@article {louboutin2018dae,
	title = {Devito (v3.1.0): an embedded domain-specific language for finite differences and geophysical exploration},
	journal = {Geoscientific Model Development},
	year = {2019},
	note = {(Geoscientific Model Development)},
	abstract = {We introduce Devito, a new domain-specific language for implementing high-performance finite difference partial differential equation solvers. The motivating application is exploration seismology where methods such as Full-Waveform Inversion and Reverse-Time Migration are used to invert terabytes of seismic data to create images of the earth{\textquoteright}s subsurface. Even using modern supercomputers, it can take weeks to process a single seismic survey and create a useful subsurface image. The computational cost is dominated by the numerical solution of wave equations and their corresponding adjoints. Therefore, a great deal of effort is invested in aggressively optimizing the performance of these wave-equation propagators for different computer architectures. Additionally, the actual set of partial differential equations being solved and their numerical discretization is under constant innovation as increasingly realistic representations of the physics are developed, further ratcheting up the cost of practical solvers. By embedding a domain-specific language within Python and making heavy use of SymPy, a symbolic mathematics library, we make it possible to develop finite difference simulators quickly using a syntax that strongly resembles the mathematics. The Devito compiler reads this code and applies a wide range of analysis to generate highly optimized and parallel code. This approach can reduce the development time of a verified and optimized solver from months to days.},
	keywords = {finite-differences, HPC, Modeling, wave-equation},
	doi = {10.5194/gmd-12-1165-2019},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GMD/2019/louboutin2018dae/louboutin2018dae.pdf},
	author = {Mathias Louboutin and Michael Lange and Fabio Luporini and Navjot Kukreja and Philipp A. Witte and Felix J. Herrmann and Paulius Velesko and Gerard J. Gorman}
}
@article {kumar2018toi,
	title = {Target-oriented imaging using extended image volumes{\textemdash}a low-rank factorization approach},
	journal = {Geophysical Prospecting},
	volume = {67},
	number = {5},
	year = {2019},
	note = {(Geophysical Prospecting)},
	pages = {1312-1328},
	abstract = {Imaging in geological challenging environments has led to new developments, including the idea of generating reflection responses by means of interferometric redatuming at a given target datum in the subsurface, when the target datum lies beneath a complex overburden. One way to perform this redatuming is via conventional model-based wave-equation techniques. But those techniques can be computationally expensive for large-scale seismic problems since the number of wave-equation solves is equal to two-times the number of sources involved during seismic data acquisition. Also conventional shot-profile techniques require lots of memory to save full subsurface extended image volumes. Therefore, they only form subsurface image volumes in either horizontal or vertical directions. We now present a randomized singular value decomposition based approach built upon the matrix probing scheme, which takes advantage of the algebraic structure of the extended imaging system. This low-rank representation enables us to overcome both the computational cost associated with the number of wave-equation solutions and memory usage due to explicit storage of full subsurface extended image volumes employed by conventional migration methods. Experimental results on complex geological models demonstrate the efficacy of the proposed methodology and allow practical reflection-based extended imaging for large-scale 5D seismic data.},
	keywords = {extended image volumes, randomized linear algebra, target-oriented imaging},
	doi = {10.1111/1365-2478.12779},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalProspecting/2019/kumar2018toi/kumar2018toi.html},
	author = {Rajiv Kumar and Marie Graff-Kray and Ivan Vasconcelos and Felix J. Herrmann}
}
@article {esser2016tvr,
	title = {Total-variation regularization strategies in full-waveform inversion},
	journal = {SIAM Journal on Imaging Sciences},
	volume = {11},
	number = {1},
	year = {2018},
	note = {(SIAM Journal on Imaging Sciences)},
	pages = {376-406},
