@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}
}
@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}
}
@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}
}
@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}
}
