Related papers: Accelerating seismic inversion and uncertainty qua…

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Seismic full-waveform inversion (FWI), which uses iterative methods to estimate high-resolution subsurface models from seismograms, is a powerful imaging technique in exploration geophysics. In recent years, the computational cost of FWI…

Gradient-based algorithms are one of the methods of choice for the optimisation of Markov Decision Processes. In this article we will present a novel approximate Newton algorithm for the optimisation of such models. The algorithm has…

Full-Waveform Inversion (FWI) has now become a widely accepted tool to obtain high-resolution velocity models from seismic data. Typically, the velocity model in its discrete form is represented on a rectangular grid, and we solve for the…

Inverse problems lend themselves naturally to a Bayesian formulation, in which the quantity of interest is a posterior distribution of state and/or parameters given some uncertain observations. For the common case in which the forward…

Seismic full-waveform inversion (FWI) uses full seismic records to estimate subsurface velocity structure. This requires a highly nonlinear and nonunique inverse problem to be solved, and Bayesian methods have been used to quantify…

Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…

We rely on Monte Carlo (MC) simulations to interpret searches for new physics at the Large Hadron Collider (LHC) and elsewhere. These simulations result in noisy and approximate estimators of selection efficiencies and likelihoods. In this…

Nonlinear non-Gaussian state-space models arise in numerous applications in statistics and signal processing. In this context, one of the most successful and popular approximation techniques is the Sequential Monte Carlo (SMC) algorithm,…

The joint retrieval of surface reflectances and atmospheric parameters in VSWIR imaging spectroscopy is a computationally challenging high-dimensional problem. Using NASA's Surface Biology and Geology mission as the motivational context,…

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Full waveform inversion (FWI) enables us to obtain high-resolution velocity models of the subsurface. However, estimating the associated uncertainties in the process is not trivial. Commonly, uncertainty estimation is performed within the…

Quantization is an effective method for reducing memory footprint and inference time of Neural Networks, e.g., for efficient inference in the cloud, especially at the edge. However, ultra low precision quantization could lead to significant…

We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…