@article {yang2020tdsp,
	title = {Time-domain sparsity promoting least-squares reverse time migration with source estimation},
	journal = {Geophysical Prospecting},
	volume = {68},
	number = {9},
	year = {2020},
	note = {(Geophysical Prospecting)},
	month = {08},
	pages = {2697-2711},
	abstract = {Least-squares reverse time migration is well-known for its capability to generate artifact-free true-amplitude subsurface images through fitting observed data in the least-squares sense. However, when applied to realistic imaging problems, this approach is faced with issues related to overfitting and excessive computational costs induced by many wave-equation solves. The fact that the source function is unknown complicates this situation even further. Motivated by recent results in stochastic optimization and transform-domain sparsity-promotion, we demonstrate that the computational costs of inversion can be reduced significantly while avoiding imaging artifacts and restoring amplitudes. While powerfull, these new approaches do require accurate information on the source-time function, which is often lacking. Without this information, the imaging quality deteriorates rapidly. We address this issue by presenting an approach where the source-time function is estimated on the fly through a technique known as variable projection. Aside from introducing negligible computational overhead, the proposed method is shown to perform well on imaging problems with noisy data and problems that involve complex settings such as salt. In either case, the presented method produces high resolution high-amplitude fidelity images including an estimates for the source-time function. In addition, due to its use of stochastic optimization, we arrive at these images at roughly one to two times the cost of conventional reverse time migration involving all data.},
	keywords = {penalty, source estimation, sparsity inversion},
	doi = {10.1111/1365-2478.13021},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalProspecting/2020/yang2020tdsp/yang2020tdsp.html},
	author = {Mengmeng Yang and Zhilong Fang and Philipp A. Witte and Felix J. Herrmann}
}
@mastersthesis {fang2018THsea,
	title = {Source estimation and uncertainty quantification for wave-equation based seismic imaging and inversion},
	year = {2018},
	note = {(PhD)},
	month = {04},
	school = {The University of British Columbia},
	type = {phd},
	address = {Vancouver},
	abstract = {In modern seismic exploration, wave-equation-based inversion and imaging approaches are widely employed for their potential of creating high-resolution subsurface images from seismic data by using the wave equation to describe the underlying physical model of wave propagation. Despite their successful practical applications, some key issues remain unsolved, including local minima, unknown sources, and the largely missing uncertainty analyses for the inversion. This thesis aims to address the following two aspects: to perform the inversion without prior knowledge of sources, and to quantify uncertainties in the inversion. The unknown source can hinder the success of wave-equation-based ap- proaches. A simple time shift in the source can lead to misplaced reflectors in linearized inversions or large disturbances in nonlinear problems. Unfortunately, accurate sources are typically unknown in real problems. The first major contribution of this thesis is, given the fact that the wave equation linearly depends on the sources, I have proposed on-the-fly source estimation techniques for the following wave-equation-based approaches: (1) time-domain sparsity-promoting least-squares reverse-time migration; and (2) wavefield-reconstruction inversion. Considering the linear dependence of the wave equation on the sources, I project out the sources by solving a linear least-squares problem, which enables us to conduct successful wave- equation-based inversions without prior knowledge of the sources. Wave-equation-based approaches also produce uncertainties in the resulting velocity model due to the noisy data, which would influence the subsequent exploration and financial decisions. The difficulties related to practical uncertainty quantification lie in: (1) expensive computation related to wave-equation solves, and (2) the nonlinear parameter-to-data map. The second major contribution of this thesis is the proposal of a computationally feasible Bayesian framework to analyze uncertainties in the resulting velocity models. Through relaxing the wave-equation constraints, I obtain a less nonlinear parameter-to-data map and a posterior distribution that can be adequately approximated by a Gaussian distribution. I derive an implicit formulation to construct the covariance matrix of the Gaussian distribution, which allows us to sample the Gaussian distribution in a computationally efficient manner. I demonstrate that the proposed Bayesian framework can provide adequately accurate uncertainty analyses for intermediate to large- scale problems with an acceptable computational cost.},
	keywords = {FWI, LS-RTM, PhD, source estimation, UQ, WRI},
	url = {https://slim.gatech.edu/Publications/Public/Thesis/2018/fang2018THsea/fang2018THsea.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Thesis/2018/fang2018THsea/fang2018THsea_pres.pdf},
	author = {Zhilong Fang}
}
@article {fang2017sewri,
	title = {Source estimation for wavefield-reconstruction inversion},
	journal = {Geophysics},
	volume = {83},
	number = {4},
	year = {2018},
	note = {(Geophysics)},
	pages = {R345-R359},
	abstract = {Source estimation is essential to all the wave-equation-based seismic inversions, including full-waveform inversion and the recently proposed wavefield-reconstruction inversion. When the source estimation is inaccurate, errors will propagate into the predicted data and introduce additional data misfit. As a consequence, inversion results that minimize this data misfit may become erroneous. To mitigate the errors introduced by the incorrect and pre-estimated sources, an embedded procedure that updates sources along with medium parameters is necessary for the inversion. So far, such a procedure is still missing in the context of wavefield-reconstruction inversion, a method that is, in many situations, less prone to local minima related to the so-called cycle skipping, compared to full-waveform inversion through exact data-fitting. While wavefield-reconstruction inversion indeed helps to mitigate issues related to cycle skipping by extending the search space with wavefields as auxiliary variables, it relies on having access to the correct source functions. In this paper, we remove the requirement of having the accurate source functions by proposing a source estimation technique specifically designed for wavefield-reconstruction inversion. To achieve this task, we consider the source functions as unknown variables and arrive at an objective function that depends on the medium parameters, wavefields, and source functions. During each iteration, we apply the so-called variable projection method to simultaneously project out the source functions and wavefields. After the projection, we obtain a reduced objective function that only depends on the medium parameters and invert for the unknown medium parameters by minimizing this reduced objective. Numerical experiments illustrate that this approach can produce accurate estimates of the unknown medium parameters without any prior information of the source functions.},
	keywords = {estimation, FWI, source, variable projection, WRI},
	doi = {10.1190/geo2017-0700.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2018/fang2017sewri/fang2017sewri.html},
	author = {Zhilong Fang and Rongrong Wang and Felix J. Herrmann}
}
@article {fang2017uqfip,
	title = {Uncertainty quantification for inverse problems with weak partial-differential-equation constraints},
	journal = {Geophysics},
	volume = {83},
	number = {6},
	year = {2018},
	note = {(Geophysics)},
	pages = {R629-R647},
	abstract = {In a statistical inverse problem, the objective is a complete statistical description of unknown parameters from noisy observations in order to quantify uncertainties of the parameters of interest. We consider inverse problems with partial-differential-equation-constraints, which are applicable to a variety of seismic problems. Bayesian inference is one of the most widely-used approaches to precisely quantify statistics through a posterior distribution, incorporating uncertainties in observed data, modeling kernel, and prior knowledge of the parameters. Typically when formulating the posterior distribution, the partial-differential-equation-constraints are required to be exactly satisfied, resulting in a highly nonlinear forward map and a posterior distribution with many local maxima. These drawbacks make it difficult to find an appropriate approximation for the posterior distribution. Another complicating factor is that traditional Markov chain Monte Carlo methods are known to converge slowly for realistically sized problems. In this work, we relax the partial-differential-equation-constraints by introducing an auxiliary variable, which allows for Gaussian deviations in the partial-differential-equations. Thus, we obtain a new bilinear posterior distribution consisting of both data and partial-differential-equation misfit terms. We illustrate that for a particular range of variance choices for the partial-differential-equation misfit term, the new posterior distribution has fewer modes and can be well-approximated by a Gaussian distribution, which can then be sampled in a straightforward manner. Since it is prohibitively expensive to explicitly construct the dense covariance matrix of the Gaussian approximation for intermediate to large-scale problems, we present a method to implicitly construct it, which enables efficient sampling. We apply this framework to two-dimensional seismic inverse problems with 1,800 and 92,455 unknown parameters. The results illustrate that our framework can produce comparable statistical quantities to those produced by conventional Markov chain Monte Carlo type methods while requiring far fewer partial-differential-equation solves, which are the main computational bottlenecks in these problems.},
	keywords = {acoustic, FWI, UQ, weak-constraint},
	doi = {10.1190/geo2017-0824.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2018/fang2017uqfip/fang2017uqfip.html},
	author = {Zhilong Fang and Curt Da Silva and Rachel Kuske and Felix J. Herrmann}
}
@conference {fang2017AIPepm,
	title = {An efficient penalty method for PDE-constrained optimization problem with source estimation and stochastic optimization},
	booktitle = {Applied Inverse Problems Annual Conference Proceedings},
	year = {2017},
	note = {(AIP, Hangzhou)},
	month = {05-06},
	pages = {40},
