Simulated Tempering Markov Chain Monte Carlo for Full Waveform Analysis

CLEO: 2015 ◽  
2015 ◽  
Author(s):  
Weiji He ◽  
Wenye Yin ◽  
Feng Shi ◽  
Guohua Gu ◽  
Qian Chen
Author(s):  
He Weiji ◽  
Yin Wenye ◽  
Zhang Lei ◽  
Gu Guohua ◽  
Chen Qian

2000 ◽  
Vol 75 (2) ◽  
pp. 231-241 ◽  
Author(s):  
M. C. A. M. BINK ◽  
L. L. G. JANSS ◽  
R. L. QUAAS

A Bayesian approach is presented for mapping a quantitative trait locus (QTL) using the ‘Fernando and Grossman’ multivariate Normal approximation to QTL inheritance. For this model, a Bayesian implementation that includes QTL position is problematic because standard Markov chain Monte Carlo (MCMC) algorithms do not mix, i.e. the QTL position gets stuck in one marker interval. This is because of the dependence of the covariance structure for the QTL effects on the adjacent markers and may be typical of the ‘Fernando and Grossman’ model. A relatively new MCMC technique, simulated tempering, allows mixing and so makes possible inferences about QTL position based on marginal posterior probabilities. The model was implemented for estimating variance ratios and QTL position using a continuous grid of allowed positions and was applied to simulated data of a standard granddaughter design. The results showed a smooth mixing of QTL position after implementation of the simulated tempering sampler. In this implementation, map distance between QTL and its flanking markers was artificially stretched to reduce the dependence of markers and covariance. The method generalizes easily to more complicated applications and can ultimately contribute to QTL mapping in complex, heterogeneous, human, animal or plant populations.


Geophysics ◽  
2020 ◽  
Vol 86 (1) ◽  
pp. R15-R30
Author(s):  
Zeyu Zhao ◽  
Mrinal K. Sen

Traditional full-waveform inversion (FWI) methods only render a “best-fit” model that cannot account for uncertainties of the ill-posed inverse problem. Additionally, local optimization-based FWI methods cannot always converge to a geologically meaningful solution unless the inversion starts with an accurate background model. We seek the solution for FWI in the Bayesian inference framework to address those two issues. In Bayesian inference, the model space is directly probed by sampling methods such that we obtain a reliable uncertainty appraisal, determine optimal models, and avoid entrapment in a small local region of the model space. The solution of such a statistical inverse method is completely described by the posterior distribution, which quantifies the distributions for parameters and inversion uncertainties. To efficiently sample the posterior distribution, we introduce a sampling algorithm in which the proposal distribution is constructed by the local gradient and the diagonal approximate Hessian of the local log posterior. Our algorithm is called the gradient-based Markov chain Monte Carlo (GMCMC) method. The GMCMC FWI method can quantify inversion uncertainties with estimated posterior distribution given sufficiently long Markov chains. By directly sampling the posterior distribution, we obtain a global view of the model space. Theoretically speaking, statistical assessments do not depend on starting models. Our method is applied to the 2D Marmousi model with the frequency-domain FWI setting. Numerical results suggest that our method can be readily applied to 2D cases with affordable computational efforts.


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