Premium
MONTE CARLO METHODS IN GEOPHYSICAL INVERSE PROBLEMS
Author(s) -
Sambridge Malcolm,
Mosegaard Klaus
Publication year - 2002
Publication title -
reviews of geophysics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 8.087
H-Index - 156
eISSN - 1944-9208
pISSN - 8755-1209
DOI - 10.1029/2000rg000089
Subject(s) - monte carlo method , inversion (geology) , geophysics , computer science , markov chain monte carlo , statistical physics , geology , physics , mathematics , seismology , statistics , tectonics
Monte Carlo inversion techniques were first used by Earth scientists more than 30 years ago. Since that time they have been applied to a wide range of problems, from the inversion of free oscillation data for whole Earth seismic structure to studies at the meter‐scale lengths encountered in exploration seismology. This paper traces the development and application of Monte Carlo methods for inverse problems in the Earth sciences and in particular geophysics. The major developments in theory and application are traced from the earliest work of the Russian school and the pioneering studies in the west by Press [1968] to modern importance sampling and ensemble inference methods. The paper is divided into two parts. The first is a literature review, and the second is a summary of Monte Carlo techniques that are currently popular in geophysics. These include simulated annealing, genetic algorithms, and other importance sampling approaches. The objective is to act as both an introduction for newcomers to the field and a comprehensive reference source for researchers already familiar with Monte Carlo inversion. It is our hope that the paper will serve as a timely summary of an expanding and versatile methodology and also encourage applications to new areas of the Earth sciences.