Related papers: Preconditioned BFGS-based Uncertainty Quantificati…
In this paper, we establish global non-asymptotic convergence guarantees for the BFGS quasi-Newton method without requiring strong convexity or the Lipschitz continuity of the gradient or Hessian. Instead, we consider the setting where the…
The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…
Seismic full waveform inversion (FWI) has seen promising advancements through deep learning. Existing approaches typically focus on task-specific models trained and evaluated in isolation that lead to limited generalization across different…
This report investigates the fitting of the Hessian or its inverse for stochastic optimizations using a Hessian fitting criterion derived from the preconditioned stochastic gradient descent (PSGD) method. This criterion is closely related…
Next-generation radio interferometers like the Square Kilometer Array have the potential to unlock scientific discoveries thanks to their unprecedented angular resolution and sensitivity. One key to unlocking their potential resides in…
This paper presents a novel numerical method for the Newton seismic full-waveform inversion (FWI). The method is based on the full-space approach, where the state, adjoint state, and control variables are optimized simultaneously. Each…
Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…
Motivated by applications arising from large scale optimization and machine learning, we consider stochastic quasi-Newton (SQN) methods for solving unconstrained convex optimization problems. The convergence analysis of the SQN methods,…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…
Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…
We consider the problem of estimating the uncertainty in statistical inverse problems using Bayesian inference. When the probability density of the noise and the prior are Gaussian, the solution of such a statistical inverse problem is also…
Full-waveform inversion (FWI) estimates unknown parameters in the wave equation from limited boundary measurements. Recent advances in neural reparameterized FWI (NeurFWI) demonstrate that representing the parameters using a neural network…
Full waveform inversion (FWI) is able to construct high-resolution subsurface models by iteratively minimizing discrepancies between observed and simulated seismic data. However, its implementation can be rather involved for complex wave…
Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…
Full Waveform Inversion (FWI) reconstructs high-resolution subsurface models via multi-variate optimization but faces challenges with solver selection and data availability. Deep Learning (DL) offers a promising alternative, bridging…
In this article, continuous Galerkin finite elements are applied to perform full waveform inversion (FWI) for seismic velocity model building. A time-domain FWI approach is detailed that uses meshes composed of variably sized triangular…
The Gaussian Kinematic Formula (GKF) is a powerful and computationally efficient tool to perform statistical inference on random fields and became a well-established tool in the analysis of neuroimaging data. Using realistic error models,…
We develop and analyze a broad family of stochastic/randomized algorithms for inverting a matrix. We also develop specialized variants maintaining symmetry or positive definiteness of the iterates. All methods in the family converge…
FWI seeks to achieve a high-resolution model of the subsurface through the application of multi-variate optimization to the seismic inverse problem. Although now a mature technology, FWI has limitations related to the choice of the…