	abstract = {We propose an extended full-waveform inversion formulation that includes general convex constraints on the model. Though the full problem is highly nonconvex, the overarching optimization scheme arrives at geologically plausible results by solving a sequence of relaxed and warm-started constrained convex subproblems. The combination of box, total-variation, and successively relaxed asymmetric total-variation constraints allows us to steer free from parasitic local minima while keeping the estimated physical parameters laterally continuous and in a physically realistic range. For accurate starting models, numerical experiments carried out on the challenging 2004 BP velocity benchmark demonstrate that bound and total-variation constraints improve the inversion result significantly by removing inversion artifacts, related to source encoding, and by clearly improved delineation of top, bottom, and flanks of a high-velocity high-contrast salt inclusion. The experiments also show that for poor starting models these two constraints by themselves are insufficient to detect the bottom of high-velocity inclusions such as salt. Inclusion of the one-sided asymmetric total-variation constraint overcomes this issue by discouraging velocity lows to buildup during the early stages of the inversion. To the author{\textquoteright}s knowledge the presented algorithm is the first to successfully remove the imprint of local minima caused by poor starting models and band-width limited finite aperture data.},
	keywords = {constrained optimization, Full-waveform inversion, hinge loss, salt, total variation},
	doi = {10.1137/17M111328X},
	url = {https://slim.gatech.edu/Publications/Public/Journals/SIAMJournalOnImagingSciences/2018/esser2016tvr/esser2016tvr.pdf},
	url2 = {https://doi.org/10.1137/17M111328X},
	author = {Ernie Esser and Llu{\'\i}s Guasch and Tristan van Leeuwen and Aleksandr Y. Aravkin and Felix J. Herrmann}
}
@article {vanleeuwen2015GPWEMVA,
	title = {Enabling affordable omnidirectional subsurface extended image volumes via probing},
	journal = {Geophysical Prospecting},
	volume = {65},
	number = {2},
	year = {2017},
	note = {(Geophysical Prospecting)},
	month = {03},
	pages = {385-406},
	abstract = {Image gathers as a function of subsurface offset are an important tool for the inference of rock properties and velocity analysis in areas of complex geology. Traditionally, these gathers are thought of as multidimensional correlations of the source and receiver wavefields. The bottleneck in computing these gathers lies in the fact that one needs to store, compute, and correlate these wavefields for all shots in order to obtain the desired image gathers. Therefore, the image gathers are typically only computed for a limited number of subsurface points and for a limited range of subsurface offsets, which may cause problems in complex geological areas with large geologic dips. We overcome increasing computational and storage costs of extended image volumes by introducing a formulation that avoids explicit storage and removes the customary and expensive loop over shots found in conventional extended imaging. As a result, we end up with a matrix{\textendash}vector formulation from which different image gathers can be formed and with which amplitude-versus-angle and wave-equation migration velocity analysis can be performed without requiring prior information on the geologic dips. Aside from demonstrating the formation of two-way extended image gathers for different purposes and at greatly reduced costs, we also present a new approach to conduct automatic wave-equation-based migration-velocity analysis. Instead of focusing in particular offset directions and preselected subsets of subsurface points, our method focuses every subsurface point for all subsurface offset directions using a randomized probing technique. As a consequence, we obtain good velocity models at low cost for complex models without the need to provide information on the geologic dips.},
	keywords = {AVA, migration velocity analysis, Stochastic optimization},
	doi = {10.1111/1365-2478.12418},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalProspecting/2016/vanleeuwen2015GPWEMVA/vanleeuwen2015GPWEMVA.pdf},
	author = {Tristan van Leeuwen and Rajiv Kumar and Felix J. Herrmann}
}
@article {tu2015GJIsem,
	title = {Source estimation with surface-related multiples{\textendash}-fast ambiguity-resolved seismic imaging},
	journal = {Geophysical Journal International},
	volume = {205},
	year = {2016},
	note = {(published online in Geophysical Journal International)},
	month = {03},
	pages = {1492-1511},
	abstract = {We address the problem of obtaining a reliable seismic image without prior knowledge of the source wavelet, especially from data that contain strong surface-related multiples. Conventional reverse-time migration requires prior knowledge of the source wavelet, which is either technically or computationally challenging to accurately determine; inaccurate estimates of the source wavelet can result in seriously degraded reverse-time migrated images, and therefore wrong geological interpretations. To solve this problem, we present a "wavelet-free" imaging procedure that simultaneously inverts for the source wavelet and the seismic image, by tightly integrating source estimation into a fast least-squares imaging framework, namely compressive imaging, given a reasonably accurate