Related papers: Accelerating seismic inversion and uncertainty qua…

Spatially 3-dimensional seismic full waveform inversion (3D FWI) is a highly nonlinear and computationally demanding inverse problem that constructs 3D subsurface seismic velocity structures using seismic waveform data. To characterise…

Quantifying the uncertainty in model parameters and output is a critical component in model-driven decision support systems for groundwater management. This paper presents a novel algorithmic approach which fuses Markov Chain Monte Carlo…

Inverse problems defined on the sphere arise in many fields, including seismology and cosmology where problems are defined on the globe and the cosmic sphere. These are generally high-dimensional and computationally very complex and, as a…

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

Quasi-Newton (QN) methods provide an efficient alternative to second-order methods for minimizing smooth unconstrained problems. While QN methods generally compose a Hessian estimate based on one secant interpolation per iteration,…

Approximate Newton methods are a standard optimization tool which aim to maintain the benefits of Newton's method, such as a fast rate of convergence, whilst alleviating its drawbacks, such as computationally expensive calculation or…

To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse…

In various industrial contexts, estimating the distribution of unobserved random vectors Xi from some noisy indirect observations H(Xi) + Ui is required. If the relation between Xi and the quantity H(Xi), measured with the error Ui, is…

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

We introduce a new Markov-Chain Monte Carlo (MCMC) approach designed for efficient sampling of highly correlated and multimodal posteriors. Parallel tempering, though effective, is a costly technique for sampling such posteriors. Our…

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo…

This study presents a frequency-domain, Hessian-free ray-Born inversion method for quantitative ultrasound tomography, extending the author's previous Hessian-based approach. Both approaches model acoustic wave propagation using a ray-based…

Neural network (NN) potentials promise highly accurate molecular dynamics (MD) simulations within the computational complexity of classical MD force fields. However, when applied outside their training domain, NN potential predictions can…

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…

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…

The Hessian matrix plays an important role in correct interpretation of the multiple scattered wave fields inside the FWI frame work. Due to the high computational costs, the computation of the Hessian matrix is not feasible. Consequently,…

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…