Seminars of the Focus Area Complex Systems

Prof. Dr. C. Beta, Prof. Dr. K. Dethloff, Prof. Dr. R. Engbert, Prof. Dr. M. Holschneider, Prof. Dr. W. Huisinga, Prof. Dr. Ralf Metzler, Prof. Dr. A. Pikovsky, Prof. Dr. S. Reich, Prof. Dr. M. Rosenblum, Prof. Dr. G. Rüdiger, Prof. Dr. T. Scheffer, Prof. Dr. F. Scherbaum, Prof. Dr. J. Selbig, Prof. Dr. F. Spahn

Seminar

Speaker: Dean S. Oliver , Uni Centre for Integrated Petroleum Research, Bergen, Norway

Title: Minimization-based sampling from the posterior distribution for inverse problems with Gaussian prior distributions * SFB 1294 seminar

Time: Mon, Aug 21, 2017, 10:15am

Place: bldg 9, room 0.14

Abstract:
Inverse problems for subsurface flow are typically characterized by large numbers of parameters (e.g. coefficients of PDEs describing flow and transport) and fairly large numbers of observations that are indirectly and nonlinearly related to the parameters. One fairly effective method for characterizing the uncertainty in predictions of future behavior is to generate samples of model parameters from the posterior probability distribution via minimization of a stochastic cost function. This method is known to sample correctly for Bayesian data assimilation problems with Gaussian prior distributions, linear observation operators and additive Gaussian observation errors. Sampling is only approximate when the observation operator is nonlinear, but experience has shown that it is often quite good, even when the posterior probability distribution is multimodel. In practice, the only correction that we make to sampling is to apply model diagnostics to eliminate samples that appear to be stuck in a local minimum of the cost function.

I will show how the approximate methodology is applied to large-scale problems using ensemble Kalman filter-like methods, and will describe attempts to improve sampling by computation of importance weighting.

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Past NLD Seminars (1994-2007) & (2008 ...)

Students' seminar: Theoretical Physics, PIK, Modeling & TSA Berlin-Potsdam-Colloquia: PhysGesellschaft Berlin, TU Berlin, Pro Physik, AIP, AEI, MPI-KGF, GFZ, HMI, PIK, AWI, Max Planck Institute for the History of Science, Mathematik, DPG Disputationen, & Vorschau UP

Udo Schwarz, Zentrum für Dynamik komplexer Systeme,
Universität Potsdam, Campus Golm Karl-Liebknecht-Str. 24, 14476 Potsdam, building 28, room 2.107
Phone: (+49-331) 977-1658, Fax : (+49-331) 977-1045

Email: Udo.Schwarz AT uni-potsdam.de

DFG SFB 1294

DFG Sonderforschungsbereich 1294 Data assimilation

DFG SPP 1488

DFG Schwerpunktprogramm 1488 Planetmag


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