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X-WR-CALNAME:Halıcıoğlu Data Science Institute
X-ORIGINAL-URL:https://datascience.ucsd.edu
X-WR-CALDESC:Events for Halıcıoğlu Data Science Institute
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TZOFFSETFROM:-0800
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DTSTART:20220313T100000
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DTSTART:20221106T090000
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DTSTART;TZID=America/Los_Angeles:20221017T130000
DTEND;TZID=America/Los_Angeles:20221017T140000
DTSTAMP:20230127T163848
CREATED:20221003T215147Z
LAST-MODIFIED:20221015T013818Z
UID:14368-1666011600-1666015200@datascience.ucsd.edu
SUMMARY:Markov Chain Monte Carlo for High-dimensional\, Nonlinear Problems in Earth Science | HDSI Seminar Series
DESCRIPTION:Abstract: Earth science nearly always requires estimating models\, or model parameters\, from data. This could mean to infer the state of the southern ocean from ARGO floats\, to compute the state of our atmosphere based on atmospheric observations of the past six hours\, or to construct a resistivity model of the Earth’s subsurface from electromagnetic data. All these problems have in common that the number of unknowns is large (millions to hundreds of millions) and that the underlying processes are nonlinear. The problems also all have in common that they can be formulated as the problem of drawing samples from a high-dimensional Bayesian posterior distribution.\n\n\nDue to the nonlinearity\, Markov chain Monte Carlo (MCMC) is a good candidate for the numerical solution of such “inverse problems.” But MCMC is known to be slow when the number of unknowns is large. In this talk\, I will argue that an unbiased solution of nonlinear\, high-dimensional problems is and remains infeasible\, but one can construct efficient and accurate biased estimators that are feasible to apply to high-dimensional problems. I will show examples of biased estimators in action and invert electromagnetic data using an approximate MCMC sampling algorithm called the RTO-TKO (randomize-then-optimize — technical-kock-out).
URL:https://datascience.ucsd.edu/event/markov-chain-monte-carlo-for-high-dimensional-nonlinear-problems-in-earth-science-hdsi-seminar-series/
LOCATION:SDSC\, the Auditorium\, San Diego Supercomputer Center\, 10100 Hopkins Dr\, La Jolla\, 92093\, United States
CATEGORIES:HDSI Event,Seminar
ATTACH;FMTTYPE=image/png:https://datascience.ucsd.edu/wp-content/uploads/2022/10/matthias_morzfeld.png
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