole DC resistivity data were proposed for a prior information of gravity data and we applied the geostatistical techniques such as kriging and simulation algorithms to provide a prior model information and covariance matrix in data domain. The inverted resistivity section gave the indicator variogram modeling for each threshold and it provided spatial uncertainty to give a prior PDF by sequential indicator simulations. We also presented a more objective way to make data covariance matrix that reflects the state of the achieved field data by geostatistical technique, cross-validation. Then Gaussian approximation was adopted for the inference of characteristics of the marginal distributions of model parameters and Broyden update for simple calculation of sensitivity matrix and SVD was applied. Generally cavity investigation by geophysical exploration is difficult and success is hard to be achieved. However, this exotic multiple interpretations showed remarkable improvement and stability for interpretation when compared to data-fit alone results, and suggested the possibility of diverse application for Bayesian inversion in geophysical inverse problem.

A Bayesian Approach to Geophysical Inverse Problems (베이지안 방식에 의한 지구물리 역산 문제의 접근)

  • Oh Seokhoon;Chung Seung-Hwan;Kwon Byung-Doo;Lee Heuisoon;Jung Ho Jun;Lee Duk Kee
    • Geophysics and Geophysical Exploration
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    • v.5 no.4
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    • pp.262-271
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    • 2002
  • This study presents a practical procedure for the Bayesian inversion of geophysical data. We have applied geostatistical techniques for the acquisition of prior model information, then the Markov Chain Monte Carlo (MCMC) method was adopted to infer the characteristics of the marginal distributions of model parameters. For the Bayesian inversion of dipole-dipole array resistivity data, we have used the indicator kriging and simulation techniques to generate cumulative density functions from Schlumberger array resistivity data and well logging data, and obtained prior information by cokriging and simulations from covariogram models. The indicator approach makes it possible to incorporate non-parametric information into the probabilistic density function. We have also adopted the MCMC approach, based on Gibbs sampling, to examine the characteristics of a posteriori probability density function and the marginal distribution of each parameter.

Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
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    • v.41 no.3
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    • pp.298-307
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    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.

A Spline-Regularized Sinogram Smoothing Method for Filtered Backprojection Tomographic Reconstruction

  • Lee, S.J.;Kim, H.S.
    • Journal of Biomedical Engineering Research
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    • v.22 no.4
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    • pp.311-319
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    • 2001
  • Statistical reconstruction methods in the context of a Bayesian framework have played an important role in emission tomography since they allow to incorporate a priori information into the reconstruction algorithm. Given the ill-posed nature of tomographic inversion and the poor quality of projection data, the Bayesian approach uses regularizers to stabilize solutions by incorporating suitable prior models. In this work we show that, while the quantitative performance of the standard filtered backprojection (FBP) algorithm is not as good as that of Bayesian methods, the application of spline-regularized smoothing to the sinogram space can make the FBP algorithm improve its performance by inheriting the advantages of using the spline priors in Bayesian methods. We first show how to implement the spline-regularized smoothing filter by deriving mathematical relationship between the regularization and the lowpass filtering. We then compare quantitative performance of our new FBP algorithms using the quantitation of bias/variance and the total squared error (TSE) measured over noise trials. Our numerical results show that the second-order spline filter applied to FBP yields the best results in terms of TSE among the three different spline orders considered in our experiments.

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Application of 3D magnetotelluric investigation for geothermal exploration - Examples in Japan and Korea

  • Uchida Toshihiro;Song Yoonho;Mitsuhata Yuji;Lee Seong Kon
    • 한국지구물리탐사학회:학술대회논문집
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    • 2003.11a
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    • pp.390-397
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    • 2003
  • A three-dimensional (3D) inversion technique has been developed for interpretation of magnetotelluric (MT) data. The inversion method is based on the linearized least-squares (Gauss-Newton) method with smoothness regularization. In addition to the underground 3D resistivity distribution, static shifts are also treated as unknown parameters in the inversion. The forward modeling is by the staggered-grid finite difference method. A Bayesian criterion ABle is applied to search the optimum trade-off among the minimization of the data misfit, model roughness and static shifts. The method has been applied to several MT datasets obtained at geothermal fields in Japan and other Asian countries. In this paper, two examples will be discussed: one is the data at the Ogiri geothermal area, southwestern Japan, and the other is at the Pohang low-enthalpy geothermal field, southeastern Korea. The inversion of the Ogiri data has been performed stably, resulting in a good fitting between the observed and computed apparent resistivities and phases. The recovered 3D resistivity structure is generally similar to the two-dimensional (2D) inversion models, although the deeper portion of the 3D model seems to be more realistic than that of the 2D model. The 3D model is also in a good agreement with the geological model of the geothermal reservoirs. 3D interpretation of the Pohang MT data is still preliminary. Although the fitting to the observed data is very good, the preliminary 3D model is not reliable enough because the station coverage is not sufficient for a 3D inversion.

