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Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…

Applications · Statistics 2024-03-07 Dongkyu Derek Cho , Won Chang , Jaewoo Park

In this paper we propose and analyze a novel multilevel version of Stein variational gradient descent (SVGD). SVGD is a recent particle based variational inference method. For Bayesian inverse problems with computationally expensive…

Numerical Analysis · Mathematics 2024-02-05 Simon Weissmann , Jakob Zech

We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse…

Geophysics · Physics 2022-06-17 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…

Earth and Planetary Astrophysics · Physics 2020-09-28 Matteo Romano , Matteo Losacco , Camilla Colombo , Pierluigi Di Lizia

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Geophysics · Physics 2021-05-19 M. Amaya , N. Linde , E. Laloy

Bayesian inversions followed by estimations of rare event probabilities are often needed to analyse groundwater hazards. Instead of focusing on the posterior distribution of model parameters, the main interest lies then in the distribution…

Applications · Statistics 2024-01-25 Lea Friedli , Niklas Linde

Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…

Machine Learning · Statistics 2021-02-26 Nikolas Nüsken , D. R. Michiel Renger

Seismic traveltime tomography using transmission data is widely used to image the Earth's interior from global to local scales. In seismic imaging, it is used to obtain velocity models for subsequent depth-migration or full-waveform…

Computational Physics · Physics 2021-04-06 Umair bin Waheed , Tariq Alkhalifah , Ehsan Haghighat , Chao Song , Jean Virieux

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

We introduce overdispersed black-box variational inference, a method to reduce the variance of the Monte Carlo estimator of the gradient in black-box variational inference. Instead of taking samples from the variational distribution, we use…

Machine Learning · Statistics 2016-03-04 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

Classically, anisotropic surface wave tomography is treated as an optimisation problem where it proceeds through a linearised two-step approach. It involves the construction of 2D group or phase velocity maps for each considered period,…

Geophysics · Physics 2020-12-08 John Keith Magali

Seismic full-waveform inversion (FWI) uses full seismic records to estimate subsurface velocity structure. This requires a highly nonlinear and nonunique inverse problem to be solved, and Bayesian methods have been used to quantify…

Geophysics · Physics 2021-04-13 Xin Zhang , Andrew Curtis

Seismic inversion is essential for geophysical exploration and geological assessment, but it is inherently subject to significant uncertainty. This uncertainty stems primarily from the limited information provided by observed seismic data,…

Geophysics · Physics 2024-09-12 Luping Qu , Mauricio Araya-Polo , Laurent Demanet

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

Inverse analysis has been utilized to understand unknown underground geological properties by matching the observational data with simulators. To overcome the underconstrained nature of inverse problems and achieve good performance, an…

Computational Physics · Physics 2022-08-10 Hao Wu , Sarah Greer , Daniel O'Malley

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

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.…

Geophysics · Physics 2025-04-23 Yunlin Zeng , Huseyin Tuna Erdinc , Rafael Orozco , Felix Herrmann

Time-distance helioseismology is a set of powerful tools to study features below the Sun's surface. Inverse methods are needed to interpret time-distance measurements, with many examples in the literature. However, techniques that utilize a…

Solar and Stellar Astrophysics · Physics 2020-10-14 Jason Jackiewicz