background velocity model. However, this joint inversion problem is difficult to solve as it is plagued with local minima and the ambiguity with respect to amplitude scalings because of the multiplicative, and therefore nonlinear, appearance of the source wavelet in the otherwise linear formalism. We have found a way to solve this nonlinear joint-inversion problem using a technique called variable projection, and a way to overcome the scaling ambiguity by including surface-related multiples in our imaging procedure following recent developments in surface-related multiple prediction by sparse inversion. As a result, we obtain without prior knowledge of the source wavelet high-resolution seismic images, comparable in quality to images obtained assuming the true source wavelet is known. By leveraging the computationally efficient compressive-imaging methodology, these results are obtained at affordable computational costs compared with conventional processing work flows that include surface-related multiple removal and reverse-time migration.},
	keywords = {computational seismology, free surface, Inverse theory, multiples, seismic imaging, time series analysis, wave propagation},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalJournalInternational/2016/tu2015GJIsem/tu2015GJIsem.pdf},
	url2 = {http://gji.oxfordjournals.org/content/205/3/1492.full.pdf?keytype=ref\&ijkey=zFydRGQpiJzeCS9},
	author = {Ning Tu and Aleksandr Y. Aravkin and Tristan van Leeuwen and Tim T.Y. Lin and Felix J. Herrmann}
}
@article {vanleeuwen2015IPpmp,
	title = {A penalty method for PDE-constrained optimization in inverse problems},
	journal = {Inverse Problems},
	volume = {32},
	number = {1},
	year = {2015},
	note = {(Inverse Problems)},
	month = {12},
	pages = {015007},
	abstract = {Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for several right-hand sides. Such PDE-constrained problems can be solved by finding a stationary point of the Lagrangian, which entails simultaneously updating the parameters and the (adjoint) state variables. For large-scale problems, such an all-at-once approach is not feasible as it requires storing all the state variables. In this case one usually resorts to a reduced approach where the constraints are explicitly eliminated (at each iteration) by solving the PDEs. These two approaches, and variations thereof, are the main workhorses for solving PDE-constrained optimization problems arising from inverse problems. In this paper, we present an alternative method that aims to combine the advantages of both approaches. Our method is based on a quadratic penalty formulation of the constrained optimization problem. By eliminating the state variable, we develop an efficient algorithm that has roughly the same computational complexity as the conventional reduced approach while exploiting a larger search space. Numerical results show that this method indeed reduces some of the nonlinearity of the problem and is less sensitive to the initial iterate.},
	keywords = {Inverse problems, Optimization, PDE, penalty method},
	url = {https://slim.gatech.edu/Publications/Public/Journals/InverseProblems/2015/vanleeuwen2015IPpmp/vanleeuwen2015IPpmp.pdf},
	url2 = {http://stacks.iop.org/0266-5611/32/i=1/a=015007},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
@article {vanLeeuwen2014SISC3Dfds,
	title = {3D frequency-domain seismic inversion with controlled sloppiness},
	journal = {SIAM Journal on Scientific Computing},
	volume = {36},
	number = {5},
	year = {2014},
	note = {(SISC)},
	month = {10},
	pages = {S192-S217},
	abstract = {Seismic waveform inversion aims at obtaining detailed estimates of subsurface medium parameters, such as the spatial distribution of soundspeed, from multiexperiment seismic data. A formulation of this inverse problem in the frequency domain leads to an optimization problem constrained by a Helmholtz equation with many right-hand sides. Application of this technique to industry-scale problems faces several challenges: First, we need to solve the Helmholtz equation for high wave numbers over large computational domains. Second, the data consist of many independent experiments, leading to a large number of PDE solves. This results in high computational complexity both in terms of memory and CPU time as well as input/output costs. Finally, the inverse problem is highly nonlinear and a lot of art goes into preprocessing and regularization. Ideally, an inversion needs to be run several times with different initial guesses and/or tuning parameters. In this paper, we discuss the requirements of the various components (PDE solver, optimization method, \dots) when applied to large-scale three-dimensional seismic waveform inversion and combine several existing approaches into a flexible inversion scheme for seismic waveform inversion. The scheme is based on the idea that in the early stages of the inversion we do not need all the data or very accurate PDE solves. We base our method on an existing preconditioned Krylov solver (CARP-CG) and use ideas from stochastic optimization to formulate a gradient-based (quasi-Newton) optimization algorithm that works with small subsets of the right-hand sides and uses inexact PDE solves for the gradient calculations. We propose novel heuristics to adaptively control both the accuracy and the number of right-hand sides. We illustrate the algorithms on synthetic benchmark models for which significant computational gains can be made without being sensitive to noise and without losing the accuracy of the inverted model.},
