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We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies (Yu and Meng, Journal of Computational…

Computation · Statistics 2019-08-07 Gregor Kastner , Sylvia Frühwirth-Schnatter , Hedibert Freitas Lopes

Full-waveform inversion (FWI) is a high-resolution and computationally intensive imaging technique to reconstruct unknown parameters in the computational model in which the waves propagate; however, an accurate model of only part of this…

Optimization and Control · Mathematics 2022-03-25 Hossein S. Aghamiry , Ali Gholami , Stephane Operto , Alison Malcolm

We propose and test the Direct Waveform Inversion (DWI) scheme to simultaneously invert for layered velocity and density profiles, using reflection seismic waveforms recorded on the surface. The recorded data include primary reflections and…

Geophysics · Physics 2021-08-10 Zhonghan Liu , Yingcai Zheng , Hua-Wei Zhou

Full Waveform Inversion (FWI) is an inverse problem for estimating the wave velocity distribution in a given domain, based on observed data on the boundaries. The inversion is computationally demanding because we are required to solve…

Machine Learning · Computer Science 2024-05-29 Matan Goren , Eran Treister

Full waveform inversion (FWI) is one of a family of methods that allows the reconstruction of earth subsurface parameters from measurements of waves at or near the surface. This is a numerical optimization problem that uses the whole…

Numerical Analysis · Mathematics 2022-01-25 Mauricio A. Londoño , Francisco J. Rodríguez-Cortés

Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…

Machine Learning · Statistics 2020-01-31 Jakob Knollmüller , Torsten A. Enßlin

Seismic inversion is a core problem in geophysical exploration, where traditional methods suffer from high computational costs and are susceptible to initial model dependence. In recent years, deep generative model-based seismic inversion…

Machine Learning · Computer Science 2026-03-17 Haofei Xu , Wei Cheng , Sizhe Li , Jie Xiong

Ultrasonic imaging methods often assume linear direct models, while in reality, many nonlinear phenomena are present, e.g. multiple reflections. A family of imaging methods called Full Waveform Inversion (FWI), which has been developed in…

Signal Processing · Electrical Eng. & Systems 2026-04-23 Daniel Rossato , Thiago Alberto Rigo Passarin , Gustavo Pinto Pires , Daniel Rodrigues Pipa

Extended formulation of Full Waveform Inversion (FWI), called Wavefield Reconstruction Inversion (WRI), offers potential benefits of decreasing the nonlinearity of the inverse problem by replacing the explicit inverse of the ill-conditioned…

Optimization and Control · Mathematics 2020-05-18 Hossein S. Aghamiry , Ali Gholami , Stéphane Operto

In the Oil and Gas industry, estimating a subsurface velocity field is an essential step in seismic processing, reservoir characterization, and hydrocarbon volume calculation. Full-waveform inversion (FWI) velocity modeling is an iterative…

Machine Learning · Computer Science 2021-09-24 Saraiva Marcus , Forechi Avelino , de Oliveira Neto Jorcy , DelRey Antonio , Rauber Thomas

Conventional full waveform inversion (FWI) using least square distance (LSD) between the observed and predicted seismograms suffers from local minima. Recently, earth mover's distance (EMD) has been introduced to FWI to compute the misfit…

Geophysics · Physics 2018-08-23 Peng Yong , Wenyuan Liao , Jianping Huang , Zhenchun Li , Yaoting Lin

Extended full-waveform inversion (FWI) has shown promising results for accurate estimation of subsurface parameters when the initial models are not sufficiently accurate. Frequency-domain applications have shown that the augmented…

Numerical Analysis · Mathematics 2021-09-16 Ali Gholami , Hossein S. Aghamiry , Stephane Operto

We propose a variation on wavefield reconstruction inversion for seismic inversion, which takes advantage of randomized linear algebra as a way to overcome the typical limitations of conventional inversion techniques. Consequently, we can…

Numerical Analysis · Mathematics 2021-12-21 Gabrio Rizzuti , Tristan van Leeuwen

The interpretation of seismic images faces challenges due to the presence of several uncertainty sources. Uncertainties exist in data measurements, source positioning, and subsurface geophysical properties. Understanding uncertainties' role…

Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspecification of wave propagation velocities. In this paper, we…

Methodology · Statistics 2021-05-18 Andrea Scarinci , Michael Fehler , Youssef Marzouk

We present a new, variational, fully nonlinear, probabilistic ambient noise tomography method, which estimates subsurface structure and quantifies the corresponding uncertainties directly in three dimensions (3D) from inter-receiver seismic…

Geophysics · Physics 2026-01-13 Xuebin Zhao , Lily Irvin , Erica Galetti , Andrew Curtis

Full-waveform inversion is a cutting-edge methodology for recovering high-resolution subsurface models. However, one of the main conventional full-waveform optimization problems challenges is cycle-skipping, usually leading us to an…

Computational Physics · Physics 2022-05-20 Muhammad Izzatullah , Tariq Alkhalifah

In order to predict future performance of subsurface fluid reservoirs under possible operating scenarios, a dynamic, porous-medium flow simulation model must be tuned to include representative properties of the reservoir. Estimating…

Geophysics · Physics 2026-02-04 Zhen Zhang , Xuebin Zhao , Andrew Curtis

Phased array ultrasound is a widely used technique in non-destructive testing. Using piezoelectric elements as both sources and receivers provides a significant gain in information and enables more accurate defect detection. When all…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Simon Schmid , Lukas Bergbreiter , Ernst Rank , Stefan Kollmannsberger , Christian U. Grosse

Geoscientists often solve inverse problems to estimate values of parameters of interest given relevant data sets. Bayesian inference solves these problems by combining probability distributions that describe uncertainties in both…

Geophysics · Physics 2026-04-30 Xuebin Zhao , Andrew Curtis , Klaus Mosegaard