	abstract = {Many inverse problems in applied science and engineering can be written as PDE-constrained optimization problems. Typically, one is interested in estimating the unknown medium parameters of the PDE describing the system, given multi-source measurements of the fields in the true medium. The objective function is often very oscillatory, which gives rise to problematic local minima, and merely evaluating one or more of its derivatives requires solving multiple PDEs, which are expensive. In many applications such as seismic exploration, only the source location is available and the source signature itself is unknown, which results in erroneous estimated parameters. In this work, we propose a penalty method to solve the PDE-constrained optimization problem, whereby we replace the PDE constraints by a two-norm penalty term, which leads to a bi-linear optimization problem with a much less oscillatory objective function. By applying the variable projection method, we develop an efficient method to invert the unknown parameters and source signatures simultaneously. To reduce the computational cost, we randomly select a subset of all data to update the parameters at each iteration. Numerical examples demonstrate that this method is less prone to becoming stuck in harmful local minima and is able to successfully invert the unknown parameters and source signature with less computational cost compared to using all the data.},
	keywords = {Optimization, penalty method, source estimation, Stochastic optimization},
	url = {http://aip2017.csp.escience.cn/dct/page/1},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/AIP/2017/fang2017AIPepm/fang2017AIPepm_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Felix J. Herrmann}
}
@presentation {fang2017SINBADFpfg,
	title = {PDE-free Gauss-Newton Hessian for Wavefield Reconstruction Inversion},
	year = {2017},
	publisher = {SINBAD},
	abstract = {In this work, we present a PDE-free Gauss-Newton Hessian for Wavefield Reconstruction Inversion. With this PDE-free Gauss-Newton Hessian, we can compute matrix-vector products without additional PDE solves. Thus, we are able to use the second order optimization method Gauss-Newton method with a roughly equal computational cost of first-order methods such as the gradient-descent method.},
	keywords = {Presentation, SINBAD, SINBADFALL2017, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2017/Fall/fang2017SINBADFpfg/fang2017SINBADFpfg.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2017/Fall/fang2017SINBADFpfg/fang2017SINBADFpfg.mov},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@conference {fang2017WAVESuqf,
	title = {Uncertainty quantification for inverse problems with a weak wave-equation constraint},
	booktitle = {WAVES 2017 {\textendash}- 13th International Conference on Mathematical and Numerical Aspects of Wave Propagation},
	year = {2017},
	note = {(WAVES, Minneapolis)},
	month = {05},
	pages = {127-128},
	abstract = {In this work, we present a new posterior distribution to quantify uncertainties in solutions of wave-equation based inverse problems. By introducing an auxiliary variable for the wavefields, we weaken the strict wave-equation constraint used by conventional Bayesian approaches. With this weak constraint, the new posterior distribution is a bi-Gaussian distribution with respect to both model parameters and wavefields, which can be directly sampled by the Gibbs sampling method.},
	keywords = {constraint, Gibbs sampling, uncertainty, wave equation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/WAVES/2017/fang2017WAVESuqf/fang2017WAVESuqf.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/WAVES/2017/fang2017WAVESuqf/fang2017WAVESuqf_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Rachel Kuske and Felix J. Herrmann}
}
@presentation {fang2016SINBADFeaq,
	title = {Efficient approach for quantifying uncertainty of wavefield reconstruction inversion},
	year = {2016},
	publisher = {SINBAD},
	abstract = {Due to the noisy measurements, sparse observations, uncertain forward models, and uncertain prior parameter information, significant uncertainty arises in the inverted velocity model of full-waveform inversion. The uncertain velocity model leads to the uncertainty in the correct positions of events in the migrated images, which subsequently influences the important decision-makings in the oil and gas exploration and production (E\&P) business such as the drilling decisions and economic evaluations. Therefore, understanding the uncertainty in the inverted velocity model is essential for the mitigation of the E\&P risks. A common approach to accounting for uncertainty in seismic inverse problems like full-waveform inversion is to describe the unknown parameters in probabilistic by the Bayesian inference. The Bayesian inference aims at incorporating the information from the data, physics, and one{\textquoteright}s prior knowledge to formulate a posterior distribution function to characterize the statistical properties of the unknown parameters. However, characterizing uncertainties for the large-scale full-waveform inversion in seismic exploration is prohibitively expensive since it requires thousands of function evaluations to sample the parameter space (e.g. via Markov chain Monte Carlo sampling). Apart from this, the existing methods of uncertainty quantification for full-waveform inversion is through applying the Bayesian inference to the standard method such as the adjoint-state method with the assumption that no uncertainty arises from the wave-equation. However, the wave-equation may not be able to reflect all the physics, hence, incorporating uncertainty from wave-equation might benefit the quantification of uncertainty. In this work, we propose to perform uncertainty quantification using the recently proposed wavefield reconstruction inversion technique, which gives an appropriate framework to tackle the uncertainty in wave-equation solve by adding the misfit of the wave-equation to the likelihood distribution and relaxing the wave-equation constraint. Moreover, we propose a computationally feasible approach to analyzing the posterior distribution of the wavefield reconstruction inversion method, which incorporates a Gaussian distribution that approximates the posterior distribution with an optimization-driven Gaussian simulator to sample the Gaussian distribution efficiently. Numerical examples show that comparing to the McMC method, our approach is able to produce comparable results with less computational cost. This is joint work with Curt da Silva and Rachel Kuske.},
	keywords = {Presentation, SINBAD, SINBADFALL2016, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/fang2016SINBADFeaq/fang2016SINBADFeaq.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/fang2016SINBADFeaq/fang2016SINBADFeaq.mov},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Tristan van Leeuwen and Felix J. Herrmann and Rachel Kuske}
}
@conference {chai2016SEGlbm,
	title = {A linearized Bregman method for compressive waveform inversion},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2016},
	note = {(SEG, Dallas)},
	month = {10},
	pages = {1449-1454},
	abstract = {We present an implementation of a recently developed and relatively simple linearized Bregman method to solve the large-scale $\ell_1$-norm sparsity-promoting Gauss-Newton (GN) full-waveform inversion (FWI) problem. Numerical experiments demonstrate that: the much simpler linearized Bregman method does a comparable and even superior job compared to a state-of-the-art $\ell_1$-norm solver SPGL1, which is previously used in the modified Gauss-Newton FWI; the linearized Bregman method is also more efficient (faster) than SPGL1; the FWI result with the linearized Bregman method solving $\ell_1$-norm sparsity-promoting problems to get the model updates is better than that obtained by solving $\ell_2$-norm least-squares problems to get the model updates.},
	keywords = {Bregman method, SEG, waveform inversion},
	doi = {10.1190/segam2016-13848105.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/chai2016SEGlbm/chai2016SEGlbm.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/chai2016SEGlbm/chai2016SEGlbm_pres.pdf},
	author = {Xintao Chai and Mengmeng Yang and Philipp A. Witte and Rongrong Wang and Zhilong Fang and Felix J. Herrmann}
}
@conference {yang2016SEGtds,
	title = {Time-domain sparsity-promoting least-squares migration with source estimation},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2016},
	note = {(SEG, Dallas)},
	month = {10},
	pages = {4225-4229},
	abstract = {Traditional reverse-time migration (RTM) gives images with wrong amplitudes and low resolution. Least-squares RTM (LS-RTM) on the other hand, is capable of obtaining true-amplitude images as solutions of $\ell_2$-norm norm minimization problems by fitting the synthetic and observed reflection data. The shortcoming of this approach is that solutions of these $\ell_2$ problems are typically smoothed, tend to be overfitted, and computationally too expensive because it requires compared to standard RTM too many iterations. By working with randomized subsets of data only, the computational costs of LS-RTM can be brought down to an acceptable level while producing artifact-free high-resolution images without overfitting the data. While initial results of these "compressive imaging" methods were encouraging various open issues remain including guaranteed convergence, algorithmic complexity of the solver, and lack of on-the-fly source estimation for LS-RTMs with wave-equation solvers based on time-stepping. By including on-the-fly source-time function estimation into the method of Linearized Bregman (LB), on which we reported before, we tackle all these issues resulting in a easy-to-implement algorithm that offers flexibility in the trade-off between the number of iterations and the number of wave-equation solves per iteration for a fixed total number of wave-equation solves. Application of our algorithm on a 2D synthetic shows that we are able to obtain high-resolution images, including accurate estimates of the wavelet, for a single pass through the data. The produced image, which is by virtue of the inversion deconvolved with respect to the wavelet, is roughly of the same quality as the image obtained given the correct source function.},
	keywords = {least squares, RTM, SEG, source estimation, time domain},
	doi = {10.1190/segam2016-13850609.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/yang2016SEGtds/yang2016SEGtds.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/yang2016SEGtds/yang2016SEGtds_pres.pdf},
	author = {Mengmeng Yang and Philipp A. Witte and Zhilong Fang and Felix J. Herrmann}
}
@presentation {yang2016SINBADFtds,
	title = {Time-domain sparsity-promoting least-squares migration with source estimation},
	year = {2016},
	publisher = {SINBAD},
