4.7 Article

An efficient two-stage Markov chain Monte Carlo method for dynamic data integration

Journal

WATER RESOURCES RESEARCH
Volume 41, Issue 12, Pages -

Publisher

AMER GEOPHYSICAL UNION
DOI: 10.1029/2004WR003764

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[1] In this paper, we use a two-stage Markov chain Monte Carlo (MCMC) method for subsurface characterization that employs coarse-scale models. The purpose of the proposed method is to increase the acceptance rate of MCMC by using inexpensive coarse-scale runs based on single-phase upscaling. Numerical results demonstrate that our approach leads to a severalfold increase in the acceptance rate and provides a practical approach to uncertainty quantification during subsurface characterization.

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