Improving Simulation Efficiency of MCMC for Inverse Modeling of Hydrologic Systems with a Kalman-Inspired Proposal Distribution

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of the underlying parameters. A key task is then to summarize the posterior distribution of these parameters. When models become too difficult to analyze analytically, Monte Carlo methods can be used to approximate the target distribution. Of these, Markov chain Monte Carlo (MCMC) methods are particularly powerful. Such methods generate a random walk through the parameter space and, under strict conditions of reversibility and ergodicity, will successively visit solutions with frequency proportional to the underlying target density. This requires a proposal distribution that generates candidate solutions starting from an arbitrary initial state. The speed of the sampled chains converging to the target distribution deteriorates rapidly, however, with increasing parameter dimensionality. In this paper, we introduce a new proposal distribution that enhances significantly the efficiency of MCMC simulation for highly parameterized models. This proposal distribution exploits the cross-covariance of model parameters, measurements and model outputs, and generates candidate states much alike the analysis step in the Kalman filter. We embed the Kalman-inspired proposal distribution in the DREAM algorithm during burn-in, and present several numerical experiments with complex, high-dimensional or multi-modal target distributions. Results demonstrate that this new proposal distribution can greatly improve simulation efficiency of MCMC. Specifically, we observe a speed-up on the order of 10-30 times for groundwater models with more than one-hundred parameters

Summary statistics from training images as prior information in probabilistic inversion

A strategy is presented to incorporate prior information from conceptual geological models in probabilistic inversion of geophysical data. The conceptual geological models are represented by multiple-point statistics training images (TIs) featuring the expected lithological units and structural patterns. Information from an ensemble of TI realizations is used in two different ways. First, dominant modes are identified by analysis of the frequency content in the realizations, which drastically reduces the model parameter space in the frequency-amplitude domain. Second, the distributions of global, summary metrics (e.g. model roughness) are used to formulate a prior probability density function. The inverse problem is formulated in a Bayesian framework and the posterior pdf is sampled using Markov chain Monte Carlo simulation. The usefulness and applicability of this method is demonstrated on two case studies in which synthetic crosshole ground-penetrating radar traveltime data are inverted to recover 2-D porosity fields. The use of prior information from TIs significantly enhances the reliability of the posterior models by removing inversion artefacts and improving individual parameter estimates. The proposed methodology reduces the ambiguity inherent in the inversion of high-dimensional parameter spaces, accommodates a wide range of summary statistics and geophysical forward problem

Concentrations and ratios of particulate organic carbon, nitrogen, and phosphorus in the global ocean

Knowledge of concentrations and elemental ratios of suspended particles are important for understanding many biogeochemical processes in the ocean. These include patterns of phytoplankton nutrient limitation as well as linkages between the cycles of carbon and nitrogen or phosphorus. To further enable studies of ocean biogeochemistry, we here present a global dataset consisting of 100,605 total measurements of particulate organic carbon, nitrogen, or phosphorus analyzed as part of 70 cruises or time-series. The data are globally distributed and represent all major ocean regions as well as different depths in the water column. The global median C:P, N:P, and C:N ratios are 163, 22, and 6.6, respectively, but the data also includes extensive variation between samples from different regions. Thus, this compilation will hopefully assist in a wide range of future studies of ocean elemental ratios

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: methodology, model constraints and joint inversion with electrical resistivity data

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraint

Uncertainty Quantification of GEOS-5 L-band Radiative Transfer Model Parameters Using Bayesian Inference and SMOS Observations

Uncertainties in L-band (1.4 GHz) radiative transfer modeling (RTM) affect the simulation of brightness temperatures (Tb) over land and the inversion of satellite-observed Tb into soil moisture retrievals. In particular, accurate estimates of the microwave soil roughness, vegetation opacity and scattering albedo for large-scale applications are difficult to obtain from field studies and often lack an uncertainty estimate. Here, a Markov Chain Monte Carlo (MCMC) simulation method is used to determine satellite-scale estimates of RTM parameters and their posterior uncertainty by minimizing the misfit between long-term averages and standard deviations of simulated and observed Tb at a range of incidence angles, at horizontal and vertical polarization, and for morning and evening overpasses. Tb simulations are generated with the Goddard Earth Observing System (GEOS-5) and confronted with Tb observations from the Soil Moisture Ocean Salinity (SMOS) mission. The MCMC algorithm suggests that the relative uncertainty of the RTM parameter estimates is typically less than 25 of the maximum a posteriori density (MAP) parameter value. Furthermore, the actual root-mean-square-differences in long-term Tb averages and standard deviations are found consistent with the respective estimated total simulation and observation error standard deviations of m3.1K and s2.4K. It is also shown that the MAP parameter values estimated through MCMC simulation are in close agreement with those obtained with Particle Swarm Optimization (PSO)

Model Calibration in Watershed Hydrology

Hydrologic models use relatively simple mathematical equations to conceptualize and aggregate the complex, spatially distributed, and highly interrelated water, energy, and vegetation processes in a watershed. A consequence of process aggregation is that the model parameters often do not represent directly measurable entities and must, therefore, be estimated using measurements of the system inputs and outputs. During this process, known as model calibration, the parameters are adjusted so that the behavior of the model approximates, as closely and consistently as possible, the observed response of the hydrologic system over some historical period of time. This Chapter reviews the current state-of-the-art of model calibration in watershed hydrology with special emphasis on our own contributions in the last few decades. We discuss the historical background that has led to current perspectives, and review different approaches for manual and automatic single- and multi-objective parameter estimation. In particular, we highlight the recent developments in the calibration of distributed hydrologic models using parameter dimensionality reduction sampling, parameter regularization and parallel computing

Probing the limits of predictability: data assimilation of chaotic dynamics in complex food webs.

The daunting complexity of ecosystems has led ecologists to use mathematical modelling to gain understanding of ecological relationships, processes and dynamics. In pursuit of mathematical tractability, these models use simplified descriptions of key patterns, processes and relationships observed in nature. In contrast, ecological data are often complex, scale-dependent, space-time correlated, and governed by nonlinear relations between organisms and their environment. This disparity in complexity between ecosystem models and data has created a large gap in ecology between model and data-driven approaches. Here, we explore data assimilation (DA) with the Ensemble Kalman filter to fuse a two-predator-two-prey model with abundance data from a 2600+ day experiment of a plankton community. We analyse how frequently we must assimilate measured abundances to predict accurately population dynamics, and benchmark our population model's forecast horizon against a simple null model. Results demonstrate that DA enhances the predictability and forecast horizon of complex community dynamics