	abstract = {Compared to traditional reverse-time migration (RTM), least-squares RTM (LS_RTM) is able to obtain true amplitude images as solutions of $\ell_2$-norm minimization problems by fitting the synthetic and observed reflection data. The shortcoming is that solutions of these $\ell_2$ problems tend to be overfitted and computationally too expensive. By working with randomized subsets of data only, the computational costs of LS-RTM can be brought down to an acceptable level, producing artifact-free high-resolution images. By including on-the-fly source-time function estimation into the method of Linearized Bregman (LB), we tackle the open issues of these "compressive imaging" in the aspects of algorithmic complexity of solver, guaranteed convergence and source estimation. We also inbvestigate whether the algorithm can be accelerated when we combine LB with the Nesterov method. Application of our algorithm on a 2D synthetic shows that we are able to get high-resolution images, with accurate estimates of the wavelet, for one single data pass.},
	keywords = {Presentation, SINBAD, SINBADFALL2016, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/yang2016SINBADFtds/yang2016SINBADFtds.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/yang2016SINBADFtds/yang2016SINBADFtds.m4v},
	author = {Mengmeng Yang and Philipp A. Witte and Zhilong Fang and Felix J. Herrmann}
}
@conference {fang2016SEGuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion using a PDE free semidefinite Hessian and randomize-then-optimize method},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2016},
	note = {(SEG, Dallas)},
	month = {10},
	pages = {1390-1394},
	abstract = {The data of full-waveform inversion often contains noise, which induces uncertainties in the inversion results. Ideally, one would like to run a number of independent inversions with different realizations of the noise and assess model-side uncertainties from the resulting models, however this is not feasible because we collect the data only once. To circumvent this restriction, various sampling schemes have been devised to generate an ensemble of models that fit the data to within the noise level. Such sampling schemes typically involve running multiple inversions or evaluating the Hessian of the cost function, both of which are computationally expensive. In this work, we propose a new method to quantify uncertainties based on a novel formulation of the full-waveform inversion problem {\textendash} wavefield reconstruction inversion. Based on this formulation, we formulate a semidefinite approximation of the corresponding Hessian matrix. By precomputing certain quantities, we are able to apply this Hessian to given input vectors without additional solutions of the underlying partial differential equations. To generate a sample, we solve an auxiliary stochastic optimization problem involving this Hessian. The result is a computationally feasible method that, with little overhead, can generate as many samples as required at small additional cost. We test our method on the synthetic BG Compass model and compare the results to a direct-sampling approach. The results show the feasibility of applying our method to computing statistical quantities such as the mean and standard deviation in the context of wavefield reconstruction inversion.},
	keywords = {SEG, Uncertainty quantification, WRI},
	doi = {10.1190/segam2016-13879108.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/fang2016SEGuqw/fang2016SEGuqw.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2016/fang2016SEGuqw/fang2016SEGuqw_pres.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Tristan van Leeuwen and Felix J. Herrmann}
}
@techreport {peters2015SEGrwi,
	title = {Regularizing waveform inversion by projections onto convex sets {\textendash}- application to the 2D Chevron 2014 synthetic blind-test dataset},
	number = {TR-EOAS-2015-7},
	year = {2015},
	month = {06},
	institution = {UBC},
	abstract = {A framework is proposed for regularizing the waveform inversion problem by projections onto intersections of convex sets. Multiple pieces of prior information about the geology are represented by multiple convex sets, for example limits on the velocity or minimum smoothness conditions on the model. The data-misfit is then minimized, such that the estimated model is always in the intersection of the convex sets. Therefore, it is clear what properties the estimated model will have at each iteration. This approach does not require any quadratic penalties to be used and thus avoids the known problems and limitations of those types of penalties. It is shown that by formulating waveform inversion as a constrained problem, regularization ideas such as Tikhonov regularization and gradient filtering can be incorporated into one framework. The algorithm is generally applicable, in the sense that it works with any (differentiable) objective function and does not require significant additional computation. The method is demonstrated on the inversion of the 2D marine isotropic elastic synthetic seismic benchmark by Chevron using an acoustic modeling code. To highlight the effect of the projections, we apply no data pre-processing.},
	keywords = {blind-test, projection, regularization, SEG, Wavefield Reconstruction Inversion, waveform inversion},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2015/peters2015SEGrwi/peters2015SEGrwi.html},
	author = {Bas Peters and Zhilong Fang and Brendan R. Smithyman and Felix J. Herrmann}
}
@presentation {dasilva2015SINBADFsss,
	title = {Scaling SINBAD software to 3-D on Yemoja},
	year = {2015},
	publisher = {SINBAD},
	abstract = {We present early results on the scalability of SINBAD{\textquoteright}s wavefield reconstruction and wave-equation based inversion technologies on Yemoja, a 17k core cluster made available to us by BG Group at SENAI CIMATEC Supercomputing Centre in Brazil.},
	keywords = {Presentation, SINBAD, SINBADFALL2015, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/dasilva2015SINBADFsss/dasilva2015SINBADFsss.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/dasilva2015SINBADFsss/dasilva2015SINBADFsss.mov},
	author = {Curt Da Silva and Haneet Wason and Mathias Louboutin and Bas Peters and Shashin Sharan and Zhilong Fang and Felix J. Herrmann}
}
@conference {fang2015EAGEsew,
	title = {Source estimation for Wavefield Reconstruction Inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2015},
	note = {(EAGE, Madrid)},
	month = {06},
	abstract = {Wavefield reconstruction inversion is a new approach to waveform based inversion that helps overcome the {\textquoteleft}cycle skipping{\textquoteright} problem. However, like most waveform based inversion methods, wavefield reconstruction inversion also requires good source wavelets. Without correct source wavelets, wavefields cannot be reconstructed correctly and the velocity model cannot be updated correctly neither. In this work, we propose a source estimation method for wavefield reconstruction inversion based on the variable projection method. In this method, we reconstruct wavefields and estimate source wavelets simultaneously by solving an extended least-squares problem, which contains source wavelets. This approach does not increase the computational cost compared to conventional wavefield reconstruction inversion. Numerical results illustrates with our source estimation method we are able to recover source wavelets and obtain inversion results that are comparable to results obtained with true source wavelets.},
	keywords = {EAGE, source estimation, WRI},
	doi = {10.3997/2214-4609.201412588},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEsew/fang2015EAGEsew.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEsew/fang2015EAGEsew_pres.pdf},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@conference {fang2015IIPFWIsoa,
	title = {Stochastic optimization and its application to seismic inversion},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	keywords = {FWI, inversion, Optimization, stochastic},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/fang2015IIPFWIsoa/fang2015IIPFWIsoa_pres.pdf},
	author = {Zhilong Fang and Tim Burgess and Felix J. Herrmann}
}
@conference {fang2015EAGEuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2015},
	note = {(EAGE, Madrid)},
	month = {06},
	abstract = {In this work, we propose a method to quantify the uncertainty of wavefield reconstruction inversion under the framework of Bayesian inference. Unlike the conventional method using the wave equation as the forward mapping, we involve the wave equation misfit in the posterior distribution and propose a new posterior distribution. The negative log-likelihood of the new distribution is less oscillatory than that of the conventional posterior distribution, and its Gauss-Newton Hessian is a diagonal matrix that can be generated without any additional computational cost. We use the diagonal Gauss-Newton Hessian to derive an approximate Gaussian distribution at the maximum likelihood point to quantify the uncertainty. This method makes the uncertainty quantification for WRI computationally tractable and is able to provide reasonable uncertainty analysis based on our numerical results.},
	keywords = {EAGE, FWI, UQ, WRI},
	doi = {10.3997/2214-4609.201413198},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEuqw/fang2015EAGEuqw.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEuqw/fang2015EAGEuqw_pres.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@conference {fang2015IIPFWIuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	abstract = {In this work, we propose a method to quantify the uncertainty of wavefield reconstruction inversion under the framework of Bayesian inference. Unlike the conventional method using the wave equation as the forward mapping, we involve the wave equation misfit in the posterior distribution and propose a new posterior distribution. The negative log-likelihood of the new distribution is less oscillatory than that of the conventional posterior distribution, and its Gauss-Newton Hessian is a diagonal matrix that can be generated without any additional computational cost. We use the diagonal Gauss-Newton Hessian to derive an approximate Gaussian distribution at the maximum likelihood point to quantify the uncertainty. This method makes the uncertainty quantification for WRI computationally tractable and is able to provide reasonable uncertainty analysis based on our numerical results.},
	keywords = {FWI, uncertainty, WRI},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/fang2015IIPFWIuqw/fang2015IIPFWIuqw_pres.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@presentation {fang2015SINBADFuqw,
	title = {Uncertainty quantification for Wavefield-Reconstruction Inversion using a positive-definite approximated Hessian},
	year = {2015},
	publisher = {SINBAD},
	abstract = {We analyze the Hessian of wavefield reconstruction inversion (WRI) and propose a new approximated Hessian. Instead of requiring PDE solves, the matrix-vector multiplication action of the approximate Hessian can be achieved with several matrix-vector multiplications. The diagonal part of the approximated Hessian can be also calculated without additional PDE solves. We apply this approximated Hessian to uncertainty quantification and obtain statistical parameters such as standard deviation and confidence interval. Numerical example illustrate the accuracy of the estimated Hessian and the feasibility of the method to quantify uncertainties.},
