Experimental design for fully nonlinear source location problems: which method should I choose?

S U M M A R Y Statistical experimental design (SED) is the field of statistics concerned with designing experiments to obtain as much information as possible about a target of interest. SED algorithms can be divided into two categories: those that assume a linear or linearized relationship between measured data and parameters, and those that account for a fully nonlinear relationship. We compare the most commonly used linear method, Bayesian D-optimization, to two nonlinear methods, maximum entropy design and DN-optimization, in a synthetic seismological source location problem where we define a region of the subsurface in which earthquake sources are likely to occur. Example random sources in this region are sampled with a uniform distribution and their arrival time data across the ground surface are forward modelled; the goal of SED is to define a surface monitoring network that optimally constrains this set of source locations given the data that would be observed. Receiver networks so designed are evaluated on performance—the percentage of earthquake pairs whose arrival time differences are above a threshold of measurement uncertainty at each receiver, the number of prior samples (earthquakes) required to evaluate the statistical performance of each design and the SED compute time for different subsurface velocity models. We find that DN-optimization provides the best results both in terms of performance and compute time. Linear design is more computationally expensive and designs poorer performing networks. Maximum entropy design is shown to be effectively impractical due to the large number of samples and long compute times required.

[1]  T. Francis,et al.  Hypocentral resolution of small ocean bottom seismic networks , 1978 .

[2]  Anthony Lomax,et al.  A deterministic algorithm for experimental design applied to tomographic and microseismic monitoring surveys , 2004 .

[3]  P. Podvin,et al.  Finite difference computation of traveltimes in very contrasted velocity models: a massively parallel approach and its associated tools , 1991 .

[4]  Jeannot Trampert,et al.  Optimal nonlinear Bayesian experimental design: an application to amplitude versus offset experiments , 2003 .

[5]  C. Wunsch The Ocean Circulation Inverse Problem , 1996 .

[6]  Jon Lee Maximum entropy sampling , 2001 .

[7]  Andrew Curtis,et al.  Theory of model-based geophysical survey and experimental design: Part 2—nonlinear problems , 2004 .

[8]  K. Chaloner,et al.  Bayesian Experimental Design: A Review , 1995 .

[9]  Miao Zhang,et al.  Seismological Evidence for a Low‐Yield Nuclear Test on 12 May 2010 in North Korea , 2015 .

[10]  Andreas Fichtner,et al.  Optimized Experimental Design in the Context of Seismic Full Waveform Inversion and Seismic Waveform Imaging , 2017 .

[11]  Sven Peter Näsholm,et al.  Benchmarking earthquake location algorithms: A synthetic comparison , 2018 .

[12]  W. Näther Optimum experimental designs , 1994 .

[13]  Toby J. Mitchell,et al.  An Algorithm for the Construction of “D-Optimal” Experimental Designs , 2000, Technometrics.

[14]  Carl Wunsch,et al.  Oceanographic Experiment Design by Simulated Annealing , 1990 .

[15]  Sang Joon Kim,et al.  A Mathematical Theory of Communication , 2006 .

[16]  V. Červený,et al.  Seismic Ray Theory , 2001, Encyclopedia of Solid Earth Geophysics.

[17]  Shiri Gordon,et al.  An efficient image similarity measure based on approximations of KL-divergence between two gaussian mixtures , 2003, Proceedings Ninth IEEE International Conference on Computer Vision.

[18]  David R. Cox Planning of Experiments , 1958 .

[19]  Andrew Curtis,et al.  Optimal design of focused experiments and surveys , 1999 .

[20]  D. Lindley On a Measure of the Information Provided by an Experiment , 1956 .

[21]  Andrew Curtis,et al.  Optimal trace selection for AVA processing of shale-sand reservoirs , 2010 .

[22]  Hansruedi Maurer,et al.  Recent advances in optimized geophysical survey design , 2010 .

[23]  Andrew Curtis,et al.  Survey Design Strategies For Linearized Nonlinear Inversion , 1999 .

[24]  R. Davies,et al.  Anthropogenic earthquakes in the UK: A national baseline prior to shale exploitation , 2015 .

