@unpublished {orozco2024IPaspire,
	title = {ASPIRE: Iterative Amortized Posterior Inference for Bayesian Inverse Problems},
	year = {2024},
	month = {5},
	abstract = {Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances in machine learning and variational inference (VI) have lowered the computational barrier by learning from examples. Two VI paradigms have emerged that represent different tradeoffs: amortized and non-amortized. Amortized VI can produce fast results but due to generalizing to many observed datasets it produces suboptimal inference results. Non-amortized VI is slower at inference but finds better posterior approximations since it is specialized towards a single observed dataset. Current amortized VI techniques run into a sub-optimality wall that can not be improved without more expressive neural networks or extra training data. We present a solution that enables iterative improvement of amortized posteriors that uses the same networks architectures and training data. The benefits of our method requires extra computations but these remain frugal since they are based on physics-hybrid methods and summary statistics. Importantly, these computations remain mostly offline thus our method maintains cheap and reusable online evaluation while bridging the approximation gap these two paradigms. We denote our proposed method ASPIRE - Amortized posteriors with Summaries that are Physics-based and Iteratively REfined. We first validate our method on a stylized problem with a known posterior then demonstrate its practical use on a high-dimensional and nonlinear transcranial medical imaging problem with ultrasound. Compared with the baseline and previous methods from the literature our method stands out as an computationally efficient and high-fidelity method for posterior inference.},
	keywords = {Amortization Gap, Amortized Variational Inference, Bayesian inference, medical imaging, Normalizing flows, simulation-based inference},
	doi = {10.48550/arXiv.2405.05398},
	author = {Rafael Orozco and Ali Siahkoohi and Mathias Louboutin and Felix J. Herrmann}
}
@article {orozco2023invnet,
	title = {InvertibleNetworks.jl: A Julia package for scalable normalizing flows},
	journal = {Journal of Open Source Software},
	volume = {9},
	year = {2024},
	month = {7},
	abstract = {InvertibleNetworks.jl is a Julia package designed for the scalable implementation of normalizing flows, a method for density estimation and sampling in high-dimensional distributions. This package excels in memory efficiency by leveraging the inherent invertibility of normalizing flows, which significantly reduces memory requirements during backpropagation compared to existing normalizing flow packages that rely on automatic differentiation frameworks. InvertibleNetworks.jl has been adapted for diverse applications, including seismic imaging, medical imaging, and CO2 monitoring, demonstrating its effectiveness in learning high-dimensional distributions.},
	keywords = {Bayesian inference, computing, conditional normalizing flows, deep learning, HPC, Inverse problems, memory, Normalizing flows, software, Uncertainty quantification},
	doi = {10.21105/joss.06554},
	url = {https://doi.org/10.21105/joss.06554},
	author = {Rafael Orozco and Philipp A. Witte and Mathias Louboutin and Ali Siahkoohi and Gabrio Rizzuti and Bas Peters and Felix J. Herrmann}
}
@conference {orozco2024IPMSnwi,
	title = {Neural wave-based imaging with amortized uncertainty quantification},
	booktitle = {Inverse Problems: Modelling and Simulation},
	year = {2024},
	month = {5},
	keywords = {Amortized Variational Inference, Bayesian inference, CIG, conditional normalizing flows, deep learning, FWI, Imaging, Inverse problems, IPMS, MVA, RTM, Summary Statistics, Uncertainty quantification, WISE},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/IPMS/2024/orozco2024IPMSnwi},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/IPMS/2024/orozco2024IPMSnwi/herrmann2024.pdf},
	author = {Rafael Orozco and Ziyi Yin and Ali Siahkoohi and Mathias Louboutin and Felix J. Herrmann}
}
@presentation {orozco2024ICLnwi,
	title = {Neural wave-based imaging with amortized uncertainty quantification},
	year = {2024},
	month = {6},
	keywords = {Amortized Variational Inference, Bayesian inference, CIG, conditional normalizing flows, deep learning, FWI, Imaging, Inverse problems, MVA, RTM, Summary Statistics, Uncertainty quantification, WISE},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICL/2024/orozco2024ICLnwi},
	author = {Rafael Orozco and Ziyi Yin and Ali Siahkoohi and Mathias Louboutin and Felix J. Herrmann}
