MONTE CARLO METHODS IN GEOPHYSICAL INVERSE PROBLEMS

Monte Carlo inversion techniques were first used by Earth scientists more than 30 years ago. Since that time they have been applied to a wide range of problems, from the inversion of free oscillation data for whole Earth seismic structure to studies at the meter‐scale lengths encountered in exploration seismology. This paper traces the development and application of Monte Carlo methods for inverse problems in the Earth sciences and in particular geophysics. The major developments in theory and application are traced from the earliest work of the Russian school and the pioneering studies in the west by Press [1968] to modern importance sampling and ensemble inference methods. The paper is divided into two…