Efficient posterior exploration of a high-dimensional groundwater model from two-stage Markov chain Monte Carlo simulation and polynomial chaos expansion
Laloy, Eric × Rogiers, Bart Vrugt, Jasper A. Mallants, Dirk Jacques, Diederik #
American Geophysical Union
Water Resources Research vol:49 issue:5 pages:2664-2682
This study reports on two strategies for accelerating posterior inference of a highly parameterized and CPU-demanding groundwater flow model. Our method builds on previous stochastic collocation approaches, e.g., Marzouk and Xiu (2009) and Marzouk and Najm (2009), and uses generalized polynomial chaos (gPC) theory and dimensionality reduction to emulate the output of a large-scale groundwater flow model. The resulting surrogate model is CPU efficient and serves to explore the posterior distribution at a much lower computational cost using two-stage MCMC simulation. The case study reported in this paper demonstrates a two to five times speed-up in sampling efficiency.