}
@conference {orozco2022SPIEadjoint,
	title = {Adjoint operators enable fast and amortized machine learning based Bayesian uncertainty quantification},
	booktitle = {SPIE Medical Imaging Conference},
	year = {2023},
	note = {(SPIE, San Diego)},
	month = {02},
	abstract = {Machine learning algorithms such as Normalizing Flows, VAEs, and GANs are powerful tools in Bayesian uncertainty quantification (UQ) of inverse problems. Unfortunately, when using these algorithms medical imaging practitioners are faced with the challenging task of manually defining neural networks that can handle complicated inputs such as acoustic data. This task needs to be replicated for different receiver types or configurations since these change the dimensionality of the input. We propose to first transform the data using the adjoint operator {\textemdash}ex: time reversal in photoacoustic imaging (PAI) or back-projection in computer tomography (CT) imaging {\textemdash} then continue posterior inference using the adjoint data as an input now that it has been standardized to the size of the unknown model. This adjoint preprocessing technique has been used in previous works but with minimal discussion on if it is biased. In this work, we prove that conditioning on adjoint data is unbiased for a certain class of inverse problems. We then demonstrate with two medical imaging examples (PAI and CT) that adjoints enable two things: Firstly, adjoints partially undo the physics of the forward operator resulting in faster convergence of an ML based Bayesian UQ technique. Secondly, the algorithm is now robust to changes in the observed data caused by differing transducer subsampling in PAI and number of angles in CT. Our adjoint-based Bayesian inference method results in point estimates that are faster to compute than traditional baselines and show higher SSIM metrics, while also providing validated UQ.},
	keywords = {Amortized Inference, Bayesian inference, deep learning, Inverse problems, machine learning, medical imaging, Normalizing flows, SPIE, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SPIE/2023/orozco2022SPIEadjoint/SPIE_2022_adjoint.html},
	author = {Rafael Orozco and Ali Siahkoohi and Gabrio Rizzuti and Tristan van Leeuwen and Felix J. Herrmann}
}
@conference {orozco2023AABIiter,
	title = {Refining Amortized Posterior Approximations using Gradient-Based Summary Statistics},
	booktitle = {5th Symposium on Advances in Approximate Bayesian Inference},
	year = {2023},
	note = {(AABI, Honolulu)},
	month = {06},
	abstract = {We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in maximally informative summary statistics. Amortized variational inference is restricted by the expressive power of the chosen variational distribution and the availability of training data in the form of joint data and parameter samples, which often lead to approximation errors such as the amortization gap. To address this issue, we propose an iterative framework that refines the current amortized posterior approximation at each step. Our approach involves alternating between two steps: (1) constructing a training dataset consisting of pairs of summarized data residuals and parameters, where the summarized data residual is generated using a gradient-based summary statistic, and (2) training a conditional generative model {\textendash} a normalizing flow in our examples {\textendash} on this dataset to obtain a probabilistic update of the unknown parameter. This procedure leads to iterative refinement of the amortized posterior approximations without the need for extra training data. We validate our method in a controlled setting by applying it to a stylized problem, and observe improved posterior approximations with each iteration. Additionally, we showcase the capability of our method in tackling realistically sized problems by applying it to transcranial ultrasound, a high-dimensional, nonlinear inverse problem governed by wave physics, and observe enhanced posterior quality through better image reconstruction with the posterior mean.},
	keywords = {AABI, Amortization Gap, Amortized Variational Inference, Bayesian inference, conditional normalizing flows, Summary Statistics},
	url = {https://arxiv.org/abs/2305.08733},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/AABI/2023/orozco2023AABIiter/aabi_poster.pdf},
	author = {Rafael Orozco and Ali Siahkoohi and Mathias Louboutin and Felix J. Herrmann}
}
@presentation {orozco2022ML4SEISMICaos,
	title = {Adjoint operators as summary functions in amortized Bayesian inference frameworks},
