data: Data and data uncertainties/noise

data is a Matlab structure that defines any number of data and the associated uncertainty/noise model.

data{1} defines the first data set (which must always be defined), and any number of additional data sets can be defined in data{2}, data{3}, ...

This allows to consider for example seismic data in data{1}, and electromagnetic data in data{2}.

For each set of data, a Gaussian noise model (both correlated and uncorrelated) can be specified. The noise model for different data types (e.g. data{1} and data{2} are independent).

Once the noise model has been defined, the log-likelihood related to any model, m, with the corresponding forward response, d, can be computed using

[d,forward,prior,data]=sippi_forward(m,forward,prior,data)
logL=sippi_likelihood(data,d)

where d is the output of sippi_forward.

The specification of the noise model can be divided into a description of the measurement noise (mandatory) and the modeling error (optional).

Gaussian measurement noise

Uncorrelated Gaussian measurement noise

To define a set of observed data, [0,1,2], with an associated uncorrelated uncertainty defined by a Gaussian model with mean 0 and standard deviation 2, use

data{1}.d_obs=[0 1 2]';
data{1}.d_std=[2 2 2]';

which is equivalent to (as the noise model for each data is the same, and independent)

data{1}.d_obs=[0 1 2]';
data{1}.d_std=2;

One can also choose to define the uncertainty using a variance as opposed to the standard deviation

data{1}.d_obs=[0 1 2]';
data{1}.d_var=4;

Correlated Gaussian measurement noise

Correlated Gaussian measurement uncertainty can be specified using the Cd field, as for example

data{1}.Cd=[4 1 0 ; 1 4 1 ; 0 1 4];

Note that data{1}.Cd must be of size [NDxND], where ND is the number of data in data{1}.d_obs.