@conference {siahkoohi2021EarthMLfar,
	title = {Fast and reliability-aware seismic imaging with conditional normalizing flows},
	booktitle = {Intelligent illumination of the Earth},
	year = {2021},
	note = {(KAUST, virtual)},
	month = {09},
	abstract = {The posterior probability distribution provides a comprehensive description of the solution in ill-posed inverse problems. Sampling from the posterior distribution in the context of seismic imaging is challenged by the high-dimensionality of the unknown and the expensive-to-evaluate forward operator. These challenges limit the applicability of Markov Chain sampling methods due to the costs associated with the forward operator. Moreover, explicitly choosing a prior distribution that captures the true heterogeneity exhibited by the Earth{\textquoteright}s subsurface further complicates casting seismic imaging into a Bayesian framework. To handle this situation and to assess uncertainty, we propose a data-driven variational inference approach based on conditional normalizing flows (NFs). The proposed scheme leverages existing data, which are in the form of low- and high-fidelity migrated image pairs, to train a conditional NF capable of characterizing the posterior distribution. After training, the NF can be used to sample from the posterior distribution associated with a previously unseen seismic survey, which is in some sense close, e.g., data from a neighboring survey area. In our numerical example, we obtain high-fidelity images from the Parihaka dataset and low-fidelity images are derived from these images through the process of demigration, followed by adding band-limited noise and migration. During inference, given shot records from a new neighboring seismic survey, we first compute the reverse-time migration image. Next, by feeding this low-fidelity migrated image to the NF we gain access to samples from the posterior distribution virtually for free. We use these samples to compute a high-fidelity image including a first assessment of the image{\textquoteright}s reliability.},
	keywords = {Normalizing flows, seismic imaging, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/KAUST/2021/siahkoohi2021EarthMLfar/siahkoohi2021EarthMLfar.pdf},
	author = {Ali Siahkoohi and Rafael Orozco and Gabrio Rizzuti and Philipp A. Witte and Mathias Louboutin and Felix J. Herrmann}
}
@techreport {siahkoohi2020TRfuqf,
	title = {Faster Uncertainty Quantification for Inverse Problems with Conditional Normalizing Flows},
	number = {TR-CSE-2020-2},
	year = {2020},
	month = {07},
	institution = {Georgia Institute of Technology},
	abstract = {In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_X,Y(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we can employ supervised training to learn a solution $x$ and its uncertainty from the observations $y$. We refer to this problem as the "supervised" case. However, the data $y\sim p_Y(y)$ collected at one point could be distributed differently than observations $y{\textquoteright}\sim p_Y{\textquoteright}(y{\textquoteright})$, relevant for a current set of problems. In the context of Bayesian inference, we propose a two-step scheme, which makes use of normalizing flows and joint data to train a conditional generator $q_θ(x|y)$ to approximate the target posterior density $p_X|Y(x|y)$. Additionally, this preliminary phase provides a density function $q_θ(x|y)$, which can be recast as a prior for the "unsupervised" problem, e.g. when only the observations $y{\textquoteright}\sim p_Y{\textquoteright}(y{\textquoteright})$, a likelihood model $y{\textquoteright}|x$, and a prior on $x{\textquoteright}$ are known. We then train another invertible generator with output density $q{\textquoteright}_φ(x|y{\textquoteright})$ specifically for $y{\textquoteright}$, allowing us to sample from the posterior $p_X|Y{\textquoteright}(x|y{\textquoteright})$. We present some synthetic results that demonstrate considerable training speedup when reusing the pretrained network $q_θ(x|y{\textquoteright})$ as a warm start or preconditioning for approximating $p_X|Y{\textquoteright}(x|y{\textquoteright})$, instead of learning from scratch. This training modality can be interpreted as an instance of transfer learning. This result is particularly relevant for large-scale inverse problems that employ expensive numerical simulations.},
	keywords = {deep learning, invertible networks, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2020/siahkoohi2020TRfuqf/siahkoohi2020TRfuqf.html},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Philipp A. Witte and Felix J. Herrmann}
}