	keywords = {Presentation, SINBAD, SINBADFALL2015, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFuqw/fang2015SINBADFuqw.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFuqw/fang2015SINBADFuqw.mov},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@conference {fang2015IIPFWIwri,
	title = {Wavefield Reconstruction Inversion with source estimation and its application to 2014 Chevron synthetic blind test dataset},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	abstract = {We present a robust wavefield reconstruction inversion with source estimation. The source wavelet is estimated with the reconstruction of wavefield simultaneously by solving an extended data augmentation problem. We apply this method to the 2014 Chevron synthetic blind test dataset and show the robustness of our method.},
	keywords = {FWI, source estimation, WRI},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/fang2015IIPFWIwri/fang2015IIPFWIwri_pres.pdf},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@presentation {fang2015SINBADwri,
	title = {Wavefield reconstruction inversion with source estimation and its application to 2014 Chevron synthetic blind test dataset},
	year = {2015},
	publisher = {SINBAD},
	abstract = {We present a robust wavefield reconstruction inversion with source estimation. The source wavelet is estimated with the reconstruction of wavefield simultaneously by solving an extended data augmentation problem. We apply this method to the 2014 Chevron synthetic blind test dataset and show the robustness of our method.},
	keywords = {Presentation, SINBAD, SINBADSPRING2015, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Spring/fang2015SINBADwri/fang2015SINBADwri.pdf},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@presentation {fang2015SINBADFwri,
	title = {Wavefield-reconstruction inversion with source estimation and minimum smoothness constraint {\textendash} application to the Chevron 2014 dataset},
	year = {2015},
	publisher = {SINBAD},
	abstract = {We present a robust wavefield reconstruction inversion with source estimation. The source wavelet is estimated with the reconstruction of wavefield simultaneously by solving an extended data-augmented problem. We apply this method to the 2014 Chevron synthetic blind test dataset and show the robustness of our method.},
	keywords = {Presentation, SINBAD, SINBADFALL2015, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFwri/fang2015SINBADFwri.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFwri/fang2015SINBADFwri.mov},
	author = {Zhilong Fang and Bas Peters and Felix J. Herrmann}
}
@conference {lago2014CMCCRMN,
	title = {CRMN method for solving time-harmonic wave equation},
	booktitle = {Copper Mountain Conference},
	year = {2014},
	note = {(Copper Mountain)},
	month = {04},
	abstract = {We address the solution of PDEs associated with the wave propagation phenomena in heterogeneous media using CGMN method. It consists of a conjugate gradients method using Kaczmarz double sweeps as preconditioner. This preconditioner has the property of {\textquoteleft}{\textquoteleft}symmetrizing" the problem allowing short recursion and Lanczos type of Krylov methods to be employed. In this talk we propose the use of CR, a minimal residual Krylov method closely related to CG. We study the proposed method which we call CRMN and discuss crucial aspects as the behaviour of the norm of the residual and the norm of the true error. We also discuss the result of an inversion of a small subsample of the 3D velocity model SEG/EAGE Overthrust using frugal full-waveform inversion method with CRMN and CGMN for solving the associated PDE, showing a strong interest in studying the behaviour of CRMN for larger realistic cases.},
	keywords = {CGMN, CRMN, Forward Modelling, Helmholtz equation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/CMC/2014/lago2014CMCCRMN.pdf},
	author = {Rafael Lago and Art Petrenko and Zhilong Fang and Felix J. Herrmann}
}
@conference {lago2014EAGEfst,
	title = {Fast solution of time-harmonic wave-equation for full-waveform inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2014},
	month = {06},
	abstract = {For many full-waveform inversion techniques, the most computationally intensive step is the computation of a numerical solution for the wave equation on every iteration. In the frequency domain approach, this requires the solution of very large, complex, sparse, ill-conditioned linear systems. In this extended abstract we bring out attention specifically to CGMN method for solving PDEs, known for being flexible (i.e. it is able to treat equally acoustic data as well as visco-elastic or more complex scenarios) efficient with respect both to memory and computation time, and controllable accuracy of the final approximation. We propose an improvement for the known CGMN method by imposing a minimal residual condition, which incurs in one extra model vector storage. The resulting algorithm called CRMN enjoys several interesting properties as monotonically nonincreasing behaviour of the norm of the residual and minimal residual, guaranteeing optimal convergence for the relative residual criterion. We discuss numerical experiments both in an isolated PDE solve and also within the inversion procedure, showing that in a realistic scenario we can expect a speedup around 25\% when using CRMN rather than CGMN.},
	keywords = {CGMN, CRMN, EAGE, FWI, Time-Harmonic Wave Equation},
	doi = {10.3997/2214-4609.20140812},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/lago2014EAGEfst/lago2014EAGEfst.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/lago2014EAGEfst/lago2014EAGEfst_pres.pdf},
	author = {Rafael Lago and Art Petrenko and Zhilong Fang and Felix J. Herrmann}
}
@conference {fang2014EAGEfuq,
	title = {Fast uncertainty quantification for 2D full-waveform inversion with randomized source subsampling},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2014},
	month = {06},
	abstract = {Uncertainties arise in every area of seismic exploration, especially in full-waveform inversion, which is highly non-linear. In the framework of Bayesian inference, uncertainties can be analyzed by sampling the posterior probability density distribution with a Markov chain Monte-Carlo (McMC) method. We reduce the cost of computing the posterior distribution by working with randomized subsets of sources. These approximations, together with the Gaussian assumption and approximation of the Hessian, leads to a computational tractable uncertainty quantification. Application of this approach to a synthetic leads to standard deviations and confidence intervals that are qualitatively consistent with our expectations.},
	keywords = {EAGE, FWI, Markov chain Monte Carlo, randomized sources subsampling, Uncertainty quantification},
	doi = {10.3997/2214-4609.20140715},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/fang2014EAGEfuq/fang2014EAGEfuq.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/fang2014EAGEfuq/fang2014EAGEfuq_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Felix J. Herrmann}
}
@presentation {fang2014SINBADsew,
	title = {Source estimation for WRI and its application},
	year = {2014},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2014, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2014/Fall/fang2014SINBADsew/fang2014SINBADsew.pdf},
	author = {Zhilong Fang and Xiang Li and Bas Peters and Felix J. Herrmann}
}
@presentation {fang2014SINBADsqn,
	title = {A stochastic quasi-Newton McMC method for uncertainty quantification of full-waveform inversion},
	year = {2014},
	publisher = {SINBAD},
	abstract = {In this work, we present a fast McMC method using the stochastic l-BFGS Hessian to quantify the uncertainty of full-waveform inversion. Using the stochastic l-BFGS Hessian, we do not need the assumption that the Hessian of data misfit is low rank and we also reduce the computational cost of estimating the Hessian. Numerical result shows the capability of this fast McMC method.},
	keywords = {Presentation, SINBAD, SINBADSPRING2014, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2014/Spring/fang2014SINBADsqn/fang2014SINBADsqn.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Felix J. Herrmann}
}
@techreport {zfang2014SEGsqn,
	title = {A stochastic quasi-Newton McMC method for uncertainty quantification of full-waveform inversion},
	number = {TR-EOAS-2014-6},
	year = {2014},
	month = {04},
	institution = {UBC},
	abstract = {In this work we propose a stochastic quasi-Newton Markov chain Monte Carlo (McMC) method to quantify the uncertainty of full-waveform inversion (FWI). We formulate the uncertainty quantification problem in the framework of the Bayesian inference, which formulates the posterior probability as the conditional probability of the model given the observed data. The Metropolis-Hasting algorithm is used to generate samples satisfying the posterior probability density function (pdf) to quantify the uncertainty. However it suffers from the challenge to construct a proposal distribution that simultaneously provides a good representation of the true posterior pdf and is easy to manipulate. To address this challenge, we propose a stochastic quasi-Newton McMC method, which relies on the fact that the Hessian of the deterministic problem is equivalent to the inverse of the covariance matrix of the posterior pdf. The l-BFGS (limited-memory Broyden{\textendash}Fletcher{\textendash}Goldfarb{\textendash}Shanno) Hessian is used to approximate the inverse of the covariance matrix efficiently, and the randomized source sub-sampling strategy is used to reduce the computational cost of evaluating the posterior pdf and constructing the l-BFGS Hessian. Numerical experiments show the capability of this stochastic quasi-Newton McMC method to quantify the uncertainty of FWI with a considerable low cost.},
	keywords = {FWI, McMC, quasi-Newton, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2014/zfang2014SEGsqn/zfang2014SEGsqn.html},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@techreport {tschannen2014tdl,
	title = {Time domain least squares migration and dimensionality reduction},
	number = {TR-EOAS-2014-9},
	year = {2014},
	month = {06},
	institution = {UBC},
