Expensive forward model evaluations and the curse of dimensionality usually hinder applications of Markov chain Monte Carlo algorithms to geophysical inverse problems. Another challenge of these methods is related to the definition of an appropriate proposal distribution that simultaneously should be inexpensive to manipulate and a good approximation of the posterior density. Here we present a gradient-based Markov chain Monte Carlo inversion algorithm that is applied to cast the electrical resistivity tomography into a probabilistic framework. The sampling is accelerated by exploiting the Hessian and gradient information of the negative log-posterior to define a proposal that is a local, Gaussian approximation of the target posterior probability. On the one hand, the computing time to run the many forward evaluations needed for both the data likelihood evaluation and the Hessian and gradient computation is decreased by training a residual neural network to predict the forward mapping between the resistivity model and the apparent resistivity value. On the other hand, the curse of dimensionality issue and the computational effort related to the Hessian and gradient manipulation are decreased by compressing data and model spaces through a discrete cosine transform. A non-parametric distribution is assumed as the prior probability density function. The method is first demonstrated on synthetic data and then applied to field measurements. The outcomes provided by the presented approach are also benchmarked against those obtained when a computationally expensive finite-element code is employed for forward modelling, with the results of a gradient-free Markov chain Monte Carlo inversion, and also compared with the predictions of a deterministic inversion. The implemented approach not only guarantees uncertainty assessments and model predictions comparable with those achieved by more standard inversion strategies, but also drastically decreases the computational cost of the probabilistic inversion, making it similar to that of a deterministic inversion.
Machine learning-accelerated gradient-based Markov chain Monte Carlo inversion applied to electrical resistivity tomography
Aleardi M.
;Stucchi E.;
2022-01-01
Abstract
Expensive forward model evaluations and the curse of dimensionality usually hinder applications of Markov chain Monte Carlo algorithms to geophysical inverse problems. Another challenge of these methods is related to the definition of an appropriate proposal distribution that simultaneously should be inexpensive to manipulate and a good approximation of the posterior density. Here we present a gradient-based Markov chain Monte Carlo inversion algorithm that is applied to cast the electrical resistivity tomography into a probabilistic framework. The sampling is accelerated by exploiting the Hessian and gradient information of the negative log-posterior to define a proposal that is a local, Gaussian approximation of the target posterior probability. On the one hand, the computing time to run the many forward evaluations needed for both the data likelihood evaluation and the Hessian and gradient computation is decreased by training a residual neural network to predict the forward mapping between the resistivity model and the apparent resistivity value. On the other hand, the curse of dimensionality issue and the computational effort related to the Hessian and gradient manipulation are decreased by compressing data and model spaces through a discrete cosine transform. A non-parametric distribution is assumed as the prior probability density function. The method is first demonstrated on synthetic data and then applied to field measurements. The outcomes provided by the presented approach are also benchmarked against those obtained when a computationally expensive finite-element code is employed for forward modelling, with the results of a gradient-free Markov chain Monte Carlo inversion, and also compared with the predictions of a deterministic inversion. The implemented approach not only guarantees uncertainty assessments and model predictions comparable with those achieved by more standard inversion strategies, but also drastically decreases the computational cost of the probabilistic inversion, making it similar to that of a deterministic inversion.File | Dimensione | Formato | |
---|---|---|---|
GB_MCMC_ERT_published.pdf
accesso aperto
Tipologia:
Versione finale editoriale
Licenza:
Creative commons
Dimensione
4.18 MB
Formato
Adobe PDF
|
4.18 MB | Adobe PDF | Visualizza/Apri |
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.