	keywords = {block-cg, Helmholtz equation, inexact gradient, Kaczmarz method, preconditioning, Seismic inversion},
	doi = {10.1137/130918629},
	url = {http://epubs.siam.org/doi/abs/10.1137/130918629},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/SIAMJournalOnScientificComputing/2014/vanLeeuwen2014SISC3Dfds/vanLeeuwen2014SISC3Dfds.pdf},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
@article {vanLeeuwen2014GEOPcav,
	title = {Comment on: {\textquotedblleft}Application of the variable projection scheme for frequency-domain full-waveform inversion{\textquotedblright} (M. Li, J. Rickett, and A. Abubakar, Geophysics, 78, no. 6, R249{\textendash}R257)},
	journal = {Geophysics},
	volume = {79},
	number = {3},
	year = {2014},
	note = {(discussion by Tristan van Leeuwen, Aleksandr Y. Aravkin, and Felix J. Herrmann)},
	month = {05},
	pages = {X11-X17},
	keywords = {variable projection, waveform inversion},
	doi = {10.1190/geo2013-0466.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2014/vanLeeuwen2014GEOPcav/vanLeeuwen2014GEOPcav.pdf},
	author = {Tristan van Leeuwen and Aleksandr Y. Aravkin and Felix J. Herrmann}
}
@article {VanLeeuwen11TRfwiwse,
	title = {Fast waveform inversion without source encoding},
	journal = {Geophysical Prospecting},
	volume = {61},
	year = {2013},
	note = {Article first published online: 10 JULY 2012},
	month = {06},
	pages = {10-19},
	abstract = {Randomized source encoding has recently been proposed as a way to dramatically reduce the costs of full waveform inversion. The main idea is to replace all sequential sources by a small number of simultaneous sources. This introduces random crosstalk in the model updates and special stochastic optimization strategies are required to deal with this. Two problems arise with this approach: i) source encoding can only be applied to fixed-spread acquisition setups, and ii) stochastic optimization methods tend to converge very slowly, relying on averaging to get rid of the cross-talk. Although the slow convergence is partly offset by the low iteration cost, we show that conventional optimization strategies are bound to outperform stochastic methods in the long run. In this paper we argue that we don{\textlnot}{\o}t need randomized source encoding to reap the benefits of stochastic optimization and we review an optimization strategy that combines the benefits of both conventional and stochastic optimization. The method uses a gradually increasing batch of sources. Thus, iterations are very cheap initially and this allows the method to make fast progress in the beginning. As the batch size grows, the method behaves like conventional optimization, allowing for fast convergence. Numerical examples suggest that the stochastic and hybrid method perform equally well with and without source encoding and that the hybrid method outperforms both conventional and stochastic optimization. The method does not rely on source encoding techniques and can thus be applied to non fixed-spread data.},
	keywords = {FWI, Optimization, SLIM},
	doi = {10.1111/j.1365-2478.2012.01096.x},
	url = {http://onlinelibrary.wiley.com/doi/10.1111/j.1365-2478.2012.01096.x/abstract},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalProspecting/2013/VanLeeuwen11TRfwiwse/VanLeeuwen11TRfwiwse.pdf},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
@article {herrmann2013TLEffwi,
	title = {Frugal full-waveform inversion: from theory to a practical algorithm},
	journal = {The Leading Edge},
	volume = {32},
	number = {9},
	year = {2013},
	month = {09},
	pages = {1082-1092},
	abstract = {As conventional oil and gas fields are maturing, our profession is challenged to come up with the next-generation of more and more sophisticated exploration tools. In exploration seismology this trend has led to the emergence of wave-equation based inversion technologies such as reverse-time migration and full-waveform inversion. While significant progress has been made in wave-equation based inversion, major challenges remain in the development of robust and computationally feasible workflows that give reliable results in geophysically challenging areas that may include ultra-low shear velocity zones or high-velocity salt. Moreover, sub-salt production carries risks that needs mitigation, which raises the bar from creating sub-salt images to inverting for sub-salt overpressure.},
