The Maths Behind PEST and PEST++

GMDSI presented three webinars delivered by John Doherty (author of PEST).

Webinar 1: Wednesday 28th September – Video Recording and PowerPoint Presentation
Webinar 2: Wednesday 12th October – Video Recording and PowerPoint Presentation
Webinar 3: Wednesday 26th October – Video Recording and PowerPoint Presentation

These webinars will give you a good understanding of the mathematical concepts that underpin model calibration and uncertainty analysis.

Be warned! There are a few equations. (But there are also lots of pictures.) These equations are not complicated. They are common to any exposé of calibration and uncertainty analysis. The webinars will help you to understand what they mean. This is what matters; their details are of secondary importance.

By watching the recording from the webinars, you will better understand how PEST and PEST++ work. More than this, you will better understand how calibration and uncertainty analysis work, whether or not you use PEST or PEST++.

Each webinar will last between an hour and an hour and a half. This will include time for questions.

Contents of each webinar are as follows:

Webinar 1: Recalling what you once knew
•    linear algebra
•    statistics
•    geostatistics

Webinar 2: Highly-parameterised inversion
•    basics
•    manual regularisation
•    singular value decomposition
•    Tikhonov regularisation

Webinar 3: Uncertainty analysis
•    Bayes equation
•    linear uncertainty analysis
•    sampling the prior
•    sampling the posterior
•    data space inversion: by-passing parameter adjustment altogether