	abstract = {Least-squares seismic migration (LSM) is a wave equation based linearized inversion problem relying on the minimization of a least-squares misfit function, with respect to the medium perturbation, between recorded and modeled wavefields. Today{\textquoteright}s challenges in Hydrocarbon ex- ploration are to build high resolution images of more and more complicated geological reservoirs, which requires to handle very large systems of equations. The extreme size of the problem com- bined with the fact that it is ill-conditioned make LSM not yet feasible for industrial purposes. To overcome this "curse of dimensionality", dimension reduction and divide-and-conquer tech- niques that aim to decrease the computation time and the required memory, while conserving the image quality, have recently been developed. By borrowing ideas from stochastic optimiza- tion and compressive sensing, the imaging problem is reformulated as an L1-regularized, sparsity promoted LSM. The idea is to take advantage of the compressibility of the model perturbation in the curvelet domain and to work on series of smaller subproblems each involving a small ran- domized subset of data. We try two different subset sampling strategies, artificial randomized simultaneous sources experiments ("supershots") and drawing sequential shots firing at random source locations. These subsets are changed after each subproblem is solved. In both cases we obtain good migration results at significantly reduced computational cost. Application of these methods to a complicated synthetic model yields to encouraging results, underlining the usefulness of sparsity promotion and randomization in time stepping formulation.},
	keywords = {Compressive Sensing, sparsity promotion, Stochastic optimization, Wave equation migration},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2014/tschannen2014tdl/tschannen2014tdl.pdf},
	author = {Valentin Tschannen and Zhilong Fang and Felix J. Herrmann}
}
@presentation {fang2014SINBADuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	year = {2014},
	publisher = {SINBAD},
	abstract = {This talk discusses the uncertainty quantification for the wavefield reconstruction inversion. The Hessian and gradient of the WRI can be easily obtained once the wave field is generated. As a result, we use a Newton type McMC method to sample the posterior distribution. Statistical property such as mean, standard deviation, confidence interval are calculated based on the sampled distribution.},
	keywords = {Presentation, SINBAD, SINBADFALL2014, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2014/Fall/fang2014SINBADuqw/fang2014SINBADuqw.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@presentation {macedo2013SINBADdap,
	title = {A dual approach to PhaseLift via gauge programming and bundle methods},
	year = {2013},
	publisher = {SINBAD},
	abstract = {A feature common to many sparse optimization problems is that the number of variables may be significantly larger than the number of constraints- e.g., the matrix-lifting approach taken by PhaseLift for phase retrieval results in a problem where the number of variables is quadratic in the number of constraints. We consider a duality framework and numerical methods to leverage the relatively small number of constraints. Preliminary numerical results illustrate our approach and its flexibility.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/macedo2013SINBADdap/macedo2013SINBADdap.pdf},
	author = {Ives Macedo and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {fang2013SINBADp3dfwi,
	title = {Parallel 3D FWI with simultaneous shots},
	year = {2013},
	publisher = {SINBAD},
	abstract = {In this work, we manage to build the workflow for the parallel 3D full-waveform inversion. In the forward simulation part, we generate the Helmholtz matrix in parallel and use parallel CARPCG to solve the Helmholtz equation. In the inversion process, simultaneous shots are used to reduce the computational costs. Additionally, we propose a method to select the number of simultaneous shots and tolerance of CARPCG dynamically, to reach a compromise between the computational costs and accuracy.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/fang2013SINBADp3dfwi/fang2013SINBADp3dfwi.pdf},
	author = {Zhilong Fang and Tristan van Leeuwen and Felix J. Herrmann}
}
@presentation {pong2013SINBADppg,
	title = {The proximal-proximal gradient algorithm},
	year = {2013},
	publisher = {SINBAD},
	abstract = {In many applications, one has to minimize the sum of a smooth loss function modeling misfit and a regularization term inducing structures. In this talk, we consider the case when the regularization is a composition of a convex function, whose proximal mapping is easy to compute, and a nonzero linear map. Such instances arise in system identification and realization problems. In this talk, we present a new algorithm, the proximal-proximal gradient algorithm, which admits easy subproblems. Our algorithm reduces to the proximal gradient algorithm if the linear map is just the identity map, and can be viewed as "very inexact" inexact proximal gradient algorithm. We show that the whole sequence generated from the algorithm converges to an optimal solution, and establish an upper bound on iteration complexity.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/pong2013SINBADppg/pong2013SINBADppg.pdf},
	author = {Ting Kei Pong and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {nutini2013SINBADpcb,
	title = {Putting the curvature back into sparse solvers},
	year = {2013},
	publisher = {SINBAD},
	abstract = {For many problems in signal and image processing, we seek a sparse solution that solves that approximately solves the problem Ax $\approx$ b, where A is an m-by-n matrix and b is an m-vector. Many of the most used approaches to problem thissuch as iterative soft thresholding SPGL1 andare first-order methods. As a result, these methods can sometimes be slow to converge. In this talk, we present an approach that takes advantage of the easily-obtainable second-order information. By exploiting this available second-order information, we are able to put the curvature back into sparse solvers and improve upon the convergence rates of existing solvers.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/nutini2013SINBADpcb/nutini2013SINBADpcb.pdf},
	author = {Julie Nutini and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {fang2013SINBADsfwi,
	title = {Swift FWI},
	year = {2013},
	publisher = {SINBAD},
	abstract = {In 3D case, there is much more data and modeling is much more expensive. As a result, parallel computing is very important for 3D full-waveform inversion. Both domain decomposition and data decomposition need a large number of parallel computing resources. However, programs based on parallel MATLAB suffer from the limitation of licenses. In order to obtain a MATLAB licenses free solution, we use SWIFT, which is a fast and easy parallel scripting language. Once the original Mat file is complied to an executable file, SWIFT can run the code inside the executable file in parallel without using parallel MATLAB. We use the SWIFT to compute the object functions and gradients of different shots in parallel, and test the parallel 3D FWI code with overthrust data. This is joint work with Thomas Lai, Harsh Juneja, Bas Peters.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/fang2013SINBADsfwi/fang2013SINBADsfwi.pdf},
	author = {Zhilong Fang and Henryk Modzelewski and Tristan van Leeuwen and Thomas Lai and Harsh Juneja and Bas Peters and Felix J. Herrmann}
}
@presentation {goh2013SINBADttt,
	title = {Taming time through tangents},
	year = {2013},
	publisher = {SINBAD},
	abstract = {Given two vectors of (possibly) different lengths, the edit distance considers all possible alignments between the two and picks the one that minimizes the number of operations needed to turn one into the other. Though highly non-smooth and riddled with local minima, we show a way to compute the convex envelope of this function, which opens the door to using the approximate edit distance as a surrogate for the L2 distance and comparing vectors of different lengths.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/goh2013SINBADttt/goh2013SINBADttt.pdf},
	author = {Gabriel Goh and Michael P. Friedlander and Felix J. Herrmann}
}
@presentation {fang2013SINBADuafwi,
	title = {Uncertainty analysis for FWI},
	year = {2013},
	publisher = {SINBAD},
	abstract = {Uncertainty analysis is important for seismic interpretation. Based on the framework of Bayesian, we can analyse different statistic parameters of our FWI result. However, directly sampling the posterior probability density function (pdf) is computationally intractable. In order to make this problem computationally tractable, in this work, we use Gaussian distribution approximation and low rank approximation to generate the posterior pdf. Simultaneous shots are also used to reduce the computational costs.},
	keywords = {Presentation, SINBAD, SINBADFALL2013, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2013/Fall/fang2013SINBADuafwi/fang2013SINBADuafwi.pdf},
	author = {Zhilong Fang and Felix J. Herrmann}
}
@article {Herrmann11TRfcd,
	title = {Fighting the curse of dimensionality: compressive sensing in exploration seismology},
	journal = {Signal Processing Magazine, IEEE},
	volume = {29},
	number = {3},
	year = {2012},
	month = {05},
	pages = {88-100},
	abstract = {Many seismic exploration techniques rely on the collection of massive data volumes that are mined for information during processing. This approach has been extremely successful, but current efforts toward higher resolution images in increasingly complicated regions of Earth continue to reveal fundamental shortcomings in our typical workflows. The "curse" of dimensionality is the main roadblock and is exemplified by Nyquist{\textquoteright}s sampling criterion, which disproportionately strains current acquisition and processing systems as the size and desired resolution of our survey areas continues to increase.},
	keywords = {dimensionality curse, Earth, geographic information systems, higher-resolution images, massive data volumes, Nyquist sampling criterion, seismic exploration techniques, seismology, strains current acquisition system, strains current processing system},
	issn = {1053-5888},
	doi = {10.1109/MSP.2012.2185859},
	url = {https://slim.gatech.edu/Publications/Public/Journals/IEEESignalProcessingMagazine/2012/Herrmann11TRfcd/Herrmann11TRfcd.pdf},
	author = {Felix J. Herrmann and Michael P. Friedlander and Ozgur Yilmaz}
}
@article {Friedlander11TRhdm,
	title = {Hybrid deterministic-stochastic methods for data fitting},
	journal = {SIAM Journal on Scientific Computing},
	volume = {34},
	number = {3},
	year = {2012},
	month = {01},
	pages = {A1380-A1405},
	abstract = {Many structured data-fitting applications require the solution of an optimization problem involving a sum over a potentially large number of measurements. Incremental gradient algorithms (both deterministic and randomized) offer inexpensive iterations by sampling only subsets of the terms in the sum. These methods can make great progress initially, but often slow as they approach a solution. In contrast, full gradient methods achieve steady convergence at the expense of evaluating the full objective and gradient on each iteration. We explore hybrid methods that exhibit the benefits of both approaches. Rate of convergence analysis and numerical experiments illustrate the potential for the approach.},
