Parallel tempering for strongly nonlinear geoacoustic inversion

Abstract

This paper applies parallel tempering within a Bayesian formulation for strongly nonlinear geoacoustic inverse problems. Bayesian geoacoustic inversion consists of sampling the posterior probability density (PPD) of seabed parameters to estimate integral properties, such as marginal probability distributions, based on ocean acoustic data and prior information. This sampling is usually carried out using the Markov-chain Monte Carlo method of Metropolis-Hastings sampling. However, standard sampling methods can be very inefficient for strongly nonlinear problems involving multi-modal PPDs with the potential to miss important regions of the parameter space and to significantly underestimate parameter uncertainties. Parallel tempering achieves efficient/effective sampling of challenging parameter spaces with the ability to transition freely between multiple PPD modes by running parallel Markov chains at a series of increasing sampling temperatures with probabilistic interchanges between chains. The approach is illustrated for inversion of (simulated) acoustic reverberation data for which the PPD is highly multi-modal. While Metropolis-Hastings sampling gives poor results even with very large sample sizes, parallel tempering provides efficient, convergent sampling of the PPD. Methods to enhance the efficiency of parallel tempering are also considered.