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This paper presents a novel framework for full-waveform seismic source inversion using simulation-based inference (SBI). Traditional probabilistic approaches often rely on simplifying assumptions about data errors, which we show can lead to…
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…
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…
Stein Variational Gradient Descent (SVGD) is an important alternative to the Langevin-type algorithms for sampling from probability distributions of the form $\pi(x) \propto \exp(-V(x))$. In the existing theory of Langevin-type algorithms…
Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…
Full Waveform Inversion (FWI) is a powerful technique for estimating high-resolution subsurface velocity models by minimizing the discrepancy between modeled and observed seismic data. However, the oscillatory nature of seismic waveforms…
Non-invasive surface wave methods have become a popular alternative to traditional invasive forms of site-characterization for inferring a site's subsurface shear wave velocity (Vs) structure. The advantage of surface wave methods over…
Full waveform inversion (FWI) is an important and popular technique in subsurface earth property estimation. However, using the least-squares norm in the misfit function often leads to the local minimum solution of the optimization problem,…
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…
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,…
Future wireless networks are envisioned to provide ubiquitous sensing services, which also gives rise to a substantial demand for high-dimensional non-convex parameter estimation, i.e., the associated likelihood function is non-convex and…
Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type…
We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…
The quantitative reconstruction of sub-surface Earth properties from the propagation of waves follows an iterative minimization of a misfit functional. In marine seismic exploration, the observed data usually consist of measurements of the…
A new variational inference method, SPH-ParVI, based on smoothed particle hydrodynamics (SPH), is proposed for sampling partially known densities (e.g. up to a constant) or sampling using gradients. SPH-ParVI simulates the flow of a fluid…
The presence of uncertainty in material properties and geometry of a structure is ubiquitous. The design of robust engineering structures, therefore, needs to incorporate uncertainty in the optimization process. Stochastic gradient descent…
The estimation of physical parameters from data analysis is a crucial point for the description and modeling of many complex systems. Based on R\'enyi $\alpha$-Gaussian distribution and patched Green's function (PGF) techniques, we propose…
Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…
This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…
We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…