	keywords = {Optimization},
	doi = {10.1137/110830629},
	author = {Michael P. Friedlander and Mark Schmidt}
}
@presentation {friedlander2012SINBADrsh,
	title = {Randomized sampling: How confident are you?},
	year = {2012},
	publisher = {SINBAD},
	abstract = {At last year{\textquoteright}s consortium meeting, I described an inexact gradient method and sampling scheme for data fitting. The randomization method has good convergence properties, at least as measured by the distance to the solution{\textendash}{\textendash}in expectation. But as one insightful critic rightly pointed out, we don{\textquoteright}t usually observe the expectation, at least not in a single run. In this talk I will characterize the convergence of the method in terms of bounds on the probability of being too far away from the solution.},
	keywords = {Presentation, SINBAD, SINBADFALL2012, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2012/Fall/friedlander2012SINBADrsh/friedlander2012SINBADrsh_pres.pdf},
	author = {Michael P. Friedlander}
}
@article {mansour2012IEEETITrcs,
	title = {Recovering compressively sampled signals using partial support information},
	journal = {IEEE Transactions on Information Theory},
	volume = {58},
	number = {2},
	year = {2012},
	month = {02},
	pages = {1122-1134},
	publisher = {Department of Computer Science},
	address = {University of British Columbia, Vancouver},
	abstract = {We study recovery conditions of weighted $\ell_1$ minimization for signal reconstruction from compressed sensing measurements when partial support information is available. We show that if at least 50\% of the (partial) support information is accurate, then weighted $\ell_1$ minimization is stable and robust under weaker sufficient conditions than the analogous conditions for standard $\ell_1$ minimization. Moreover, weighted $\ell_1$ minimization provides better upper bounds on the reconstruction error in terms of the measurement noise and the compressibility of the signal to be recovered. We illustrate our results with extensive numerical experiments on synthetic data and real audio and video signals.},
	keywords = {Compressive Sensing},
	doi = {10.1109/TIT.2011.2167214},
	url = {https://slim.gatech.edu/Publications/Public/Journals/IEEETransInformationTheory/2012/mansour2012IEEETITrcs/mansour2012IEEETITrcs.pdf},
	author = {Michael P. Friedlander and Hassan Mansour and Rayan Saab and Ozgur Yilmaz}
}
@article {Aravkin11TRridr,
	title = {Robust inversion, dimensionality reduction, and randomized sampling},
	journal = {Mathematical Programming},
	volume = {134},
	number = {1},
	year = {2012},
	month = {08},
	pages = {101-125},
	abstract = {We consider a class of inverse problems in which the forward model is the solution operator to linear ODEs or PDEs. This class admits several dimensionality-reduction techniques based on data averaging or sampling, which are especially useful for large-scale problems. We survey these approaches and their connection to stochastic optimization. The data-averaging approach is only viable, however, for a least-squares misfit, which is sensitive to outliers in the data and artifacts unexplained by the forward model. This motivates us to propose a robust formulation based on the Student{\textquoteright}s t-distribution of the error. We demonstrate how the corresponding penalty function, together with the sampling approach, can obtain good results for a large-scale seismic inverse problem with 50 \% corrupted data.},
	keywords = {FWI, Inverse problems, Optimization, Robust estimation, Seismic inversion, Stochastic optimization},
	doi = {10.1007/s10107-012-0571-6},
	url = {http://www.springerlink.com/content/35rwr101h5736340/},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/MathematicalProgramming/aravkin2012MPrid/aravkin2012MPrid.pdf},
	author = {Aleksandr Y. Aravkin and Michael P. Friedlander and Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {aravkin2012ICASSProbustb,
	title = {Robust inversion via semistochastic dimensionality reduction},
	booktitle = {ICASSP},
	year = {2012},
	pages = {5245-5248},
	publisher = {ICASSP},
	organization = {ICASSP},
	abstract = {We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such problems motivates the use dimensionality reduction (DR) techniques based on randomly mixing experiments. These techniques break down, however, when robust data-fitting formulations are used, which are essential in cases of missing data, unusually large errors, and systematic features in the data unexplained by the forward model. We survey robust methods within a statistical framework, and propose a sampling optimization approach that allows DR. The efficacy of the methods are demonstrated for a large-scale seismic inverse problem using the robust Student{\textquoteright}s t-distribution, where a useful synthetic velocity model is recovered in the extreme scenario of 60\% corrupted data. The sampling approach achieves this recovery using 20\% of the effort required by a direct robust approach.},
	keywords = {ICASSP},
	doi = {10.1109/ICASSP.2012.6289103},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICASSP/2012/AravkinFriedlanderLeeuwen/AravkinFriedlanderLeeuwen.pdf},
	author = {Aleksandr Y. Aravkin and Michael P. Friedlander and Tristan van Leeuwen}
}
@conference {vanleeuwen2011AMPhsdmwi,
	title = {A hybrid stocahstic-deterministic method for waveform inversion},
	booktitle = {AMP},
	year = {2011},
	note = {Presented at AMP Medical and Seismic Imaging, 2011, Vancouver BC},
	month = {07},
	publisher = {WAVES 2011},
	organization = {WAVES 2011},
	abstract = {A lot of seismic and medical imaging problems can be written as a least-squares data- fitting problem. In particular, we consider the case of multi-experiment data, where the data consists of a large number of "independent" measurements. Solving the inverse problem then involves repeatedly forward modeling the data for each of these experiments. In case the number of experiments is large and the modeling kernel expensive to apply, such an approach may be prohibitively expensive. We review techniques from stochastic optimization which aim at dramatically reducing the number of experiments that need to be modeled at each iteration. This reduction is typically achieved by randomly subsampling the data. Special care needs to be taken in the optimization to deal with the stochasticity that is introduced in this way.},
	keywords = {Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICIAM/2011/vanleeuwen2011AMPhsdmwi/vanleeuwen2011AMPhsdmwi.pdf},
	author = {Tristan van Leeuwen and Mark Schmidt and Michael P. Friedlander and Felix J. Herrmann}
}
@conference {vanleeuwen2011EAGEhsdomwi,
	title = {A hybrid stochastic-deterministic optimization method for waveform inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2011},
	month = {05},
	abstract = {Present-day high quality 3D acquisition can give us lower frequencies and longer offsets with which to invert. However, the computational costs involved in handling this data explosion are tremendous. Therefore, recent developments in full-waveform inversion have been geared towards reducing the computational costs involved. A key aspect of several approaches that have been proposed is a dramatic reduction in the number of sources used in each iteration. A reduction in the number of sources directly translates to less PDE-solves and hence a lower computational cost. Recent attention has been drawn towards reducing the sources by randomly combining the sources in to a few supershots, but other strategies are also possible. In all cases, the full data misfit, which involves all the sequential sources, is replaced by a reduced misfit that is much cheaper to evaluate because it involves only a small number of sources (batchsize). The batchsize controls the accuracy with which the reduced misfit approximates the full misfit. The optimization of such an inaccurate, or noisy, misfit is the topic of stochastic optimization. In this paper, we propose an optimization strategy that borrows ideas from the field of stochastic optimization. The main idea is that in the early stage of the optimization, far from the true model, we do not need a very accurate misfit. The strategy consists of gradually increasing the batchsize as the iterations proceed. We test the proposed strategy on a synthetic dataset. We achieve a very reasonable inversion result at the cost of roughly 13 evaluations of the full misfit. We observe a speed-up of roughly a factor 20.},
	keywords = {EAGE, Full-waveform inversion, Optimization, Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/vanleeuwen11EAGEhsdomwi/vanleeuwen11EAGEhsdomwi_pres.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=50341},
	author = {Tristan van Leeuwen and Felix J. Herrmann and Mark Schmidt and Michael P. Friedlander}
}
@presentation {friedlander2011SINBADrir,
	title = {Robust inversion, data-fitting, and inexact gradient methods},
	year = {2011},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2011, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2011/Fall/friedlander2011SINBADrir/friedlander2011SINBADrir_pres.pdf},
	author = {Michael P. Friedlander}
}
@article {vandenberg2011SIAMsol,
	title = {Sparse optimization with least-squares constraints},
	journal = {SIAM Journal on Optimization},
	volume = {21},
	number = {4},
	year = {2011},
	month = {11},
	pages = {1201{\textendash}1229},
	abstract = {The use of convex optimization for the recovery of sparse signals from incomplete or compressed data is now common practice. Motivated by the success of basis pursuit in recovering sparse vectors, new formulations have been proposed that take advantage of different types of sparsity. In this paper we propose an efficient algorithm for solving a general class of sparsifying formulations. For several common types of sparsity we provide applications, along with details on how to apply the algorithm, and experimental results.},
	keywords = {basis pursuit, compressed sensing, convex program, duality, group sparsity, matrix completion, Newton{\textquoteright}s method, root-finding, sparse solutions},
	doi = {10.1137/100785028},
	url = {http://www.math.ucdavis.edu/\%7Empf/2010-sparse-optimization-with-least-squares.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@presentation {friedlander2010SINBADaso,
	title = {Algorithms for sparse optimization},
	year = {2010},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2010, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2010/Fall/friedlander2010SINBADaso/friedlander2010SINBADaso_pres.pdf},
	author = {Michael P. Friedlander}
}
@conference {frijlink2010EAGEcos,
	title = {Comparison of standard adaptive subtraction and primary-multiple separation in the curvelet domain},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2010},
	month = {06},
