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Ensemble Kalman Inversion (EKI) methods are a family of iterative methods for solving weighted least-squares problems, especially those arising in scientific and engineering inverse problems in which unknown parameters or states are…

Numerical Analysis · Mathematics 2025-05-26 Elizabeth Qian , Christopher Beattie

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…

Numerical Analysis · Mathematics 2024-04-12 Kamal Aghazade , Ali Gholami , Hossein S. Aghamiry , Hamid Reza Siahkoohi

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,…

Image and Video Processing · Electrical Eng. & Systems 2021-09-24 Fangshu Yang , Jianwei Ma

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

Numerical Analysis · Mathematics 2022-07-27 Neil K. Chada

The ensemble Kalman inversion (EKI) for the solution of Bayesian inverse problems of type $y = A u +\varepsilon$, with $u$ being an unknown parameter, $y$ a given datum, and $\varepsilon$ measurement noise, is a powerful tool usually…

Numerical Analysis · Mathematics 2023-03-16 Leon Bungert , Philipp Wacker

Ensemble Kalman Inversion (EnKI) and Ensemble Square Root Filter (EnSRF) are popular sampling methods for obtaining a target posterior distribution. They can be seem as one step (the analysis step) in the data assimilation method Ensemble…

Numerical Analysis · Mathematics 2025-03-07 Zhiyan Ding , Qin Li , Jianfeng Lu

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 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…

Geophysics · Physics 2021-10-04 Weiqiang Zhu , Kailai Xu , Eric Darve , Biondo Biondi , Gregory C. Beroza

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…

Geophysics · Physics 2024-03-27 Mustafa Alfarhan , Matteo Ravasi , Fuqiang Chen , Tariq Alkhalifah

Full Waveform Inversion (FWI) is a promising technique for achieving high-resolution imaging in medical ultrasound. However, conventional FWI methods suffer from issues related to computational efficiency, dependence on initial models, and…

Medical Physics · Physics 2025-10-15 Qiang Li , Heyu Ma , Chengcheng Liu , Dean Ta

The ensemble Kalman inversion (EKI) is a particle based method which has been introduced as the application of the ensemble Kalman filter to inverse problems. In practice it has been widely used as derivative-free optimization method in…

Numerical Analysis · Mathematics 2022-09-21 Simon Weissmann

Full waveform inversion (FWI) is a large-scale nonlinear ill-posed problem for which computationally expensive Newton-type methods can become trapped in undesirable local minima, particularly when the initial model lacks a low-wavenumber…

Geophysics · Physics 2024-02-23 Ali Gholami

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…

Geophysics · Physics 2024-08-20 Lingyun Yang , Omar M. Saad , Guochen Wu , Tariq Alkhalifah

In inverse problems, the goal is to estimate unknown model parameters from noisy observational data. Traditionally, inverse problems are solved under the assumption of a fixed forward operator describing the observation model. In this…

Numerical Analysis · Mathematics 2024-09-26 Simon Weissmann , Neil K. Chada , Xin T. Tong

Full Waveform Inversion (FWI) is a modeling algorithm used for seismic data processing and subsurface structure inversion. Theoretically, the main advantage of FWI is its ability to obtain useful subsurface structure information, such as…

Geophysics · Physics 2023-09-26 Jiahang Li , Hitoshi Mikada , Junichi Takekawa

For many scientific inverse problems we are required to evaluate an expensive forward model. Moreover, the model is often given in such a form that it is unrealistic to access its gradients. In such a scenario, standard Markov Chain Monte…

Computation · Statistics 2023-09-21 Richard D. P. Grumitt , Minas Karamanis , Uroš Seljak

Full waveform inversion (FWI) is beginning to be used to characterize weak seismic events at different scales, an example of which is microseismic event (MSE) characterization. However, FWI with unknown sources is a severely underdetermined…

Optimization and Control · Mathematics 2021-08-17 Hossein S. Aghamiry , Ali Gholami , Stéphane Operto , Alison Malcolm

The ensemble Kalman inversion (EKI), a recently introduced optimisation method for solving inverse problems, is widely employed for the efficient and derivative-free estimation of unknown parameters. Specifically in cases involving…

Numerical Analysis · Mathematics 2023-12-22 Matei Hanu , Simon Weissmann

Frequency-domain electromagnetic (FDEM) data of the subsurface are determined by electrical conductivity and magnetic susceptibility. We apply a Kalman Ensemble generator (KEG) to one-dimensional probabilistic multi-layer inversion of FDEM…

Full Waveform Inversion (FWI) is an advanced geophysical inversion technique. In fields such as oil exploration and geology, FWI is used for providing images of subsurface structures with higher resolution. The conventional algorithm…

Geophysics · Physics 2023-11-06 Jiahang Li , Hitoshi Mikada , Junichi Takekawa