	keywords = {Optimization, waveform inversion},
	doi = {10.1190/tle32091082.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/TheLeadingEdge/2013/herrmann2013ffwi/herrmann2013ffwi.html},
	author = {Felix J. Herrmann and Andrew J. Calvert and Ian Hanlon and Mostafa Javanmehri and Rajiv Kumar and Tristan van Leeuwen and Xiang Li and Brendan R. Smithyman and Eric Takam Takougang and Haneet Wason}
}
@article {vanderneut2013GJIirs,
	title = {Interferometric redatuming by sparse inversion},
	journal = {Geophysical Journal International},
	volume = {192},
	year = {2013},
	month = {02},
	pages = {666-670},
	abstract = {Assuming that exact transmission responses are known between the surface and a particular depth level in the subsurface, seismic sources can be effectively mapped to that level by a process called interferometric redatuming. After redatuming, the obtained wavefields can be used for imaging below this particular depth level. Interferometric redatuming consists of two steps, namely (i) the decomposition of the observed wavefields into up- and down-going constituents and (ii) a multidimensional deconvolution of the up- and downgoing wavefields. While this method works in theory, sensitivity to noise and artifacts due to incomplete acquisition call for a different formulation. In this letter, we demonstrate the benefits of formulating the two steps that undergird interferometric redatuming in terms of a transform-domain sparsity-promoting program. By exploiting compressibility of seismic wavefields in the curvelet domain, we not only become robust with respect to noise but we are also able to remove certain artifacts while preserving the frequency content. These improvements lead to a better image of the target from the redatumed data.},
	keywords = {Controlled source seismology, Interferometry, Inverse theory},
	url = {http://gji.oxfordjournals.org/content/192/2/666},
	author = {Joost van der Neut and Felix J. Herrmann}
}
@article {vanLeeuwen2013GJImlm,
	title = {Mitigating local minima in full-waveform inversion by expanding the search space},
	journal = {Geophysical Journal International},
	volume = {195},
	year = {2013},
	month = {10},
	pages = {661-667},
	abstract = {Wave equation based inversions, such as full-waveform inversion and reverse-time migration, are challenging because of their computational costs, memory requirements and reliance on accurate initial models. To confront these issues, we propose a novel formulation of wave equation based inversion based on a penalty method. In this formulation, the objective function consists of a data-misfit term and a penalty term, which measures how accurately the wavefields satisfy the wave equation. This new approach is a major departure from current formulations where forward and adjoint wavefields, which both satisfy the wave equation, are correlated to compute updates for the unknown model parameters. Instead, we carry out the inversions over two alternating steps during which we first estimate the wavefield everywhere, given the current model parameters, source and observed data, followed by a second step during which we update the model parameters, given the estimate for the wavefield everywhere and the source. Because the inversion involves both the synthetic wavefields and the medium parameters, its search space is enlarged so that it suffers less from local minima. Compared to other formulations that extend the search space of wave equation based inversion, our method differs in several aspects, namely (i) it avoids storage and updates of the synthetic wavefields because we calculate these explicitly by finding solutions that obey the wave equation and fit the observed data and (ii) no adjoint wavefields are required to update the model, instead our updates are calculated from these solutions directly, which leads to significant computational savings. We demonstrate the validity of our approach by carefully selected examples and discuss possible extensions and future research.},
	doi = {10.1093/gji/ggt258},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalJournalInternational/2013/vanLeeuwen2013GJImlm/vanLeeuwen2013mlm.pdf},
	author = {Tristan van Leeuwen and Felix J. Herrmann}
}
@article {aravkin2012IPNuisance,
	title = {Estimating nuisance parameters in inverse problems},
	journal = {Inverse Problems},
	volume = {28},
	number = {11},
	year = {2012},
	month = {10},