[25]  Albert Tarantola,et al.  Inverse problem theory - and methods for model parameter estimation , 2004 .

[26]  Zhengyong Ren,et al.  Uncertainty and Resolution Analysis of 2D and 3D Inversion Models Computed from Geophysical Electromagnetic Data , 2019, Surveys in Geophysics.

[27]  F. Waldhauser,et al.  A Double-Difference Earthquake Location Algorithm: Method and Application to the Northern Hayward Fault, California , 2000 .

[28]  L. Wen,et al.  High-precision Location of North Korea's 2009 Nuclear Test , 2010 .

[29]  H. Maurer,et al.  Optimized experimental network design for earthquake location problems: Applications to geothermal and volcanic field seismic networks , 2020 .

[30]  Andrew Curtis,et al.  On standard and optimal designs of industrial-scale 2-D seismic surveys , 2011 .

[31]  S. F.R.,et al.  An Essay towards solving a Problem in the Doctrine of Chances . By the late Rev . Mr . Bayes , communicated by Mr . Price , in a letter to , 1999 .

[32]  Alan G. Green,et al.  Experimental design: Electrical resistivity data sets that provide optimum subsurface information , 2004 .

[33]  R. N. Kackar Off-Line Quality Control, Parameter Design, and the Taguchi Method , 1985 .

[34]  J. T. Chu,et al.  On the Distribution of the Sample Median , 1955 .

[35]  Henry P. Wynn,et al.  Maximum entropy sampling , 1987 .

[36]  Toby J. Mitchell,et al.  An algorithm for the construction of “ D -optimal” experimental designs , 2000 .

[37]  Andrew Curtis,et al.  Theory of model-based geophysical survey and experimental design , 2012 .

[38]  Dan Stowell,et al.  Fast Multidimensional Entropy Estimation by $k$-d Partitioning , 2009, IEEE Signal Processing Letters.

[39]  Anthony C. Atkinson,et al.  Optimum Experimental Designs, with SAS , 2007 .

[40]  Andrew Curtis,et al.  Efficient nonlinear Bayesian survey design using DN optimization , 2011 .

[41]  Hansruedi Maurer,et al.  Frequency and spatial sampling strategies for crosshole seismic waveform spectral inversion experiments , 2009 .

[42]  H. L. Lucas,et al.  DESIGN OF EXPERIMENTS IN NON-LINEAR SITUATIONS , 1959 .

[43]  Andrzej Kijko,et al.  An algorithm for the optimum distribution of a regional seismic network—I , 1977 .

[44]  R. Gerhard Pratt,et al.  Efficient waveform inversion and imaging: A strategy for selecting temporal frequencies , 2004 .

[45]  David M. Steinberg,et al.  Configuring a seismographic network for optimal monitoring of fault lines and multiple sources , 1995, Bulletin of the Seismological Society of America.

[46]  Darrell Coles,et al.  A method of fast, sequential experimental design for linearized geophysical inverse problems , 2009 .

[47]  Andrew Curtis,et al.  Iteratively constructive sequential design of experiments and surveys with nonlinear parameter-data relationships , 2009 .

[48]  Dinghui Yang,et al.  Acoustic wave-equation-based earthquake location , 2016 .

[49]  Emanuel Winterfors,et al.  Numerical detection and reduction of non-uniqueness in nonlinear inverse problems , 2008 .

[50]  C. E. SHANNON,et al.  A mathematical theory of communication , 1948, MOCO.

[51]  T. Bayes An essay towards solving a problem in the doctrine of chances , 2003 .

[52]  A. Zollo,et al.  Seismic networks layout optimization for a high-resolution monitoring of induced micro-seismicity , 2019, Journal of Seismology.

[53]  G. Lin Three‐Dimensional Seismic Velocity Structure and Precise Earthquake Relocations in the Salton Trough, Southern California , 2013 .

[54]  Zhouchuan Huang,et al.  Relocating the 2011 Tohoku-oki earthquakes (M 6.0–9.0) , 2013 .

[55]  A. Curtis Optimal experiment design: cross-borehole tomographic examples , 1999 .