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Announcement
Omar Ghattas
UT Austin
Large-scale Bayesian inversion and the flow of the Antarctic ice sheet
Nov. 9, 2016
3:00 pm PHG 646
Abstract
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Many geophysical systems are characterized by complex nonlinear behavior
coupling multiple physical processes over a wide range of length and time
scales. Mathematical and computational models of these systems often
contain numerous uncertain parameters, making high-reliability predictive
modeling a challenge. Rapidly expanding volumes of observational data
– along with tremendous increases in HPC capability – present
opportunities to reduce these uncertainties via solution of large-scale
inverse problems. Bayesian inference provides a systematic framework for
inferring model parameters with associated uncertainties from (possibly
noisy) data and any prior information. However, solution of Bayesian
inverse problems via conventional Markov chain Monte Carlo (MCMC) methods
remains prohibitive for expensive models and high-dimensional parameters,
as result from discretization of infinite dimensional problems with
uncertain fields. Despite the large size of observational datasets,
typically they can provide only sparse information on model parameters.
Based on this property we design MCMC methods that adapt to the structure
of the posterior probability and exploit an effectively-reduced parameter
dimension, thereby making Bayesian inference tractable for some
large-scale, high-dimensional inverse problems. We discuss inverse problems
for the flow of the Antarctic ice sheet, which have been solved for as many
as one million uncertain parameters at a cost (measured in forward problem
solves) that is independent of the parameter dimension and the data
dimension. This work is joint with Tobin Isaac, Noemi Petra, and Georg
Stadler.
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