Related papers: Bayesian Time-Lapse Full Waveform Inversion using …
This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…
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…
The Hamiltonian Monte Carlo method generates samples by introducing a mechanical system that explores the target density. For distributions on manifolds it is not always simple to perform the mechanics as a result of the lack of global…
A randomized time integrator is suggested for unadjusted Hamiltonian Monte Carlo (uHMC) which involves a very minor modification to the usual Verlet time integrator, and hence, is easy to implement. For target distributions of the form…
We propose a formulation of full-wavefield inversion (FWI) as a constrained optimization problem, and describe a computationally efficient technique for solving constrained full-wavefield inversion (CFWI). The technique is based on using a…
Producing reliable acoustic subsurface velocity models still remains the main bottleneck of the oil and gas industry's traditional imaging sequence. In complex geological settings, the output of conventional ray-based or wave-equation-based…
Elastic full-waveform inversion (EFWI) is a process used to estimate subsurface properties by fitting seismic data while satisfying wave propagation physics. The problem is formulated as a least-squares data fitting minimization problem…
Latent variable models are increasingly used in economics for high-dimensional categorical data like text and surveys. We demonstrate the effectiveness of Hamiltonian Monte Carlo (HMC) with parallelized automatic differentiation for…
The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…
Hamiltonian Monte Carlo (HMC) is a state of the art method for sampling from distributions with differentiable densities, but can converge slowly when applied to challenging multimodal problems. Running HMC with a time varying Hamiltonian,…
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,…
Sequential Monte Carlo samplers represent a compelling approach to posterior inference in Bayesian models, due to being parallelisable and providing an unbiased estimate of the posterior normalising constant. In this work, we significantly…
Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…
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…
In seismic exploration, sources and measurements of seismic waves on the surface are used to determine model parameters representing geophysical properties of the earth. Full-waveform inversion (FWI) is a nonlinear seismic inverse technique…
Full-waveform inversion (FWI) with extended sources first computes wavefields with data-driven source extensions, such that the simulated data in inaccurate velocity models match the observed counterpart well enough to prevent cycle…
Full Waveform Inversion (FWI) is a technique employed to attain a high resolution subsurface velocity model. However, FWI results are effected by the limited illumination of the model domain and the quality of that illumination, which is…
In this paper, we propose Barrier Hamiltonian Monte Carlo (BHMC), a version of the HMC algorithm which aims at sampling from a Gibbs distribution $\pi$ on a manifold $\mathrm{M}$, endowed with a Hessian metric $\mathfrak{g}$ derived from a…
With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…
Bayesian reasoning in linear mixed-effects models (LMMs) is challenging and often requires advanced sampling techniques like Markov chain Monte Carlo (MCMC). A common approach is to write the model in a probabilistic programming language…