CISL Seminar- Hybrid Error Estimation Methods and Dimension Reduction for Large‐scale Bayesian Inverse Problems

12/11/2015 - 10:00am
Mesa Lab - Main Seminar Room

Nicolas Bousserez
University of Colorado, Boulder

Many inverse problems in geophysics are solved within the Bayesian framework, in which a prior probability density function of a quantity of interest is optimally updated using newly available observations. For large‐scale problems, the maximum likelihood of the posterior distribution can be estimated using techniques such as least‐squares minimization (e.g., 4D‐Var), or ensemble approaches (e.g., EnKF). Both methods rely, either explicitly (ensemble) or implicitly (Hessian estimate in minimization subspace) on low‐rank approximation of the second‐order moment statistics. In this presentation, deterministic and stochastic approaches to estimate the posterior error covariance matrix for large‐scale inverse problems will be presented and discussed. First, in the context of 4D‐Var, the standard MonteCarlo method will be compared with Hessian‐based estimates from a randomization approach and from the deterministic BFGS algorithm. New preconditioning techniques for the BFGS method that significantly improve the posterior error estimates will be presented and illustrated with numerical examples. Secondly, posterior error approximations will be discussed in the broader context of dimension reduction for large‐scale inverse problems. The formalism of dimension reduction for Bayesian problems will be introduced and different optimality criteria presented. An optimal method that maximizes the degree of freedom for signal of the inversion will be proposed. Its numerical efficiency will be demonstrated with an Observation Simulation System Experiment consisting of a methane source inversion over North America using space‐based observations from GOSAT and the GEOS‐Chem chemistry‐transport model. To conclude, interesting theoretical links between this optimal posterior covariance low‐rank approximation and existing variational and ensemble data assimilation system will be discussed.

Date: December 11, 2015

Time: 10:00am

Location: NCAR- Mesa Laboratory- Main Auditorium