Abstract Particle filters avoid parametric estimates for Bayesian posterior densities, which alleviates Gaussian assumptions in nonlinear regimes. These methods, however, are more sensitive to sampling errors than Gaussian-based techniques such as ensemble Kalman filters. A recent study by the authors introduced an iterative strategy for particle filters that match posterior moments—where iterations improve the filter’s ability to draw samples from non-Gaussian posterior densities. The iterations follow from a factorization of particle weights, providing a natural framework for combining particle filters with alternative filters to mitigate the impact of sampling errors. The current study introduces a novel approach to forming an adaptive hybrid data assimilation methodology, exploiting the theoretical strengths of nonparametric and parametric filters. At each data assimilation cycle, the iterative particle filter performs a sequence of updates while the prior sample distribution is non-Gaussian, then an ensemble Kalman filter provides the final adjustment when Gaussian distributions for marginal quantities are detected. The method employs the Shapiro–Wilk test to determine when to make the transition between filter algorithms, which has outstanding power for detecting departures from normality. Experiments using low-dimensional models demonstrate that the approach has a significant value, especially for nonhomogeneous observation networks and unknown model process errors. Moreover, hybrid factors are extended to consider marginals of more than one collocated variables using a test for multivariate normality. Findings from this study motivate the use of the proposed method for geophysical problems characterized by diverse observation networks and various dynamic instabilities, such as numerical weather prediction models. Significance Statement Data assimilation statistically processes observation errors and model forecast errors to provide optimal initial conditions for the forecast, playing a critical role in numerical weather forecasting. The ensemble Kalman filter, which has been widely adopted and developed in many operational centers, assumes Gaussianity of the prior distribution and solves a linear system of equations, leading to bias in strong nonlinear regimes. On the other hand, particle filters avoid many of those assumptions but are sensitive to sampling errors and are computationally expensive. We propose an adaptive hybrid strategy that combines their advantages and minimizes the disadvantages of the two methods. The hybrid particle filter–ensemble Kalman filter is achieved with the Shapiro–Wilk test to detect the Gaussianity of the ensemble members and determine the timing of the transition between these filter updates. Demonstrations in this study show that the proposed method is advantageous when observations are heterogeneous and when the model has an unknown bias. Furthermore, by extending the statistical hypothesis test to the test for multivariate normality, we consider marginals of more than one collocated variable. These results encourage further testing for real geophysical problems characterized by various dynamic instabilities, such as real numerical weather prediction models.
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Probabilistic model-error assessment of deep learning proxies: an application to real-time inversion of borehole electromagnetic measurements
The advent of fast sensing technologies allow for real-time model updates in many applications where the model parameters are uncertain. Once the observations are collected, Bayesian algorithms offer a pathway for real-time inversion (a.k.a. model parameters/inputs update) because of the flexibility of the Bayesian framework against non-uniqueness and uncertainties. However, Bayesian algorithms rely on the repeated evaluation of the computational models and deep learning (DL) based proxies can be useful to address this computational bottleneck. In this paper, we study the effects of the approximate nature of the deep learned models and associated model errors during the inversion of borehole electromagnetic (EM) measurements, which are usually obtained from logging while drilling. We rely on the iterative ensemble smoothers as an effective algorithm for real-time inversion due to its parallel nature and relatively low computational cost. The real-time inversion of EM measurements is used to determine the subsurface geology and properties, which are critical for real-time adjustments of the well trajectory (geosteering). The use of deep neural network (DNN) as a forward model allows us to perform thousands of model evaluations within seconds, which is very useful to quantify uncertainties and non-uniqueness in real-time. While significant efforts are usually made to ensure the accuracy of the DL models, it is widely known that the DNNs can contain some type of model-error in the regions not covered by the training data, which are unknown and training specific. When the DL models are utilized during inversion of EM measurements, the effects of the model-errors could manifest themselves as a bias in the estimated input parameters and as a consequence might result in a low-quality geosteering decision. We present numerical results highlighting the challenges associated with the inversion of EM measurements while neglecting model-error. We further demonstrate the utility of a recently proposed flexible iterative ensemble smoother in reducing the effect of model-bias by capturing the unknown model-errors, thus improving the quality of the estimated subsurface properties for geosteering operation. Moreover, we describe a procedure for identifying inversion multimodality and propose possible solutions to alleviate it in real-time.
more » « less- NSF-PAR ID:
- 10367306
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Geophysical Journal International
- Volume:
- 230
- Issue:
- 3
- ISSN:
- 0956-540X
- Page Range / eLocation ID:
- p. 1800-1817
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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