Abstract
Markov Chain Monte Carlo (MCMC) sampling of solutions to large-scale
inverse problems is, by many, regarded as being unfeasible due to the
large number of model parameters. This statement, however, is only true
if arbitrary, local proposal distributions are used. If we instead use a
global proposal, informed by the physics of the problem, we can
dramatically improve the performance of MCMC and even solve highly
nonlinear inverse problems with vast model spaces. This is illustrated
by a seismic full-waveform inverse problem in the acoustic
approximation, involving close to 10^6 parameters.