	abstract = {In recent years, data-driven multiple prediction methods and wavefield extrapolation methods have proven to be powerful methods to attenuate multiples from data acquired in complex 3-D geologic environments. These methods make use of a two-stage approach, where first the multiples (surface-related and / or internal) multiples are predicted before they are subtracted from the original input data in an adaptively. The quality of these predicted multiples often raises high expectations for the adaptive subtraction techniques, but for various reasons these expectations are not always met in practice. Standard adaptive subtraction methods use the well-known minimum energy criterion, stating that the total energy after optimal multiple attenuation should be minimal. When primaries and multiples interfere, the minimum energy criterion is no longer appropriate. Also, when multiples of different orders interfere, adaptive energy minimization will lead to a compromise between different amplitudes corrections for the different orders of multiples. This paper investigates the performance of two multiple subtraction schemes for a real data set that exhibits both interference problems. Results from an adaptive subtraction in the real curvelet domain, separating primaries and multiples, are compared to those obtained using a more conventional adaptive subtraction method in the spatial domain.},
	keywords = {EAGE},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2010/frijlink10EAGEcos/frijlink10EAGEcos.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=39875},
	author = {M. O. Frijlink and Reza Shahidi and Felix J. Herrmann and R. G. van Borselen}
}
@presentation {friedlander2010SINBADisl,
	title = {Introduction to Spot: a linear-operator toolbox},
	year = {2010},
	publisher = {SINBAD},
	keywords = {Presentation, SINBAD, SINBADFALL2010, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2010/Fall/friedlander2010SINBADisl/friedlander2010SINBADisl_pres.pdf},
	author = {Michael P. Friedlander}
}
@article {hennenfent2010GEOPnct,
	title = {Nonequispaced curvelet transform for seismic data reconstruction: a sparsity-promoting approach},
	journal = {Geophysics},
	volume = {75},
	number = {6},
	year = {2010},
	month = {12},
	pages = {WB203-WB210},
	publisher = {SEG},
	abstract = {We extend our earlier work on the nonequispaced fast discrete curvelet transform (NFDCT) and introduce a second generation of the transform. This new generation differs from the previous one by the approach taken to compute accurate curvelet coefficients from irregularly sampled data. The first generation relies on accurate Fourier coefficients obtained by an l2-regularized inversion of the nonequispaced fast Fourier transform (FFT) whereas the second is based on a direct l1-regularized inversion of the operator that links curvelet coefficients to irregular data. Also, by construction the second generation NFDCT is lossless unlike the first generation NFDCT. This property is particularly attractive for processing irregularly sampled seismic data in the curvelet domain and bringing them back to their irregular record-ing locations with high fidelity. Secondly, we combine the second generation NFDCT with the standard fast discrete curvelet transform (FDCT) to form a new curvelet-based method, coined nonequispaced curvelet reconstruction with sparsity-promoting inversion (NCRSI) for the regularization and interpolation of irregularly sampled data. We demonstrate that for a pure regularization problem the reconstruction is very accurate. The signal-to-reconstruction error ratio in our example is above 40 dB. We also conduct combined interpolation and regularization experiments. The reconstructions for synthetic data are accurate, particularly when the recording locations are optimally jittered. The reconstruction in our real data example shows amplitudes along the main wavefronts smoothly varying with limited acquisition imprint.},
	keywords = {curvelet transforms, data acquisition, geophysical techniques, Processing, seismology, SLIM},
	doi = {10.1190/1.3494032},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2010/hennenfent2010GEOPnct/hennenfent2010GEOPnct.pdf},
	author = {Gilles Hennenfent and Lloyd Fenelon and Felix J. Herrmann}
}
@article {vandenberg2010IEEEter,
	title = {Theoretical and empirical results for recovery from multiple measurements},
	journal = {IEEE Transactions on Information Theory},
	volume = {56},
	number = {5},
	year = {2010},
	month = {05},
	pages = {2516-2527},
	abstract = {The joint-sparse recovery problem aims to recover, from sets of compressed measurements, unknown sparse matrices with nonzero entries restricted to a subset of rows. This is an extension of the single-measurement-vector (SMV) problem widely studied in compressed sensing. We analyze the recovery properties for two types of recovery algorithms. First, we show that recovery using sum-of-norm minimization cannot exceed the uniform recovery rate of sequential SMV using L1 minimization, and that there are problems that can be solved with one approach but not with the other. Second, we analyze the performance of the ReMBo algorithm [M. Mishali and Y. Eldar, IEEE Trans. Sig. Proc., 56 (2008)] in combination with L1 minimization, and show how recovery improves as more measurements are taken. From this analysis it follows that having more measurements than number of nonzero rows does not improve the potential theoretical recovery rate.},
	keywords = {convex optimization, joint sparsity, multiple channels, Sparse recovery},
	doi = {10.1109/TIT.2010.2043876},
	url = {http://www.math.ucdavis.edu/\%7Empf/2010-joint-sparsity.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {friedlander2009NUalssr,
	title = {Algorithms for large-scale sparse reconstruction},
	booktitle = {IEMS},
	year = {2009},
	publisher = {IEMS Colloquim Speaker},
	organization = {IEMS Colloquim Speaker},
	address = {Northwestern University},
	keywords = {minimization, SLIM},
	author = {Michael P. Friedlander}
}
@conference {friedlander2009VIETcsgpa,
	title = {Computing sparse and group-sparse approximations},
	booktitle = {VIET},
	year = {2009},
	publisher = {2009 High Performance Scientific Computing Conference},
	organization = {2009 High Performance Scientific Computing Conference},
	address = {Hanoi, Vietnam},
	keywords = {minimization, SLIM},
	author = {Michael P. Friedlander}
}
@conference {vandenberg2009SLIMocf,
	title = {Optimizing costly functions with simple constraints: a limited-memory projected Quasi-Newton algorithm},
	booktitle = {SLIM},
	series = {Twelfth International Conference on Artificial Intelligence and Statistics},
	volume = {12},
	year = {2009},
	month = {04},
	abstract = {An optimization algorithm for minimizing a smooth function over a convex set is described. Each iteration of the method computes a descent direction by minimizing, over the original constraints, a diagonal-plus low-rank quadratic approximation to the function. The quadratic approximation is constructed using a limited-memory quasi-Newton update. The method is suitable for large-scale problems where evaluation of the function is substan- tially more expensive than projection onto the constraint set. Numerical experiments on one-norm regularized test problems indicate that the proposed method is competitve with state-of-the-art methods such as bound-constrained L-BFGS and orthant-wise descent. We further show that the method generalizes to a wide class of problems, and substantially improves on state-of-the-art methods for problems such as learning the structure of Gaussian graphi- cal models (involving positive-definite matrix constraints) and Markov random fields (involving second-order cone constraints).},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/ mpf/papers/SchmidtBergFriedMurph09.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
@article {vandenberg2009ACMstf,
	title = {Sparco: a testing framework for sparse reconstruction},
	journal = {ACM Transactions on Mathematical Software},
	volume = {35},
	number = {4},
	year = {2009},
	month = {02},
	pages = {1-16},
	abstract = {Sparco is a framework for testing and benchmarking algorithms for sparse reconstruction. It includes a large collection of sparse reconstruction problems drawn from the imaging, compressed sensing, and geophysics literature. Sparco is also a framework for implementing new test problems and can be used as a tool for reproducible research. Sparco is implemented entirely in Matlab, and is released as open-source software under the GNU Public License.},
	keywords = {compressed sensing, linear operators, Sparse recovery},
	url = {http://doi.acm.org/10.1145/1462173.1462178},
	author = {Ewout van den Berg and Michael P. Friedlander and Gilles Hennenfent and Felix J. Herrmann and Rayan Saab and Ozgur Yilmaz}
}
@conference {friedlander2009SCAIMspot,
	title = {Spot: A linear-operator toolbox for Matlab},
	booktitle = {SCAIM},
	year = {2009},
	publisher = {SCAIM Seminar},
	organization = {SCAIM Seminar},
	address = {University of British Columbia},
	keywords = {minimization, Presentation, SLIM},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2009/VandenBerg-Mon-1130.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {friedlander2008SIAMasa,
	title = {Active-set approaches to basis pursuit denoising},
	booktitle = {SIAM Optimization},
	year = {2008},
	month = {05},
	publisher = {SIAM Optimization},
	organization = {SIAM Optimization},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/ mpf/public/mpf08siopt.pdf},
	author = {Michael P. Friedlander}
}
@conference {friedlander2008WCOMasm,
	title = {Active-set methods for basis pursuit},
	booktitle = {WCOM},
	year = {2008},
	month = {07},
	publisher = {West Coast Opitmization Meeting (WCOM)},
	organization = {West Coast Opitmization Meeting (WCOM)},
	abstract = {Many imaging and compressed sensing applications seek sparse solutions to large under-determined least-squares problems. The basis pursuit (BP) approach minimizes the 1-norm of the solution, and the BP denoising (BPDN) approach balances it against the least-squares fit. The duals of these problems are conventional linear and quadratic programs. We introduce a modified parameterization of the BPDN problem and explore the effectiveness of active-set methods for solving its dual. Our basic algorithm for the BP dual unifies several existing algorithms and is applicable to large-scale examples.},
	url = {http://www.cs.ubc.ca/ mpf/public/mpf08siopt.pdf},
	author = {Michael P. Friedlander and M. A. Saunders}
}
@conference {friedlander2008SINBADafl,
	title = {Algorithms for large-scale sparse reconstruction},
	booktitle = {SINBAD 2008},
	year = {2008},
	abstract = {Many signal processing applications seek to approximate a signal as a linear combination of only a few elementary atoms drawn from a large collection. This is known as sparse reconstruction, and the theory of compressed sensing allows us to pose it as a structured convex optimization problem. I will discuss the role of duality in revealing some unexpected and useful properties of these problems, and will show how they can lead to practical, large-scale algorithms. I will also describe some applications of these algorithms.},
