Related papers: Scalable Bayesian full waveform inversion via dual…

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

The full-waveform inversion (FWI) addresses the computation and characterization of subsurface model parameters by matching predicted data to observed seismograms in the frame of nonlinear optimization. We formulate FWI as a nonlinearly…

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

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…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

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…

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Full-waveform inversion (FWI) is a powerful geophysical imaging technique that infers high-resolution subsurface physical parameters by solving a non-convex optimization problem. However, due to limitations in observation, e.g., limited…

Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspecification of wave propagation velocities. In this paper, we…

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Often, when solving forward, inverse or data assimilation problems, only a part of the solution is needed. As a model, we consider the stationary diffusion problem. We demonstrate an algorithm that can compute only a part or a functional of…

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…

The Lagrange multiplier method has proven highly effective for mitigating the ill-conditioning of full waveform inversion (FWI), enabling robust and computationally efficient algorithms that converge to accurate velocity models even from…

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Full waveform inversion (FWI) is one of a family of methods that allows the reconstruction of earth subsurface parameters from measurements of waves at or near the surface. This is a numerical optimization problem that uses the whole…

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

Bayesian inference for doubly intractable distributions is challenging because they include intractable terms, which are functions of parameters of interest. Although several alternatives have been developed for such models, they are…