	year = {2022},
	month = {11},
	abstract = {An important concern in seismic inverse problems is the large and varying size of observed data. The large size can cause computational cost concerns and its varying size (such as when changing receiver geometries) implies the need to rerun inference algorithms from scratch for each new observation. Motivated by these two problems, we take inspiration from the statistics literature which commonly relies on summary statistic of observed data. Summary statistic compress the observed data leaving only information needed for inference. In this work, we argue that the adjoint operator provides a natural candidate for a summary function in the context of physics-based inverse problems. We first mathematically show that for certain general assumptions transforming data under the adjoint operator defines a new conditional distribution which preserves the expectations of the original posterior. We validate our hypothesis by evaluating our framework in a learned amortized inference algorithm. Our seismic and medical synthetic experiments show computational gains and increased quality of point estimates using our framework. We discuss statistical metrics that show our learned posterior is well calibrated therefore justifying its use in uncertainty quantification.},
	keywords = {Amortized Inference, Bayesian inference, deep learning, Inverse problems, machine learning, medical imaging, ML4SEISMIC, Normalizing flows, SLIM, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ML4SEISMIC/2022/orozco2022ML4SEISMICaos/index.html},
	author = {Rafael Orozco and Mathias Louboutin and Ali Siahkoohi and Gabrio Rizzuti and Felix J. Herrmann}
}
@mastersthesis {siahkoohi2022THdgmf,
	title = {Deep generative models for solving geophysical inverse problems},
	year = {2022},
	note = {(PhD)},
	month = {07},
	school = {Georgia Institute of Technology},
	type = {phd},
	address = {Atlanta},
	abstract = {My thesis presents several novel methods to facilitate solving large-scale inverse problems by utilizing recent advances in machine learning, and particularly deep generative modeling. Inverse problems involve reliably estimating unknown parameters of a physical model from indirect observed data that are noisy. Solving inverse problems presents primarily two challenges. The first challenge is to capture and incorporate prior knowledge into ill-posed inverse problems whose solutions cannot be uniquely identified. The second challenge is the computational complexity of solving inverse problems, particularly the cost of quantifying uncertainty. The main goal of this thesis is to address these issues by developing practical data-driven methods that are scalable to geophysical applications in which access to high-quality training data is often limited. There are six papers included in this thesis. A majority of these papers focus on addressing computational challenges associated with Bayesian inference and uncertainty quantification, while others focus on developing regularization techniques to improve inverse problem solution quality and accelerate the solution process. These papers demonstrate the applicability of the proposed methods to seismic imaging, a large-scale geophysical inverse problem with a computationally expensive forward operator for which sufficiently capturing the variability in the Earth{\textquoteright}s heterogeneous subsurface through a training dataset is challenging. The first two papers present computationally feasible methods of applying a class of methods commonly referred to as deep priors to seismic imaging and uncertainty quantification. I also present a systematic Bayesian approach to translate uncertainty in seismic imaging to uncertainty in downstream tasks performed on the image. The next two papers aim to address the reliability concerns surrounding data-driven methods for solving Bayesian inverse problems by leveraging variational inference formulations that offer the benefits of fully-learned posteriors while being directly informed by physics and data. The last two papers are concerned with correcting forward modeling errors where the first proposes an adversarially learned postprocessing step to attenuate numerical dispersion artifacts in wave-equation simulations due to coarse finite-difference discretizations, while the second trains a Fourier neural operator surrogate forward model in order to accelerate the qualification of uncertainty due to errors in the forward model parameterization.},
