Related papers: Annealed Stein Variational Gradient Descent for Im…
We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…
Efficiently accessing the information contained in non-linear and high dimensional probability distributions remains a core challenge in modern statistics. Traditionally, estimators that go beyond point estimates are either categorized as…
Full Wave Inversion (FWI) imaging scheme has many applications in engineering, geoscience and medical sciences. In this paper, a surrogate deep learning FWI approach is presented to quantify properties of materials using stress waves. Such…
The Stein Variational Gradient Descent (SVGD) algorithm is a deterministic particle method for sampling. However, a mean-field analysis reveals that the gradient flow corresponding to the SVGD algorithm (i.e., the Stein Variational Gradient…
Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type…
In recent years, uncertainty-aware full waveform inversion (FWI) has received increasing attention, with a growing emphasis on producing informative uncertainty estimates alongside inversion results. Bayesian inference methods--particularly…
Generalized Bayesian Inference (GBI) provides a flexible framework for updating prior distributions using various loss functions instead of the traditional likelihoods, thereby enhancing the model robustness to model misspecification.…
Full waveform inversion (FWI) iteratively updates the velocity model by minimizing the difference between observed and simulated data. Due to the high computational cost and memory requirements associated with global optimization…
Bayesian inference has become an important tool to solve inverse problems and to quantify uncertainties in their solutions. Variational inference is a method that provides probabilistic, Bayesian solutions efficiently by using optimization.…
Full Waveform Inversion (FWI) is a technique widely used in geophysics to obtain high-resolution subsurface velocity models from waveform seismic data. Due to its large computation cost, most flavors of FWI rely only on the computation of…
Computer models play a crucial role in numerous scientific and engineering domains. To ensure the accuracy of simulations, it is essential to properly calibrate the input parameters of these models through statistical inference. While…
Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples…
Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…
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…
Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…
This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…
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…
Full-waveform inversion (FWI) is a widely used technique in seismic processing to produce high resolution Earth models that fully explain the recorded seismic data. FWI is a local optimisation problem which aims to minimise in a…
We consider the high-resolution seismic imaging method called full-waveform inversion (FWI). FWI is a data fitting method aimed at inverting for subsurface mechanical parameters. Despite the large adoption of FWI by the academic and…
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…