Comparing Transitional Markov Chain Monte Carlo and Metropolis–Hastings Sampling for Bayesian Bathymetry Reconstruction

ABSTRACT Inference in Bayesian inverse problems frequently relies on sampling‐based methods for exploring the posterior distribution. In this paper, we compare two such methods for Bayesian bathymetry reconstruction from water‐surface elevation measurements: Metropolis–Hastings Markov chain Monte Carlo (MH‐MCMC) and transitional Markov chain Monte Carlo (TMCMC). We set up the inverse problem using the one‐dimensional shallow water equations as a forward model and solve it within a Bayesian framework employing sparsity‐ and smoothness‐promoting priors. We evaluate the two sampling methods with respect to posterior exploration, reconstruction accuracy, and computational efficiency. For a low‐dimensional parameterized bathymetry test case, TMCMC demonstrates greater robustness to suboptimal local modes than MH‐MCMC, resulting in a more reliable exploration of the posterior distribution. Although both methods provide comparable reconstruction quality, TMCMC achieves a lower normalized root‐mean‐square error (NRMSE) along with lower relative and errors. Furthermore, we highlight the speed‐up achieved by parallelizing the TMCMC algorithm.

Authors

Institutions

Publication Details

Journal
PAMM
Published
2026-11-01
DOI
https://doi.org/10.1002/pamm.70268
Primary Topic
Markov Chains and Monte Carlo Methods
Type
article
Field-Weighted Citation Impact
0.00

Funders

Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Comparing Transitional Markov Chain Monte Carlo and Metropolis–Hastings Sampling for Bayesian Bathymetry Reconstruction

Daniel Ruprecht, Fynn Bensel, Sebastian Götschel, Lars Stietz
2 links
PAMM
Markov Chains and Monte Carlo Methods
article

Comparing Transitional Markov Chain Monte Carlo and Metropolis–Hastings Sampling for Bayesian Bathymetry Reconstruction

Daniel Ruprecht, Fynn Bensel, Sebastian Götschel, Lars Stietz
article en

Abstract

ABSTRACT Inference in Bayesian inverse problems frequently relies on sampling‐based methods for exploring the posterior distribution. In this paper, we compare two such methods for Bayesian bathymetry reconstruction from water‐surface elevation measurements: Metropolis–Hastings Markov chain Monte Carlo (MH‐MCMC) and transitional Markov chain Monte Carlo (TMCMC). We set up the inverse problem using the one‐dimensional shallow water equations as a forward model and solve it within a Bayesian framework employing sparsity‐ and smoothness‐promoting priors. We evaluate the two sampling methods with respect to posterior exploration, reconstruction accuracy, and computational efficiency. For a low‐dimensional parameterized bathymetry test case, TMCMC demonstrates greater robustness to suboptimal local modes than MH‐MCMC, resulting in a more reliable exploration of the posterior distribution. Although both methods provide comparable reconstruction quality, TMCMC achieves a lower normalized root‐mean‐square error (NRMSE) along with lower relative and errors. Furthermore, we highlight the speed‐up achieved by parallelizing the TMCMC algorithm.

PAMMVol. 26(4)
Universität Hamburg (DE), Hamburg University of Technology (DE)
Deutsches Elektronen-Synchrotron
Openalex Percentile: Top 12%
Markov Chains and Monte Carlo Methods
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

Laika access coming soon
Comparing Transitional Markov Chain Monte Carlo and Metropolis–Hastings Sampling for Bayesian Bathymetry Reconstruction — Daniel Ruprecht, Fynn Bensel, et al. · PAMM (2026) | TGRS Research Map | TGRS