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Geophysical Journal International
Article . 2024 . Peer-reviewed
License: CC BY
Data sources: Crossref
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Edinburgh Research Explorer
Article . 2024
License: CC BY
https://dx.doi.org/10.48550/ar...
Article . 2024
License: CC BY
Data sources: Datacite
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Variational prior replacement in Bayesian inference and inversion

Authors: Xuebin Zhao; Andrew Curtis;

Variational prior replacement in Bayesian inference and inversion

Abstract

SUMMARYMany scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters probabilistically by calculating the posterior probability distribution function. Prior information is often described by a prior probability distribution. Situations arise in which we wish to change prior information during the course of a scientific project. However, estimating the solution to any single Bayesian inference problem is often computationally costly, as it typically requires many model samples to be drawn, and the data set that would have been recorded if each sample was true must be simulated. Recalculating the Bayesian inference solution every time prior information changes can therefore be extremely expensive. We develop a mathematical formulation that allows the prior information that is embedded within a solution, to be changed using variational methods, without recalculating the original Bayesian inference. In this method, existing prior information is removed from a previously obtained posterior distribution and is replaced by new prior information. We therefore call the methodology variational prior replacement (VPR). We demonstrate VPR using a 2-D seismic full waveform inversion example, in which VPR provides similar posterior solutions to those obtained by solving independent inference problems using different prior distributions. The former can be completed within minutes on a laptop computer, whereas the latter requires days of computations using high-performance computing resources. We demonstrate the value of the method by comparing the posterior solutions obtained using three different types of prior information: uniform, smoothing and geological prior distributions.

Country
United Kingdom
Related Organizations
Keywords

Physics - Geophysics, Methodology (stat.ME), FOS: Computer and information sciences, FOS: Physical sciences, Mathematical Physics (math-ph), Statistics - Methodology, Mathematical Physics, Geophysics (physics.geo-ph)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
7
Top 10%
Average
Top 10%
Green
gold
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