Related papers: Bayesian Time-Lapse Full Waveform Inversion using …

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Determining if two histograms are consistent, whether they have been drawn from the same underlying distribution or not, is a common problem in physics. Existing approaches are not only limited in power but also inapplicable to histograms…

Markov Chain Monte Carlo inference of target posterior distributions in machine learning is predominately conducted via Hamiltonian Monte Carlo and its variants. This is due to Hamiltonian Monte Carlo based samplers ability to suppress…

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

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…

Uncertainty quantification provides quantitative measures on the reliability of candidate solutions of ill-posed inverse problems. Due to their sequential nature, Monte Carlo sampling methods require large numbers of sampling steps for…

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Time-distance helioseismology is a set of powerful tools to study features below the Sun's surface. Inverse methods are needed to interpret time-distance measurements, with many examples in the literature. However, techniques that utilize a…

Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…

This paper investigates unsupervised learning of Full-Waveform Inversion (FWI), which has been widely used in geophysics to estimate subsurface velocity maps from seismic data. This problem is mathematically formulated by a second order…

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

We propose and test a method to reduce the dimensionality of Full Waveform Inversion (FWI) inputs as computational cost mitigation approach. Given modern seismic acquisition systems, the data (as input for FWI) required for an…

A Bayesian approach is developed to analyze change points in multivariate time series and space-time data. The methodology is used to assess the impact of extended inundation on the ecosystem of the Gulf Plains bioregion in northern…

Full-waveform inversion (FWI) is an advanced technique for reconstructing high-resolution subsurface physical parameters by progressively minimizing the discrepancy between observed and predicted seismic data. However, conventional FWI…

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…

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…

The coalescence of binary neutron stars are one of the main sources of gravitational waves for ground-based gravitational wave detectors. As Bayesian inference for binary neutron stars is computationally expensive, more efficient and faster…