Related papers: Optimal Transport for Seismic Full Waveform Invers…
In this essay, we discuss the notion of optimal transport on geodesic measure spaces and the associated (2-)Wasserstein distance. We then examine displacement convexity of the entropy functional on the space of probability measures. In…
Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…
Given a family of probability measures in P(X), the space of probability measures on a Hilbert space X, our goal in this paper is to highlight one ore more curves in P(X) that summarize efficiently that family. We propose to study this…
We present a method based on optimal transport to remove arbitrage opportunities within a finite set of option prices. The method is notably intended for regulatory stress-tests, which require applying significant local distortions to…
In this paper, we describe a possible generalization of the Wasserstein 2-metric, originally defined on the space of scalar probability densities, to the space of Hermitian matrices with trace one, and to the space of matrix-valued…
We propose a unified data-driven framework based on inverse optimal transport that can learn adaptive, nonlinear interaction cost function from noisy and incomplete empirical matching matrix and predict new matching in various matching…
We introduce a novel optimal transport framework for probabilistic circuits (PCs). While it has been shown recently that divergences between distributions represented as certain classes of PCs can be computed tractably, to the best of our…
Assume that we observe i.i.d.~points lying close to some unknown $d$-dimensional $\mathcal{C}^k$ submanifold $M$ in a possibly high-dimensional space. We study the problem of reconstructing the probability distribution generating the…
Full waveform inversion is a high-resolution subsurface imaging technique, in which full seismic waveforms are used to infer subsurface physical properties. We present a novel, target-enclosing, full-waveform inversion framework based on an…
The amplitude-variation-with-offset inversion techniques are formulated to estimate elastic properties by fitting modeled seismic responses to observed data. Solving inverse seismic problems requires minimizing a target objective function…
Geophysical models usually contain both sharp interfaces and smooth variations, and it is difficult to accurately account for both of these two types of medium parameter variations using conventional full-waveform inversion methods. In…
This paper defines a new transport metric over the space of non-negative measures. This metric interpolates between the quadratic Wasserstein and the Fisher-Rao metrics and generalizes optimal transport to measures with different masses. It…
Optimal transportation, or computing the Wasserstein or ``earth mover's'' distance between two distributions, is a fundamental primitive which arises in many learning and statistical settings. We give an algorithm which solves this problem…
Gromov--Wasserstein optimal transport (GWOT) aligns metric measure spaces by matching their within-domain relational structures, but large-scale GWOT remains challenging because its objective is nonconvex and projection onto the transport…
This paper presents a groundbreaking approach to causal inference by integrating continuous normalizing flows (CNFs) with parametric submodels, enhancing their geometric sensitivity and improving upon traditional Targeted Maximum Likelihood…
We introduce a novel, geometry-aware distance metric for the family of von Mises-Fisher (vMF) distributions, which are fundamental models for directional data on the unit hypersphere. Although the vMF distribution is widely employed in a…
Accurate seismic imaging and velocity estimation are essential for subsurface characterization. Conventional inversion techniques, such as full-waveform inversion, remain computationally expensive and sensitive to initial velocity models.…
Full waveform inversion (FWI) is a powerful tool for reconstructing material fields based on sparsely measured data obtained by wave propagation. For specific problems, discretizing the material field with a neural network (NN) improves the…
Recently, the Wasserstein loss function has been proven to be effective when applied to deterministic full-waveform inversion (FWI) problems. We consider the application of this loss function in Bayesian FWI so that the uncertainty can be…
In order to compare and interpolate signals, we investigate a Riemannian geometry on the space of signals. The metric allows discontinuous signals and measures both horizontal (thus providing many benefits of the Wasserstein metric) and…