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Stochastic partial differential equations have been used in a variety of contexts to model the evolution of uncertain dynamical systems. In recent years, their applications to geophysical fluid dynamics has increased massively. For a…

Dynamical Systems · Mathematics 2023-05-08 Dan Crisan , Oana Lang , Alexander Lobbe , Peter Jan van Leeuwen , Roland Potthast

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased…

Methodology · Statistics 2022-04-27 Arthur P. Guillaumin , Adam M. Sykulski , Sofia C. Olhede , Frederik J. Simons

In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…

Optimization and Control · Mathematics 2023-03-28 Albert S. Berahas , Jiahao Shi , Zihong Yi , Baoyu Zhou

The state-of-the-art methods for estimating high-dimensional covariance matrices all shrink the eigenvalues of the sample covariance matrix towards a data-insensitive shrinkage target. The underlying shrinkage transformation is either…

Machine Learning · Statistics 2025-11-25 Man-Chung Yue , Yves Rychener , Daniel Kuhn , Viet Anh Nguyen

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

This paper investigates the shape reconstructions of sub-wavelength objects from near-field measurements in transverse electromagnetic scattering. This geometric inverse problem is notoriously ill-posed and challenging. We develop a novel…

Mathematical Physics · Physics 2023-05-03 M. H. Ding , H. Y. Liu , G. H. Zheng

We propose a variational regularization approach based on a multiscale representation called cylindrical shearlets aimed at dynamic imaging problems, especially dynamic tomography. The intuitive idea of our approach is to integrate a…

Numerical Analysis · Mathematics 2025-08-05 Tatiana A. Bubba , Tommi Heikkilä , Demetrio Labate , Luca Ratti

We propose and test a method to reduce the dimensionality of Full Waveform Inversion (FWI) inputs as computational cost mitigation approach. Given modern seismic acquisition systems, the data (as input for FWI) required for an…

Machine Learning · Computer Science 2026-01-06 Maayan Gelboim , Amir Adler , Mauricio Araya-Polo

Full-waveform inversion (FWI) is known as a seismic data processing method that achieves high-resolution imaging. In the inversion part of the method that brings high resolution in finding a convergence point in the model space, a local…

Geophysics · Physics 2023-07-11 Jiahang Li , Hitoshi Mikada , Junichi Takekawa

Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…

Methodology · Statistics 2017-01-13 Victor M. -H. Ong , David J. Nott , Michael S. Smith

Wavefront reconstruction in lateral shearing interferometry typically assumes that the shear amount is an integer multiple of the sampling interval. When the shear is fractional, approximating it with the nearest integer value leads to…

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…

Geophysics · Physics 2019-05-22 Kai Gao , Lianjie Huang

Seismic data are commonly modeled by a high-frequency single scattering approximation. This amounts to a linearization in the medium coefficient about a smooth background. The discontinuities are contained in the medium perturbation. The…

Analysis of PDEs · Mathematics 2009-09-25 Christiaan C. Stolk , Maarten V. de Hoop

A tomographic technique called full-waveform inversion has recently shown promise as a fast, affordable, and safe modality to image the brain using ultrasound. However, its high computational cost and memory footprint currently limit its…

Medical Physics · Physics 2021-11-09 Letizia Protopapa , Carlos Cueto

One of the goals in scaling sequential machine learning methods pertains to dealing with high-dimensional data spaces. A key related challenge is that many methods heavily depend on obtaining the inverse covariance matrix of the data. It is…

Computation · Statistics 2017-07-28 Tomer Lancewicki

In this work, we derive a model for the covariance of the visual residuals in multi-view SfM, odometry and SLAM setups. The core of our approach is the formulation of the residual covariances as a combination of geometric and photometric…

Computer Vision and Pattern Recognition · Computer Science 2022-02-03 Alejandro Fontan , Laura Oliva , Javier Civera , Rudolph Triebel

Earthquakes cause lasting changes in static equilibrium, resulting in global deformation fields that can be observed. Consequently, deformation measurements such as those provided by satellite based InSAR monitoring can be used to infer an…

Geophysics · Physics 2022-06-01 G. J. van Zwieten , E. H. van Brummelen , R. F. Hanssen

We introduce adaptive sampling methods for stochastic programs with deterministic constraints. First, we propose and analyze a variant of the stochastic projected gradient method where the sample size used to approximate the reduced…

Optimization and Control · Mathematics 2023-02-07 Florian Beiser , Brendan Keith , Simon Urbainczyk , Barbara Wohlmuth

Due to the irregular space-time sampling of sea surface observations, the reconstruction of sea surface dynamics is a challenging inverse problem. While satellite altimetry provides a direct observation of the sea surface height (SSH),…

Image and Video Processing · Electrical Eng. & Systems 2023-07-19 Ronan Fablet , Quentin Febvre , Bertrand Chapron

Seismic full waveform inversion (FWI) is a powerful geophysical imaging technique that produces high-resolution subsurface models by iteratively minimizing the misfit between the simulated and observed seismograms. Unfortunately,…

Image and Video Processing · Electrical Eng. & Systems 2021-09-24 Fangshu Yang , Jianwei Ma
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