Uncertainty quantification in Bayesian inverse problems with model and data dimension reduction

ABSTRACT The prediction of rock properties in the subsurface from geophysical data generally requires the solution of a mathematical inverse problem. Because of the large size of geophysical (seismic) data sets and subsurface models, it is common to reduce the dimension of the problem by applying dimension reduction methods and considering a reparameterization of the model and/or the data. Especially for high-dimensional nonlinear inverse problems, in which the analytical solution of the problem is not available in a closed form and iterative sampling or optimization methods must be applied to approximate the solution, model and/or data reduction reduce the computational cost of the inversion. However, part of the information in the data or in the model can be lost by working in the reduced model and/or data space. We have focused on the uncertainty quantification in the solution of the inverse problem with data and/or model order reduction. We operate in a Bayesian setting for the inversion and uncertainty quantification and validate the proposed approach in the linear case, in which the posterior distribution of the model variables can be analytically written and the uncertainty of the model predictions can be exactly assessed. To quantify the changes in the uncertainty in the inverse problem in the reduced space, we compare the uncertainty in the solution with and without data and/or model reduction. We then extend the approach to nonlinear inverse problems in which the solution is computed using an ensemble-based method. Examples of applications to linearized acoustic and nonlinear elastic inversion allow quantifying the impact of the application of reduction methods to model and data vectors on the uncertainty of inverse problem solutions. Examples of applications to linearized acoustic and nonlinear elastic inversion are shown.