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Mosegaard & Tarantola 1995
Mosegaard, K. and Tarantola, A. (1995). Monte Carlo sampling of solutions to inverse problems. Journal of Geophysical Research 100: doi: 10.1029/94JB03097. issn: 0148-0227.

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 not be east to describe (it may be multimodal, some moments may not be defined, etc.). When analyzing an inverse problem, obtaining a maximum likelihood model is usually not sufficient, as we normally also wish to have information on the resolution power of the data. In the general case we may have a large number of model parameters, and an inspection of the marginal probability densities of interest may be impractical, or even useless. But it is possible to pseudorandomly generate a large collection of models according to the posterior probability distribution and to analyze and display the models in such a way that information on the relative likelihoods of model properties is conveyed to the spectator. This can be accomplished by means of an efficient Monte Carlo method, even in cases where no explicit formula for the a priori distribution is available. The most well known importance sampling method, the Metropolis algorithm, can be generalized, and this gives a method that allows analysis of (possible highly nonlinear) inverse problems with complex a priori information and data with an arbitrary noise distribution. ¿ American Geophysical Union 1995

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Abstract

Keywords
Mathematical Geophysics, Inverse theory
Journal
Journal of Geophysical Research
http://www.agu.org/journals/jb/
Publisher
American Geophysical Union
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