Convolved Hidden Markov Models for Well-log Inversion

Bayesian inversion of convolved data from discrete profiles, for example well-log data from lithofacies well profiles, is studied and found feasible to make. The projection approximation of the likelihood model provides reliable approximate posterior models, which can be used as proposal in an independent-proposal MCMC M-H algorithm, to generate realizations of lithofacies profiles from the correct posterior model.