	abstract = {Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is variable projection, where nonlinear least squares problems which are linear in some parameters can be very efficiently optimized. In this paper, we extend the idea of projecting out a subset over the variables to a broad class of maximum likelihood (ML) and maximum a posteriori likelihood (MAP) problems with nuisance parameters, such as variance or degrees of freedom. As a result, we are able to incorporate nuisance parameter estimation into large-scale constrained and unconstrained inverse problem formulations. We apply the approach to a variety of problems, including estimation of unknown variance parameters in the Gaussian model, degree of freedom (d.o.f.) parameter estimation in the context of robust inverse problems, automatic calibration, and optimal experimental design. Using numerical examples, we demonstrate improvement in recovery of primary parameters for several large- scale inverse problems. The proposed approach is compatible with a wide variety of algorithms and formulations, and its implementation requires only minor modifications to existing algorithms.},
	keywords = {full waveform inversion, students t, variance},
	doi = {10.1088/0266-5611/28/11/115016},
	url = {http://arxiv.org/abs/1206.6532},
	url2 = {https://slim.gatech.edu/Publications/Public/Journals/InverseProblems/2012/aravkin2012IPNuisance/aravkin2012IPNuisance.pdf},
	author = {Aleksandr Y. Aravkin and Tristan van Leeuwen}
}
@article {Li11TRfrfwi,
	title = {Fast randomized full-waveform inversion with compressive sensing},
	journal = {Geophysics},
	volume = {77},
	number = {3},
	year = {2012},
	month = {05},
	pages = {A13-A17},
	abstract = {Wave-equation based seismic inversion can be formulated as a nonlinear inverse problem where the medium properties are obtained via minimization of a least- squares misfit functional. The demand for higher resolution models in more geologically complex areas drives the need to develop techniques that explore the special structure of full-waveform inversion to reduce the computational burden and to regularize the inverse problem. We meet these goals by using ideas from compressive sensing and stochastic optimization to design a novel Gauss-Newton method, where the updates are computed from random subsets of the data via curvelet-domain sparsity promotion. Application of this idea to a realistic synthetic shows improved results compared to quasi-Newton methods, which require passes through all data. Two different subset sampling strategies are considered: randomized source encoding, and drawing sequential shots firing at random source locations from marine data with missing near and far offsets. In both cases, we obtain excellent inversion results compared to conventional methods at reduced computational costs.},
	keywords = {Compressive Sensing, FWI, Optimization, SLIM},
	doi = {10.1190/geo2011-0410.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2012/Li11TRfrfwi/Li11TRfrfwi.pdf},
	author = {Xiang Li and Aleksandr Y. Aravkin and Tristan van Leeuwen and Felix J. Herrmann}
}
@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}
}
@article {vanLeeuwen2010IJGswi,
	title = {Seismic waveform inversion by stochastic optimization},
	journal = {International Journal of Geophysics},
	volume = {2011},
	year = {2011},
	note = {Article ID: 689041, 18pages},
	month = {12},
	abstract = {We explore the use of stochastic optimization methods for seismic waveform inversion. The basic principle of such methods is to randomly draw a batch of realizations of a given misfit function and goes back to the 1950s. The ultimate goal of such an approach is to dramatically reduce the computational cost involved in evaluating the misfit. Following earlier work, we introduce the stochasticity in waveform inversion problem in a rigorous way via a technique called randomized trace estimation. We then review theoretical results that underlie recent developments in the use of stochastic methods for waveform inversion. We present numerical experiments to illustrate the behavior of different types of stochastic optimization methods and investigate the sensitivity to the batch size and the noise level in the data. We find that it is possible to reproduce results that are qualitatively similar to the solution of the full problem with modest batch sizes, even on noisy data. Each iteration of the corresponding stochastic methods requires an order of magnitude fewer PDE solves than a comparable deterministic method applied to the full problem, which may lead to an order of magnitude speedup for waveform inversion in practice.},
	keywords = {FWI, Optimization, SLIM},
	doi = {10.1155/2011/689041},
	url = {https://slim.gatech.edu/Publications/Public/Journals/InternationJournalOfGeophysics/2011/vanLeeuwen10IJGswi/vanLeeuwen10IJGswi.pdf},
	author = {Tristan van Leeuwen and Aleksandr Y. Aravkin and Felix J. Herrmann}
}
@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}
}
@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}
}
@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}
}
@article {herrmann2008GEOPacd,
	title = {Adaptive curvelet-domain primary-multiple separation},
	journal = {Geophysics},
	volume = {73},
	number = {3},
	year = {2008},
	month = {08},
	pages = {A17-A21},
	publisher = {SEG},
