Hamiltonian Monte Carlo Inversion of Seismic Sources in Complex Media

Developments of inverse analysis by Kalman filters and Bayesian methods applied to geotechnical engineering

The present paper reviews recent activities on inverse analysis strategies in geotechnical engineering using Kalman filters, nonlinear Kalman filters, and Markov chain Monte Carlo (MCMC)/Hamiltonian Monte Carlo (HMC) methods. Nonlinear Kalman filters with finite element method (FEM) broaden the choices of unknowns to be determined for not only parameters but also initial and/or boundary conditions, and the use of the posterior probability of the state variables can be widely applied to, for example, the decision making for design changes. The relevance of the unknowns and the observed values and the selection of the best sensor locations are some of the considerations made while using the Kalman filter FEM. This paper demonstrates several real-world geotechnical applications of the nonlinear Kalman filter and the MCMC with FEM. Future studies should focus on the following areas: attaining excellent performance for long-term forecasts using short-term observation and developing a viable method for selecting equations that describe physical phenomena and constitutive models.

Fernandez–Steel Skew Normal Conditional Autoregressive (FSSN CAR) Model in Stan for Spatial Data

In spatial data analysis, the prior conditional autoregressive (CAR) model is used to express the spatial dependence on random effects from adjacent regions. This paper provides a new proposed approach regarding the development of the existing normal CAR model into a more flexible, Fernandez–Steel skew normal (FSSN) CAR model. This approach is able to capture spatial random effects that have both symmetrical and asymmetrical patterns. The FSSN CAR model is built on the basis of the normal CAR with an additional skew parameter. The FSSN distribution is able to provide good estimates for symmetry with heavy- or light-tailed and skewed-right and skewed-left data. The effects of this approach are demonstrated by establishing the FSSN distribution and FSSN CAR model in spatial data using Stan language. On the basis of the plot of the estimation results and histogram of the model error, the FSSN CAR model was shown to behave better than both models without a spatial effect and with the normal CAR model. Moreover, the smallest widely applicable information criterion (WAIC) and leave-one-out (LOO) statistical values also validate the model, as FSSN CAR is shown to be the best model used.

Hamiltonian Nullspace Shuttles

We present a method to explore the effective nullspace of nonlinear inverse problems without Monte Carlo sampling. This is based on the construction of an artificial Hamiltonian system where a model is treated as a high-dimensional particle. Depending on its initial momentum and mass matrix, the particle evolves along a trajectory that traverses the effective nullspace, thereby producing a series of alternative models that are consistent with observations and their uncertainties. Variants of the nullspace shuttle enable hypothesis testing, for example, by adding features or by producing smoother or rougher models. Furthermore, the Hamiltonian nullspace shuttle can serve as a tunable hybrid between deterministic and probabilistic inversion methods: Choosing random initial momenta, it resembles Hamiltonian Monte Carlo; requiring misfits to decrease along a trajectory, it transforms into gradient descent. We illustrate the concept with a low-dimensional toy example and with high-dimensional nonlinear inversions of seismic traveltimes and magnetic data, respectively.