Related papers: Annealed Stein Variational Gradient Descent for Im…

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Full-waveform inversion (FWI) is an accurate imaging approach for modeling velocity structure by minimizing the misfit between recorded and predicted seismic waveforms. However, the strong non-linearity of FWI resulting from fitting…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Full waveform inversion (FWI) is capable of reconstructing subsurface properties with high resolution from seismic data. However, conventional FWI faces challenges such as cycle-skipping and high computational costs. Recently, deep learning…

Stein Variational Gradient Descent (SVGD) is a popular variational inference algorithm which simulates an interacting particle system to approximately sample from a target distribution, with impressive empirical performance across various…

Traditional preamble detection algorithms have low accuracy in the grant-based random access scheme in massive machine-type communication (mMTC). We present a novel preamble detection algorithm based on Stein variational gradient descent…

Stochastic Natural Gradient Variational Inference (NGVI) is a widely used method for approximating posterior distribution in probabilistic models. Despite its empirical success and foundational role in variational inference, its theoretical…

Full waveform inversion (FWI) has the potential to provide high-resolution subsurface model estimations. However, due to limitations in observation, e.g., regional noise, limited shots or receivers, and band-limited data, it is hard to…

A conventional Bayesian approach to prediction uses the posterior distribution to integrate out parameters in a density for unobserved data conditional on the observed data and parameters. When the true posterior is intractable, it is…

Full waveform inversion (FWI) is a powerful yet computationally expensive technique that can yield subsurface models at high resolution. Randomly selected shots ("mini-batches") can be used to approximate the misfit and the gradient of FWI,…

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…

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

This work presents a multilevel variant of Stein variational gradient descent to more efficiently sample from target distributions. The key ingredient is a sequence of distributions with growing fidelity and costs that converges to 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…

Full waveform inversion (FWI) is a highly nonlinear and ill-posed problem. On one hand, it can be easily trapped in a local minimum. On the other hand, the inversion results may exhibit strong artifacts and reduced resolution because of…

Stein variational gradient descent (SVGD) is a general-purpose optimization-based sampling algorithm that has recently exploded in popularity, but is limited by two issues: it is known to produce biased samples, and it can be slow to…

Objectives: Full-waveform inversion (FWI) is a high-resolution geophysical imaging technique that reconstructs subsurface velocity models by iteratively minimizing the misfit between predicted and observed seismic data. However, under…

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Full-Waveform Inversion (FWI) is a high-resolution technique used in geophysics to evaluate the physical parameters and construct subsurface models in a noisy and limited data scenario. The ill-posed nature of the FWI turns this a…

Full-waveform inversion (FWI) is a powerful geophysical imaging technique that infers high-resolution subsurface physical parameters by solving a non-convex optimization problem. However, due to limitations in observation, e.g., limited…