	keywords = {Bayesian inference, deep learning, Generative models, Geophysics, Inverse problems, PhD},
	url = {https://slim.gatech.edu/Publications/Public/Thesis/2022/siahkoohi2022THdgmf/siahkoohi2022THdgmf.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Thesis/2022/siahkoohi2022THdgmf/siahkoohi2022THdgmf_pres.pdf},
	author = {Ali Siahkoohi}
}
@conference {siahkoohi2022SEGWSrav,
	title = {Reliable amortized variational inference with conditional normalizing flows via physics-based latent distribution correction},
	booktitle = {IMAGE Workshop on Subsurface Uncertainty Description and Estimation - Moving Away from Single Prediction with Distribution Learning},
	year = {2022},
	note = {(IMAGE Workshop, Houston)},
	month = {09},
	abstract = {Bayesian inference for high-dimensional inverse problems is challenged by the computational costs associated with the forward operator during posterior sampling, as well as the selection of an appropriate prior distribution that encodes our prior knowledge about the unknown. Amortized variational inference addresses these challenges by pretraining a conditional normalizing flow (cNF) that approximates the posterior distribution over the existing model and data joint samples where the prior is implicitly learned from the data. When fed data and normally distributed latent samples as input, the pretrained cNF provides posterior samples for previously unseen data virtually for free. The accuracy of this purely data-driven approach, however, is dependent on the availability of high-fidelity training data, which is rarely the case with geophysical inverse problems, due to the highly heterogeneous structure of the Earth. To overcome this challenge and to minimize the negative bias of data distribution shifts during inference, we propose learning a physics-based correction to the cNF latent distribution to provide a more accurate approximation to the posterior distribution. We accomplish this by parameterizing the cNF latent distribution by a Gaussian distribution with an unknown mean and diagonal covariance, which are estimated by minimizing the Kullback-Leibler divergence between the corrected posterior distribution estimate and the true posterior distribution. For a relatively well-trained cNF, this approach provides reliable posterior samples with a limited computational cost while remaining bound to data and physics. We showcase the computational gains of this approach on a "quasi" real seismic imaging example.},
	keywords = {Bayesian inference, deep learning, Generative models, Imaging, Inverse problems, SEG, Uncertainty quantification, workshop},
	url = {https://www.imageevent.org/Workshop/subsurface-uncertainty-description-estimation-moving-away-single-prediction-distribution-learning},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2022/siahkoohi2022SEGWSrav/Thur-15-55-Siahkoohi.pdf},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Rafael Orozco and Felix J. Herrmann}
}
@conference {herrmann2021KAUSTdbi,
	title = {Deep Bayesian Inference for Task-based Seismic Imaging},
	booktitle = {KAUST},
	year = {2021},
	note = {(KAUST, virtual)},
	month = {03},
	abstract = {High dimensionality, complex physics, and lack of access to the ground truth make seismic imaging one of the most challenging inversion problems in the computational imaging sciences. If these challenges were not bad enough, modern applications of computational imaging increasingly call for the assessment of uncertainty on the image itself and on subsequent tasks conducted on these images. By making use of a Markov-chain Monte Carlo (McMC) sampling technique, we demonstrate how uncertainty in the data can be propagated to the task of seismic horizon tracking. While this example shows that uncertainty can in principle be handled in a systematic manner by using neural nets as deep priors, it unfortunately also reveals that the McMC method fundamentally lacks ability to scale to relevant problem sizes. To overcome this shortcoming, we introduce a variational formulation based on normalizing flows. In this approach, invertible neural networks are trained to generate samples from the posterior. There are strong indications that this approach has the capability to scale better to problems where the forward operator is expensive to evaluate.},
	keywords = {Bayesian inference, Inverse problems, seismic imaging, Uncertainty quantification},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/KAUST/2021/herrmann2021KAUSTdbi/Kaust.pdf},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Mathias Louboutin and Philipp A. Witte and Felix J. Herrmann}
}