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Review on the inversion Analysis of Geophysical Data (지구물리자료의 역산해석에 관한 개관)

  • Kim Hee Joon;Chung Seung-Hwan
    • Geophysics and Geophysical Exploration
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    • v.2 no.2
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    • pp.112-121
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    • 1999
  • This article reviews the development of geophysical inverse theory. In a series of articles published in 1967, 1968, and 1979, G. Backus and F. Gilbert a trade-off between model resolution and estimation errors in geophysical inverse problems, and gave a criterion to compromise the reciprocal relation. Although the criterion was not clear in the physical point of view, it had been extensively used in the interpretation of geophysical date in the 1970s. This was the starting point of the fruitful development of inverse theory in geophysics. A reasonable criterion to compromise the reciprocal relation was derived to solve linear problems by D. D. jackson in 1979, introducing the concept of a priori information about unknown model parameters. This Jackson's approach was extended to solve nonlinear problems on the basis o probabilistic approach to the inverse problems formulated by A. Tarantola and B. Vallete in 1982. At the end of 1980s ABIC (Akaike Bayesian Information Criterion) was introduced for selecting a more reasonable model in geophysics. Now the date inversion is regarded as the process of extracting new information from observed data, combining in with a priori information about model parameters, and constructing a more clear image of model.

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A novel PSO-based algorithm for structural damage detection using Bayesian multi-sample objective function

  • Chen, Ze-peng;Yu, Ling
    • Structural Engineering and Mechanics
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    • v.63 no.6
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    • pp.825-835
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    • 2017
  • Significant improvements to methodologies on structural damage detection (SDD) have emerged in recent years. However, many methods are related to inversion computation which is prone to be ill-posed or ill-conditioning, leading to low-computing efficiency or inaccurate results. To explore a more accurate solution with satisfactory efficiency, a PSO-INM algorithm, combining particle swarm optimization (PSO) algorithm and an improved Nelder-Mead method (INM), is proposed to solve multi-sample objective function defined based on Bayesian inference in this study. The PSO-based algorithm, as a heuristic algorithm, is reliable to explore solution to SDD problem converted into a constrained optimization problem in mathematics. And the multi-sample objective function provides a stable pattern under different level of noise. Advantages of multi-sample objective function and its superior over traditional objective function are studied. Numerical simulation results of a two-storey frame structure show that the proposed method is sensitive to multi-damage cases. For further confirming accuracy of the proposed method, the ASCE 4-storey benchmark frame structure subjected to single and multiple damage cases is employed. Different kinds of modal identification methods are utilized to extract structural modal data from noise-contaminating acceleration responses. The illustrated results show that the proposed method is efficient to exact locations and extents of induced damages in structures.

A Development of Markov Chain Monte Carlo History Matching Technique for Subsurface Characterization (지하 불균질 예측 향상을 위한 마르코프 체인 몬테 카를로 히스토리 매칭 기법 개발)

  • Jeong, Jina;Park, Eungyu
    • Journal of Soil and Groundwater Environment
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    • v.20 no.3
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    • pp.51-64
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    • 2015
  • In the present study, we develop two history matching techniques based on Markov chain Monte Carlo method where radial basis function and Gaussian distribution generated by unconditional geostatistical simulation are employed as the random walk transition kernels. The Bayesian inverse methods for aquifer characterization as the developed models can be effectively applied to the condition even when the targeted information such as hydraulic conductivity is absent and there are transient hydraulic head records due to imposed stress at observation wells. The model which uses unconditional simulation as random walk transition kernel has advantage in that spatial statistics can be directly associated with the predictions. The model using radial basis function network shares the same advantages as the model with unconditional simulation, yet the radial basis function network based the model does not require external geostatistical techniques. Also, by employing radial basis function as transition kernel, multi-scale nested structures can be rigorously addressed. In the validations of the developed models, the overall predictabilities of both models are sound by showing high correlation coefficient between the reference and the predicted. In terms of the model performance, the model with radial basis function network has higher error reduction rate and computational efficiency than with unconditional geostatistical simulation.