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Abstract Details
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Activity Number:
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136
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Type:
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Contributed
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Date/Time:
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Monday, July 30, 2012 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Bayesian Statistical Science
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| Abstract - #305105 |
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Title:
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Bayesian Emulators in Spatial Inverse Problems
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Author(s):
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Anirban Mondal*+
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Companies:
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Quantum Reservoir Impact
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Address:
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755 International Blvd, Apt 138, HOUSTON, TX, 77024, United States
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Keywords:
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Emulator ;
Bayesian multivariate adaptive splines ;
Inverse Problems ;
Discrete Cosine transform ;
Markov chain Monte Carlo
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Abstract:
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We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity (input) is a random field (spatial or temporal). The forward model is complex and non linear, therefore computationally expensive. We develop an emulator based approach where the Bayesian multivariate adaptive splines (BMARS) has been used to model unknown functions of the model input. We consider discrete cosine transformation (DCT) for dimension reduction of the input field. The estimation is carried out using trans dimensional Markov chain Monte Carlo. Numerical results are presented by analyzing simulated as well as real data for reservoir characterization.
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Authors who are presenting talks have a * after their name.
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