This paper considers the efficiency of trans-dimensional (trans-D) Bayesian inversion based on reversible-jump Markov-chain Monte Carlo (rjMCMC) sampling, with application to geophysical inverse problems for a depth-dependent earth or seabed model of an unknown number of layers (seabed acoustic reflectivity inversion is the specific example). Trans-D inversion is applied to sample the posterior probability density over geoacoustic/geophysical parameters for a variable number of layers, providing profile estimates with uncertainties that include the uncertainty in the model parameterization. However, the approach is computationally intensive. The efficiency of rjMCMC sampling is largely determined by the proposal schemes which are applied to generate perturbed values for existing parameters and new values for parameters assigned to layers added to the model. Several proposal schemes are considered here, some of which appear new for trans-D geophysical inversion. Perturbations of existing parameters are considered in a principal-component space based on an eigen-decomposition of the unit-lag parameter covariance matrix (computed from successive models along the Markov chain, a diminishing adaptation). The relative efficiency of proposing new parameters from the prior versus a Gaussian distribution focused near existing values is examined. Parallel tempering, which employs a sequence of interacting Markov chains in which the likelihood function is successively relaxed, is also considered as a means to increase the acceptance rate of new layers. The relative efficiency of various proposal schemes is compared through repeated inversions with a pragmatic convergence criterion.
All Science Journal Classification (ASJC) codes
- Theoretical Computer Science
- Signal Processing
- Mathematical Physics
- Computer Science Applications
- Applied Mathematics