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We propose a Stein variational gradient descent method to concurrently sparsify, train, and provide uncertainty quantification of a complexly parameterized model such as a neural network. It employs a graph reconciliation and condensation…

Machine Learning · Computer Science 2024-12-24 Govinda Anantha Padmanabha , Cosmin Safta , Nikolaos Bouklas , Reese E. Jones

We derive finite-particle rates for the regularized Stein variational gradient descent (R-SVGD) algorithm introduced by He et al. (2024) that corrects the constant-order bias of the SVGD by applying a resolvent-type preconditioner to the…

Machine Learning · Statistics 2026-05-19 Ye He , Krishnakumar Balasubramanian , Sayan Banerjee , Promit Ghosal

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…

Machine Learning · Computer Science 2026-04-07 Arash Sarshar

Efficient frequency-domain Full Waveform Inversion (FWI) of long-offset node data can be designed with a few discrete frequencies hence allowing for compact volume of data to be managed. Moreover, attenuation effects can be…

Analysis of PDEs · Mathematics 2021-10-29 P. -H. Tournier , P. Jolivet , V. Dolean , H. S. Aghamiry , S. Operto , S. Riffo

Full waveform inversion (FWI) updates the subsurface model from an initial model by comparing observed and synthetic seismograms. Due to high nonlinearity, FWI is easy to be trapped into local minima. Extended domain FWI, including…

Numerical Analysis · Mathematics 2024-08-28 Pengliang Yang , Wei Zhou

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…

Computational Engineering, Finance, and Science · Computer Science 2024-12-30 Koustav Ghosal , Abhranta Panigrahi , Arnav Chavan , ArunSingh , Deepak Gupta

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Optimization and Control · Mathematics 2018-05-21 Viet Anh Nguyen , Daniel Kuhn , Peyman Mohajerin Esfahani

Waveform inversion seeks to estimate an inaccessible heterogeneous medium from data gathered by sensors that emit probing signals and measure the generated waves. It is an inverse problem for a second order wave equation or a first order…

Numerical Analysis · Mathematics 2025-05-15 Liliana Borcea , Josselin Garnier , Alexander V. Mamonov , Jörn Zimmerling

In this paper, we propose an infinite-dimensional version of the Stein variational gradient descent (iSVGD) method for solving Bayesian inverse problems. The method can generate approximate samples from posteriors efficiently. Based on the…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Peijun Li , Deyu Meng

Models of particle physics that feature phase transitions typically provide predictions for stochastic gravitational wave signals at future detectors and such predictions are used to delineate portions of the model parameter space that can…

High Energy Physics - Phenomenology · Physics 2021-07-13 Huai-Ke Guo , Kuver Sinha , Daniel Vagie , Graham White

Full waveform inversion (FWI) aims to reconstruct unknown physical coefficients in wave equations using the wavefield data generated from multiple incoming sources. In this work, we propose an offline-online computational strategy for…

Numerical Analysis · Mathematics 2026-01-14 Wen Ding , Kui Ren , Lu Zhang

Learning probability distributions on the weights of neural networks (NNs) has recently proven beneficial in many applications. Bayesian methods, such as Stein variational gradient descent (SVGD), offer an elegant framework to reason about…

Machine Learning · Statistics 2018-04-03 Ruiyi Zhang , Chunyuan Li , Changyou Chen , Lawrence Carin

In this paper, we introduce a novel, data-driven approach for solving high-dimensional Bayesian inverse problems based on partial differential equations (PDEs), called Weak Neural Variational Inference (WNVI). The method complements real…

Machine Learning · Statistics 2024-07-31 Vincent C. Scholz , Yaohua Zang , Phaedon-Stelios Koutsourelakis

The increasingly wide use of deep machine learning techniques in computational mechanics has significantly accelerated simulations of problems that were considered unapproachable just a few years ago. However, in critical applications such…

Machine Learning · Computer Science 2026-04-01 David Gonzalez , Alba Muixi , Beatriz Moya , Elias Cueto

Implicit full waveform inversion (IFWI) introduces implicit neural representations to parameterize the subsurface velocity model as a continuous function of spatial coordinates, which alleviates the dependence on the initial model and…

Geophysics · Physics 2026-05-05 Zefeng Wang , Shijun Cheng , Weijian Mao , Wei Ouyang , Huanhuan Tang

Regularization is necessary for solving nonlinear ill-posed inverse problems arising in different fields of geosciences. The base of a suitable regularization is the prior expressed by the regularizer, which can be non-adaptive or adaptive…

Optimization and Control · Mathematics 2020-09-15 Hossein S. Aghamiry , Ali Gholami , Stéphane Operto

Conventional frequency-domain full-waveform inversion (FWI) is typically implemented with an $L^2$ misfit function, which suffers from challenges such as cycle skipping and sensitivity to noise. While the Wasserstein metric has proven…

Optimization and Control · Mathematics 2025-10-10 Zhijun Zeng , Matej Neumann , Yunan Yang

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

Analysis of PDEs · Mathematics 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

We present a technique for reconstructing subsurface velocity model changes from time-lapse seismic survey data using full-waveform inversion (FWI). The technique is based on simultaneously inverting multiple survey vintages, with model…

Geophysics · Physics 2014-09-30 Musa Maharramov , Biondo Biondi

Frequency-domain Full Waveform Inversion (FWI) is potentially amenable to efficient processing of full-azimuth long-offset stationary-recording seabed acquisition carried out with sparse layout of ocean bottom nodes (OBNs) and broadband…