	keywords = {SINBAD, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2008/friedlander2008SINBADafl/friedlander2008SINBADafl.pdf},
	author = {Michael P. Friedlander}
}
@techreport {vandenberg08gsv,
	title = {Group sparsity via linear-time projection},
	number = {TR-2008-09},
	year = {2008},
	month = {06},
	institution = {UBC - Department of Computer Science},
	abstract = {We present an efficient spectral projected-gradient algorithm for optimization subject to a group one-norm constraint. Our approach is based on a novel linear-time algorithm for Euclidean projection onto the one- and group one-norm constraints. Numerical experiments on large data sets suggest that the proposed method is substantially more efficient and scalable than existing methods.},
	keywords = {Optimization, SLIM},
	url = {http://www.optimization-online.org/DB_FILE/2008/07/2056.pdf},
	author = {Ewout van den Berg and Mark Schmidt and Michael P. Friedlander and K. Murphy}
}
@article {hennenfent2008GEOPnii,
	title = {New insights into one-norm solvers from the Pareto curve},
	journal = {Geophysics},
	volume = {73},
	number = {4},
	year = {2008},
	month = {07},
	pages = {A23-A26},
	abstract = {Geophysical inverse problems typically involve a trade off between data misfit and some prior. Pareto curves trace the optimal trade off between these two competing aims. These curves are commonly used in problems with two-norm priors where they are plotted on a log-log scale and are known as L-curves. For other priors, such as the sparsity-promoting one norm, Pareto curves remain relatively unexplored. We show how these curves lead to new insights in one-norm regularization. First, we confirm the theoretical properties of smoothness and convexity of these curves from a stylized and a geophysical example. Second, we exploit these crucial properties to approximate the Pareto curve for a large-scale problem. Third, we show how Pareto curves provide an objective criterion to gauge how different one-norm solvers advance towards the solution.},
	keywords = {Acquisition, Geophysics, Optimization, Pareto, Processing, SLIM},
	doi = {10.1190/1.2944169},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2008/hennenfent08GEOnii/hennenfent08GEOnii.pdf},
	author = {Gilles Hennenfent and Ewout van den Berg and Michael P. Friedlander and Felix J. Herrmann}
}
@mastersthesis {fenelon08msc,
	title = {Nonequispaced discrete curvelet transform for seismic data reconstruction},
	year = {2008},
	month = {08},
	type = {masters},
	abstract = {Physical constraints during seismic acquisitions lead to incomplete seismic datasets. Curvelet Reconstruction with Sparsity promoting Inversion (CRSI) is one of the most efficient interpolation method available to recover complete datasets from data with missing traces. The method uses in its definition the curvelet transform which is well suited to process seismic data. However, its main shortcoming is to not be able to provide an accurate result if the data are acquired at irregular positions. This come from the curvelet transform implementation which cannot handle this type of data. In this thesis the implementation of the curvelet transform is modified to offer the possibility to CRSI to give better representation of seismic data for high quality seismic imaging.},
	keywords = {BSc, SLIM},
	pdf = {http://slim.gatech.edu/Publications/Public/Theses/2008/fenelon08msc.pdf},
	author = {Lloyd Fenelon}
}
@article {berg2008SJSCpareto,
	title = {Probing the Pareto frontier for basis pursuit solutions},
	journal = {SIAM Journal on Scientific Computing},
	volume = {31},
	number = {2},
	year = {2008},
	month = {01},
	pages = {890-912},
	publisher = {SIAM},
	abstract = {The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximately, and a single parameter determines a curve that traces the optimal trade-off between the least-squares fit and the one-norm of the solution. We prove that this curve is convex and continuously differentiable over all points of interest, and show that it gives an explicit relationship to two other optimization problems closely related to BPDN. We describe a root-finding algorithm for finding arbitrary points on this curve; the algorithm is suitable for problems that are large scale and for those that are in the complex domain. At each iteration, a spectral gradient-projection method approximately minimizes a least-squares problem with an explicit one-norm constraint. Only matrix-vector operations are required. The primal-dual solution of this problem gives function and derivative information needed for the root-finding method. Numerical experiments on a comprehensive set of test problems demonstrate that the method scales well to large problems.},
	keywords = {basis pursuit, convex program, duality, Newton{\textquoteright}s method, one-norm regularization, Optimization, projected gradient, root-finding, sparse solutions},
	doi = {10.1137/080714488},
	url = {https://slim.gatech.edu/Publications/Public/Journals/SIAMJournalOnScientificComputing/2008/vanderberg08SIAMptp/vanderberg08SIAMptp.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@article {friedlander2007TASdtd,
	title = {Discussion: the Dantzig selector: statistical estimation when p is much larger than n},
	journal = {The Annals of Statistics},
	volume = {35},
	number = {6},
	year = {2007},
	month = {03},
	pages = {2385-2391},
	keywords = {dantzig, SLIM, statistics},
	doi = {10.1214/009053607000000479},
	author = {Michael P. Friedlander and M. A. Saunders}
}
@article {friedlander2007SJOero,
	title = {Exact regularization of convex programs},
	journal = {SIAM Journal on Optimization},
	volume = {18},
	number = {4},
	year = {2007},
	month = {05},
	pages = {1326-1350},
	abstract = {The regularization of a convex program is exact if all solutions of the regularized problem are also solutions of the original problem for all values of the regularization parameter below some positive threshold. For a general convex program, we show that the regularization is exact if and only if a certain selection problem has a Lagrange multiplier. Moreover, the regularization parameter threshold is inversely related to the Lagrange multiplier. We use this result to generalize an exact regularization result of Ferris and Mangasarian [Appl. Math. Optim., 23(1991), pp. 266{\textendash}273] involving a linearized selection problem. We also use it to derive necessary and sufficient conditions for exact penalization, similar to those obtained by Bertsekas [Math. Programming, 9(1975), pp. 87{\textendash}99] and by Bertsekas, Nedi , Ozdaglar [Convex Analysis and Optimization, Athena Scientific, Belmont, MA, 2003]. When the regularization is not exact, we derive error bounds on the distance from the regularized solution to the original solution set. We also show that existence of a {\textquoteleft}{\textquoteleft}weak sharp minimum{\textquoteright}{\textquoteright} is in some sense close to being necessary for exact regularization. We illustrate the main result with numerical experiments on the l1 regularization of benchmark (degenerate) linear programs and semidefinite/second-order cone programs. The experiments demonstrate the usefulness of l1 regularization in finding sparse solutions.},
	keywords = {Optimization, SLIM},
	doi = {10.1137/060675320},
	author = {Michael P. Friedlander and P. Tseng}
}
@conference {vandenberg2007SINBADipo1,
	title = {In pursuit of a root},
	booktitle = {2007 Von Neumann Symposium},
	year = {2007},
	keywords = {minimization, Presentation, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2007/vandenberg2007SINBADipo1/vandenberg2007SINBADipo1.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@techreport {vandenberg07TRipr,
	title = {In pursuit of a root},
	number = {TR-EOAS-2007-19},
	year = {2007},
	month = {06},
	institution = {Department of Computer Science},
	address = {University of British Columbia, Vancouver},
	abstract = {The basis pursuit technique is used to find a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise fits the least-squares problem only approximately, and a single parameter determines a curve that traces the trade-off between the least-squares fit and the one-norm of the solution. We show that the function that describes this curve is convex and continuously differentiable over all points of interest. The dual solution of a least-squares problem with an explicit one-norm constraint gives function and derivative information needed for a root-finding method. As a result, we can compute arbitrary points on this curve. Numerical experiments demonstrate that our method, which relies on only matrix-vector operations, scales well to large problems.},
	url = {http://www.optimization-online.org/DB_HTML/2007/06/1708.html},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {vandenberg07VONipo,
	title = {In pursuit of a root},
	year = {2007},
	month = {07},
	publisher = {Von Neumann Symposium},
	organization = {Von Neumann Symposium},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/vonNeuman/2007/vandenberg07VONipo/vandenberg07VONipo.pdf},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
@conference {fomel2007ICASSPrepro,
	title = {Reproducible computational experiments using scons},
	booktitle = {ICASSP},
	year = {2007},
	publisher = {ICASSP},
	organization = {ICASSP},
	abstract = {SCons (from Software Construction) is a well-known open- source program designed primarily for building software. In this paper, we describe our method of extending SCons for managing data processing flows and reproducible computational experiments. We demonstrate our usage of SCons with a simple example.},
	keywords = {ICASSP},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICASSP/2007/fomel07ICASSPrepro/fomel07ICASSPrepro.pdf},
	author = {Sergey Fomel and Gilles Hennenfent}
}
@manual {vandenberg07MNsat,
	title = {SPARCO: a toolbox for testing sparse reconstruction algorithms},
	year = {2007},
	month = {10},
	abstract = {Sparco is a suite of problems for testing and benchmarking algorithms for sparse signal reconstruction. It is also an environment for creating new test problems, and a suite of standard linear operators is provided from which new problems can be assembled. Sparco is implement ed entirely in Matlab and is self contained. (A few optional test problems are based on the CurveLab toolbox, which can be installed separately.) At the core of the sparse recovery problem is the linear system $Ax+r=b$, where $A$ is an $m$-by-$n$ linear operator and the $m$-vector $b$ is the observed signal. The goal is to find a sparse $n$-vector $x$ such that $r$ is small in norm.},
	keywords = {SLIM},
	url = {http://www.cs.ubc.ca/labs/scl/sparco/},
	author = {Ewout van den Berg and Michael P. Friedlander}
}
