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A review of Markov Chain Monte Carlo and information theory tools for inverse problems in subsurface flow

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Abstract

Parameter identification is one of the key elements in the construction of models in geosciences. However, inherent difficulties such as the instability of ill-posed problems or the presence of multiple local optima may impede the execution of this task. Regularization methods and Bayesian formulations, such as the maximum a posteriori estimation approach, have been used to overcome those complications. Nevertheless, in some instances, a more in-depth analysis of the inverse problem is advisable before obtaining estimates of the optimal parameters. The Markov Chain Monte Carlo (MCMC) methods used in Bayesian inference have been applied in the last 10 years in several fields of geosciences such as hydrology, geophysics or reservoir engineering. In the present paper, a compilation of basic tools for inference and a case study illustrating the practical application of them are given. Firstly, an introduction to the Bayesian approach to the inverse problem is provided together with the most common sampling algorithms with MCMC chains. Secondly, a series of estimators for quantities of interest, such as the marginal densities or the normalization constant of the posterior distribution of the parameters, are reviewed. Those reduce the computational cost significantly, using only the time needed to obtain a sample of the posterior probability density function. The use of the information theory principles for the experimental design and for the ill-posedness diagnosis is also introduced. Finally, a case study based on a highly instrumented well test found in the literature is presented. The results obtained are compared with the ones computed by the maximum likelihood estimation approach.

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  1. Geoenvironmental Group, Civil Engineering School, University of Castilla-La Mancha, Ciudad Real, Spain

    Ángel Yustres, Laura Asensio, Juan Alonso & Vicente Navarro

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  1. Ángel Yustres
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  2. Laura Asensio
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  3. Juan Alonso
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  4. Vicente Navarro
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Correspondence to Ángel Yustres.

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Yustres, Á., Asensio, L., Alonso, J. et al. A review of Markov Chain Monte Carlo and information theory tools for inverse problems in subsurface flow. Comput Geosci 16, 1–20 (2012). https://doi.org/10.1007/s10596-011-9249-z

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  • DOI: https://doi.org/10.1007/s10596-011-9249-z

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