2021
DOI: 10.1029/2021wr030051
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Efficient Discretization‐Independent Bayesian Inversion of High‐Dimensional Multi‐Gaussian Priors Using a Hybrid MCMC

Abstract: A hybrid MCMC between the sequential Gibbs and the pCN-MCMC approach is presented.• This hybrid MCMC is more efficient than both special cases.

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Cited by 11 publications
(6 citation statements)
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“…Out of the 100,000 iterations, we thin out the samples by saving only every tenth iteration, resulting in a total of 10,000 samples. The step size h is chosen so that the acceptance rate amounts to approximately 23% (Reuschen et al, 2021). This corresponds to h = 10 −2 for MH, h = 7 × 10 −6 for MALA, and h = 4 × 10 −3 for Barker.…”
Section: Learning Using An Experimental Data Setmentioning
confidence: 99%
“…Out of the 100,000 iterations, we thin out the samples by saving only every tenth iteration, resulting in a total of 10,000 samples. The step size h is chosen so that the acceptance rate amounts to approximately 23% (Reuschen et al, 2021). This corresponds to h = 10 −2 for MH, h = 7 × 10 −6 for MALA, and h = 4 × 10 −3 for Barker.…”
Section: Learning Using An Experimental Data Setmentioning
confidence: 99%
“…Out of the 100,000 iterations, we thin out the samples by saving only every tenth iteration, resulting in a total of 10,000 samples. The step size h is chosen so that the acceptance rate amounts to approximately 23% (Reuschen et al., 2021). This corresponds to h = 10 −2 for MH, h = 7 × 10 −6 for MALA, and h = 4 × 10 −3 for Barker.…”
Section: Learning Experimentsmentioning
confidence: 99%
“…The solutions in the ADE and MIM models for radial solute transport have been reported by Li et al (2020). In recent years, Markov Chain Monte Carlo (MCMC) methods have gained increasing popularity in subsurface flow and transport studies, as these methods can simulate complex multivariate distributions, and provide a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions (Reuschen et al, 2021;Zhang et al, 2017). In this work, an ensemble sampler respecting affine invariance is applied to estimate dispersion parameters (Goodman & Weare, 2010;Hou et al, 2012).…”
Section: Application Of the Proposed Modelmentioning
confidence: 99%