The Probability Perturbation Method – An Alternative to a Traditional Bayesian Approach for Solving Inverse Problems

A008 THE PROBABILITY PERTURBATION METHOD – AN ALTERNATIVE TO A TRADITIONAL BAYESIAN APPROACH FOR SOLVING INVERSE PROBLEMS Abstract 1 Jef CAERS Stanford University Petroleum Engineering Stanford CA 94305-2220 USA Bayesian inverse theory provides a framework for solving inverse problems that are non-unique e.g. history matching. The Bayesian approach relies on the fact that the conditional probability of the model parameters given the data (the posterior) is proportional to the likelihood of observing the data and a prior belief expressed as a prior distribution of the model parameters. In case the prior is not Gaussian and the relation between data and