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We exploit the observation that stochastic variational inference (SVI) is a form of annealing and present a modified SVI approach -- applicable to both large and small datasets -- that allows the amount of annealing done by SVI to be tuned.…

Current state-of-the-art optimizers are adaptive gradient-based optimization methods such as Adam. Recently, there has been an increasing interest in formulating gradient-based optimizers in a probabilistic framework for better modeling the…

Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited…

Stochastic models with global parameters and latent variables are common, and for which variational inference (VI) is popular. However, existing methods are often either slow or inaccurate in high dimensions. We suggest a fast and accurate…

Full waveform inversion (FWI) commonly stands for the state-of-the-art approach for imaging subsurface structures and physical parameters, however, its implementation usually faces great challenges, such as building a good initial model to…

Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspects. First, VI methods approximate the posterior distribution…

Statistical inference methods are fundamentally important in machine learning. Most state-of-the-art inference algorithms are variants of Markov chain Monte Carlo (MCMC) or variational inference (VI). However, both methods struggle with…

This paper proposes a computationally efficient algorithm to address the Full-Waveform Inversion (FWI) problem with a Total Variation (TV) constraint, designed to accurately reconstruct subsurface properties from seismic data. FWI, as an…

We introduce a distributionally robust maximum likelihood estimation model with a Wasserstein ambiguity set to infer the inverse covariance matrix of a $p$-dimensional Gaussian random vector from $n$ independent samples. The proposed model…

Stochastic variational inference (SVI) lets us scale up Bayesian computation to massive data. It uses stochastic optimization to fit a variational distribution, following easy-to-compute noisy natural gradients. As with most traditional…

State estimation in robotic systems presents significant challenges, particularly due to the prevalence of multimodal posterior distributions in real-world scenarios. One effective strategy for handling such complexity is to compute maximum…

We introduce a scheme for probabilistic hypocenter inversion with Stein variational inference. Our approach uses a differentiable forward model in the form of a physics informed neural network, which we train to solve the Eikonal equation.…

Many Markov Chain Monte Carlo (MCMC) methods leverage gradient information of the potential function of target distribution to explore sample space efficiently. However, computing gradients can often be computationally expensive for large…

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already well-studied Markov chain Monte Carlo (MCMC) method of…

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

Stochastic Gradient Descent with a constant learning rate (constant SGD) simulates a Markov chain with a stationary distribution. With this perspective, we derive several new results. (1) We show that constant SGD can be used as an…

Efficient frequency-domain Full Waveform Inversion (FWI) of long-offset/wide-azimuth node data can be designed with a few discrete frequencies. However, 3D frequency-domain seismic modeling remains challenging since it requires solving a…

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…