2011
DOI: 10.1007/s10596-011-9249-z
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A review of Markov Chain Monte Carlo and information theory tools for inverse problems in subsurface flow

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 obtaini… Show more

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Cited by 32 publications
(16 citation statements)
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References 134 publications
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“…Furthermore, Refs. [24,68,69], etc. also have studied conceptual model uncertainty based on IC-BMA method.…”
Section: Uncertainty Analysis Of Groundwater Conceptual Modelmentioning
confidence: 99%
“…Furthermore, Refs. [24,68,69], etc. also have studied conceptual model uncertainty based on IC-BMA method.…”
Section: Uncertainty Analysis Of Groundwater Conceptual Modelmentioning
confidence: 99%
“…As alternative approaches, the Bayesian inverse methods, e.g., Markov Chain Monte Carlo (MCMC) [ Haario et al ., ], are able to directly incorporate system nonlinearity and different sources of uncertainties. Thus, they are becoming increasingly popular in characterizing uncertainties in hydrologic models [ Laloy et al ., ; Liu et al ., ; Shi et al ., ; Smith and Marshall , ; Vrugt et al ., ; Wang and Jin , ; Wang and Zabaras , ; Yustres et al ., ; Zeng et al ., ]. In the Bayesian approach, all the quantities are modeled as random variables with certain probability distributions.…”
Section: Introductionmentioning
confidence: 99%
“…In many existing studies of Bayesian methods in geophysical inverse problems [ Liu et al ., ; Yustres et al ., ], sampling locations were assumed to be already given before parameter estimation. However, if there is little relevant information provided by measurement data, it is understandable that the knowledge of parameters will be hardly improved, no matter what estimation method is used.…”
Section: Introductionmentioning
confidence: 99%
“…However, it is difficult to obtain the analytical solution and compute the numerical solution in Equation 14because of the unknown formulation of hydrologic models and too many model parameters [28]. The Markov Chain Monte Carlo (MCMC) scheme provides a simple and effective way around the computational efforts for estimation of the posterior distribution in Equation 14.…”
Section: Model Calibrationmentioning
confidence: 99%