Related papers: An introduction to variational inference in Geophy…
In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…
Bayesian network is a complete model for the variables and their relationships, it can be used to answer probabilistic queries about them. A Bayesian network can thus be considered a mechanism for automatically applying Bayes' theorem to…
Variational inference is a popular technique to approximate a possibly intractable Bayesian posterior with a more tractable one. Recently, boosting variational inference has been proposed as a new paradigm to approximate the posterior by a…
Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…
This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…
Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…
Time-lapse seismic full-waveform inversion (FWI) provides estimates of dynamic changes in the subsurface by performing multiple seismic surveys at different times. Since FWI problems are highly non-linear and non-unique, it is important to…
The goal of inversion is to estimate the model which generates the data of observations with a specific modeling equation. One general approach to inversion is to use optimization methods which are algebraic in nature to define an objective…
To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse…
Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…
This chapter provides a overview of Bayesian inference, mostly emphasising that it is a universal method for summarising uncertainty and making estimates and predictions using probability statements conditional on observed data and an…
Inverse problems are ubiquitous in the sciences and engineering. Two categories of inverse problems concerning a physical system are (1) estimate parameters in a model of the system from observed input-output pairs and (2) given a model of…
The article addresses a long-standing open problem on the justification of using variational Bayes methods for parameter estimation. We provide general conditions for obtaining optimal risk bounds for point estimates acquired from…
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
We introduce a new compositional framework for generalized variational inference, clarifying the different parts of a model, how they interact, and how they compose. We explain that both exact Bayesian inference and the loss functions…
Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…
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…
Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…
Bayesian inference is used to estimate continuous parameter values given measured data in many fields of science. The method relies on conditional probability densities to describe information about both data and parameters, yet the notion…