The Water Residence Time distribution is the equivalent of the impulse response of a linear system allowing the propagation of water through a medium, e.g. the propagation of rain water from the top of the mountain towards the aquifers. We consider the output aquifer levels as the convolution between the input rain levels and the Water Residence Time, starting with an initial aquifer base level. The estimation of Water Residence Time is important for a better understanding of hydro-bio-geochemical processes and mixing properties of wetlands used as filters in ecological applications, as well as protecting fresh water sources for wells from pollutants. Common methods of estimating the Water Residence Time focus on cross-correlation, parameter fitting and non-parametric deconvolution methods. Here we propose a 1D full-deconvolution, regularized, non-parametric inverse problem algorithm that enforces smoothness and uses constraints of causality and positivity to estimate the Water Residence Time curve. Compared to Bayesian non-parametric deconvolution approaches, it has a fast runtime per test case; compared to the popular and fast cross-correlation method, it produces a more precise Water Residence Time curve even in the case of noisy measurements. The algorithm needs only one regularization parameter to balance between smoothness of the Water Residence Time and accuracy of the reconstruction. We propose an approach on how to automatically find a suitable value of the regularization parameter from the input data only. Tests on real data illustrate the potential of this method to analyze hydrological datasets.
In the case of @cite_31 the presented method is a Bayesian Monte-Carlo non-parametric deconvolution method that gives as result the full shape of the residence time distribution curve containing all possible residence time curves for that channel with zones of interest curves and the average curve. The method can yield multiple peaks in the transfer function with some computational cost -- "" @cite_31 . There is a constraint for positivity and for causality through @cite_11 . Expectation Maximization is used to estimate the parameters. The algorithm is tested on uni-modal and bi-modal cases. In comparison, our method provides faster estimates of the residence time curve for a Dirac-like rainfall event or for a clustered rainfall event. The computational cost per tested hyper-parameter @math is small. There is no constraint on the shape of the residence time curve other than smoothness (controlled by @math ), and positivity and causality which we implement throughout the algorithm. On the downside, our algorithm does not estimate the uncertainties attached to the residence time like in a Bayesian approach.
@cite_31 @cite_11
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Received 28 May 2002; revised 18 September 2002; accepted 24 September 2002; published 14 February 2003. [1] When an inverse problem is solved to estimate an unknown function such as the hydraulic conductivity in an aquifer or the contamination history at a site, one constraint is that the unknown function is known to be everywhere nonnegative. In this work, we develop a statistically rigorous method for enforcing function nonnegativity in Bayesian inverse problems. The proposed method behaves similarly to a Gaussian process with a linear variogram (i.e., unrestricted Brownian motion) for parameter values significantly greater than zero. The method uses the method of images to define a prior probability density function based on reflected Brownian motion that implicitly enforces nonnegativity. This work focuses on problems where the unknown is a function of a single variable (e.g., time). A Markov chain Monte Carlo (MCMC) method, specifically, a highly efficient Gibbs sampler, is implemented to generate conditional realizations of the unknown function. The new method is applied to the estimation of the trichloroethylene (TCE) and perchloroethylene (PCE) contamination history in an aquifer at Dover Air Force Base, Delaware, based on concentration profiles obtained from an underlying aquitard. INDEX TERMS: 1831 Hydrology: Groundwater quality; 1869 Hydrology: Stochastic processes; 3260 Mathematical Geophysics: Inverse theory; KEYWORDS: stochastic inverse modeling, contaminant source identification, inference under constraints, Markov chain Monte Carlo (MCMC), Gibbs sampling, Bayesian inference These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications in volving the blending of mathematical models with data. The finite dimensional situation is described first, along with some motivational examples. Then the development of probability measures on separable Banach space is undertaken, using a random series over an infinite set of functions to construct draws; these probability measures are used as priors in the Bayesian approach to inverse problems. Regularity of draws from the priors is studied in the natural Sobolev or Besov spaces implied by the choice of functions in the random series construction, and the Kolmogorov continuity theorem is used to extend regularity considerations to the space of Holder continuous functions. Bayes’ theorem is de rived in this prior setting, and here interpreted as finding conditions under which the posterior is absolutely continuous with respect to the prior, and determining a formula for the Radon-Nikodym derivative in terms of the likelihood of the data. Having established the form of the posterior, we then describe various properties common to it in the infinite dimensional setting. These properties include well-posedness, approximation theory, and the existence of maximum a posteriori estimators. We then describe measure-preserving dynamics, again on the infinite dimensional space, including Markov chain-Monte C arlo and sequential Monte Carlo methods, and measure-preserving reversible stochastic differential equations. By formulating the theory and algorithms on the underlying infinite dimensional space, we obtain a framework suitable for rigorous analysis of the accuracy of reconstructions, of computational complexity, as well as naturally constructing algorithms which perform well under mesh refinement, since they are inherently well-defined in infinite dimensions. We introduce a dynamic mechanism for the solution of analytically-tractable substructure in probabilistic programs, using conjugate priors and affine transformations to reduce variance in Monte Carlo estimators. For inference with Sequential Monte Carlo, this automatically yields improvements such as locally-optimal proposals and Rao-Blackwellization. The mechanism maintains a directed graph alongside the running program that evolves dynamically as operations are triggered upon it. Nodes of the graph represent random variables, edges the analytically-tractable relationships between them. Random variables remain in the graph for as long as possible, to be sampled only when they are used by the program in a way that cannot be resolved analytically. In the meantime, they are conditioned on as many observations as possible. We demonstrate the mechanism with a few pedagogical examples, as well as a linear-nonlinear state-space model with simulated data, and an epidemiological model with real data of a dengue outbreak in Micronesia. In all cases one or more variables are automatically marginalized out to significantly reduce variance in estimates of the marginal likelihood, in the final case facilitating a random-weight or pseudo-marginal-type importance sampler for parameter estimation. We have implemented the approach in Anglican and a new probabilistic programming language called Birch. We describe a Bayesian method, for fitting curves to data drawn from an exponential family, that uses splines for which the number and locations of knots are free parameters. The method uses reversible jump Markov chain Monte Carlo to change the knot configurations and a locality heuristic to speed up mixing. For nonnormal models, we approximate the integrated likelihood ratios needed to compute acceptance probabilities by using the Bayesian information criterion, BIC, under priors that make this approximation accurate. Our technique is based on a marginalised chain on the knot number and locations, but we provide methods for inference about the regression coefficients, and functions of them, in both normal and nonnormal models. Simulation results suggest that the method performs well, and we illustrate the method in two neuroscience applications.