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CPS1110 Selamawit M. et al.



                          Bayesian inversion into soil types with Kernel-
                                        Likelihood Models
                                                                 2
                                                 1
                                  Selamawit Moja ; Henning Omre
                                  1 Hawassa University, Hawassa, Ethiopia
                      2 Norwegian University of Science and Technology, Trondheim, Norway

            Abstract
            Knowledge of the sub-surface characteristics is crucial in many engineering
            activities. Sub-surface soil classes must for example be predicted from indirect
            measurements in narrow drill holes and geological experience. In this study
            the inversion is made in a Bayesian framework by defining a hidden Markov
            chain. The likelihood model for the observations is assumed to be in factorial
            form and they are assessed from a calibration well by kernel estimators. The
            prior Markov model are defined to be either a traditional stationary Markov
            chain or a trend Markov chain. The methodology is demonstrated on one case
            study for offshore fundamentation of wind-mills. We conclude that a suitable
            choice of kernel likelihood model is of at most importance, and that using a
            trend Markov prior model improve the predictions even more.

            Keywords
            Sub-surface layer prediction; circular uniform kernel; Gaussian kernel

            1.  Introduction
                In the previous study Moja et al. (2018), we constructed a prediction rule
            for the sub-surface facies characteristics from well-log observations. This rule
            is  based  on  a  non-stationary  prior  Markov  chain  model  with  a  Gaussian
            likelihood model on factorial form. However, the Gaussian likelihood model
            does not capture the bimodal nature of our CPT data. In the current study we
            define a non-parametric kernel model in order to capture the bimodal nature
            of  the  observations  which  offers  an  alternative  to  traditional  parametric
            models (Izenman 1991). We define a non-stationary prior Markov chain model
            with two different types of kernel likelihood models. These models are circular
            uniform  kernel  likelihood  and  Gaussian  kernel  likelihood.  Therefore,  the
            current  study  allow  us  to  handle  the  bimodality  nature  of  the  data  in  the
            likelihood  model.  We  compare  results  from  the  inversion  based  on  the
            Gaussian likelihood, and the circular uniform kernel likelihood and Gaussian
            kernel likelihood model. The sensitivity of the likelihood model to the choice
            of kernel band width is also explored. Thereafter, an estimate of the optimal
            band  width  based  on  the  maximum  cross-validation  pseudo-likelihood
            criterion is obtained, and the corresponding likelihood models and posterior
            pdfs are presented.
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