	abstract = {In many exploration areas, successful separation of primaries and multiples greatly determines the quality of seismic imaging. Despite major advances made by surface-related multiple elimination (SRME), amplitude errors in the predicted multiples remain a problem. When these errors vary for each type of multiple in different ways (as a function of offset, time, and dip), they pose a serious challenge for conventional least-squares matching and for the recently introduced separation by curvelet-domain thresholding. We propose a data-adaptive method that corrects amplitude errors, which vary smoothly as a function of location, scale (frequency band), and angle. With this method, the amplitudes can be corrected by an elementwise curvelet-domain scaling of the predicted multiples. We show that this scaling leads to successful estimation of primaries, despite amplitude, sign, timing, and phase errors in the predicted multiples. Our results on synthetic and real data show distinct improvements over conventional least-squares matching in terms of better suppression of multiple energy and high-frequency clutter and better recovery of estimated primaries. \copyright2008 Society of Exploration Geophysicists},
	keywords = {Geophysics, Processing, SLIM},
	doi = {10.1190/1.2904986},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2008/herrmann08GEOacd/herrmann08GEOacd.pdf},
	author = {Felix J. Herrmann and Deli Wang and D. J. Verschuur}
}
@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}
}
@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 {herrmann2007GJInlp,
	title = {Non-linear primary-multiple separation with directional curvelet frames},
	journal = {Geophysical Journal International},
	volume = {170},
	number = {2},
	year = {2007},
	month = {08},
	pages = {781-799},
	abstract = {Predictive multiple suppression methods consist of two main steps: a prediction step, during which multiples are predicted from seismic data, and a primary-multiple separation step, during which the predicted multiples are {\textquoteright}matched{\textquoteright} with the true multiples in the data and subsequently removed. This second separation step, which we will call the estimation step, is crucial in practice: an incorrect separation will cause residual multiple energy in the result or may lead to a distortion of the primaries, or both. To reduce these adverse effects, a new transformed-domain method is proposed where primaries and multiples are separated rather than matched. This separation is carried out on the basis of differences in the multiscale and multidirectional characteristics of these two signal components. Our method uses the curvelet transform, which maps multidimensional data volumes into almost orthogonal localized multidimensional prototype waveforms that vary in directional and spatio-temporal content. Primaries-only and multiples-only signal components are recovered from the total data volume by a non-linear optimization scheme that is stable under noisy input data. During the optimization, the two signal components are separated by enhancing sparseness (through weighted l1-norms) in the transformed domain subject to fitting the observed data as the sum of the separated components to within a user-defined tolerance level. Whenever, during the optimization, the estimates for the primaries in the transformed domain correlate with the predictions for the multiples, the recovery of the coefficients for the estimated primaries will be suppressed while for regions where the correlation is small the method seeks the sparsest set of coefficients that represent the estimation for the primaries. Our algorithm does not seek a matched filter and as such it differs fundamentally from traditional adaptive subtraction methods. The method derives its stability from the sparseness obtained by a non-parametric (i.e. not depending on a parametrized physical model) multiscale and multidirectional overcomplete signal representation. This sparsity serves as prior information and allows for a Bayesian interpretation of our method during which the log-likelihood function is minimized while the two signal components are assumed to be given by a superposition of prototype waveforms, drawn independently from a probability function that is weighted by the predicted primaries and multiples. In this paper, the predictions are based on the data-driven surface-related multiple elimination method. Synthetic and field data examples show a clean separation leading to a considerable improvement in multiple suppression compared to the conventional method of adaptive matched filtering. This improved separation translates into an improved stack.},
	keywords = {Processing, signal separation, SLIM},
	doi = {10.1111/j.1365-246X.2007.03360.x},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalJournalInternational/2007/herrmann2007GJInlp/herrmann2007GJInlp.pdf},
	author = {Felix J. Herrmann and Urs Boeniger and D. J. Verschuur}
}
