@article {liu2018ssi,
	title = {Simultaneous-shot inversion for PDE-constrained optimization problems with missing data},
	journal = {Inverse Problems},
	volume = {35},
	number = {2},
	year = {2018},
	note = {(Inverse Problems)},
	pages = {025003},
	abstract = {Stochastic optimization is key to efficient inversion in PDE-constrained optimization. Using {\textquoteleft}simultaneous shots{\textquoteright}, or random superposition of source terms, works very well in simple acquisition geometries where all sources see all receivers, but this rarely occurs in practice. We develop an approach that interpolates data to an ideal acquisition geometry while solving the inverse problem using simultaneous shots. The approach is formulated as a joint inverse problem, combining ideas from low-rank interpolation with full-waveform inversion. Results using synthetic experiments illustrate the flexibility and efficiency of the approach.},
	keywords = {Full-waveform inversion, low-rank interpolation, Optimization},
	doi = {10.1088/1361-6420/aaf317},
	url = {https://slim.gatech.edu/Publications/Public/Journals/InverseProblems/2018/liu2018ssi/liu2018ssi.pdf},
	author = {Michelle Liu and Rajiv Kumar and Eldad Haber and Aleksandr Y. Aravkin}
}
@conference {aravkin2013ICASSPssi,
	title = {Sparse seismic imaging using variable projection},
	booktitle = {ICASSP},
	year = {2013},
	month = {05},
	abstract = {We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how this data was generated. For example, a sparse green{\textquoteright}s function may be recovered from seismic experimental data using sparsity optimization when the source signature is known. Unfortunately, in practice this information is often missing, and must be recovered from data along with the signal using deconvolution techniques. In this paper, we present a novel methodology to simulta- neously solve for the sparse signal and auxiliary parameters using a recently proposed variable projection technique. Our main contribution is to combine variable projection with spar- sity promoting optimization, obtaining an efficient algorithm for large-scale sparse deconvolution problems. We demon- strate the algorithm on a seismic imaging example.},
	keywords = {Imaging, Optimization, sparsity, variable projection},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICASSP/2013/aravkin2013ICASSPssi/aravkin2013ICASSPssi.pdf},
	author = {Aleksandr Y. Aravkin and Tristan van Leeuwen and Ning Tu}
}
@techreport {rajiv2012SEGFRM,
	title = {Fast methods for rank minimization with applications to seismic-data interpolation},
	number = {TR-EOAS-2012-3},
	year = {2012},
	month = {04},
	institution = {Department of Earth and Ocean Sciences},
	address = {University of British Columbia, Vancouver},
	abstract = {Rank penalizing techniques are an important direction in seismic inverse problems, since they allow improved recovery by exploiting low-rank structure. A major downside of current state of the art techniques is their reliance on the SVD of seismic data structures, which can be prohibitively expensive. Fortunately, recent work allows us to circumvent this problem by working with matrix factorizations. We review a novel approach to rank penalization, and successfully apply it to the seismic interpolation problem by exploiting the low-rank structure of seismic data in the midpoint-offset domain. Experiments for the recovery of 2D monochromatic data matrices and seismic lines represented as 3D volumes support the feasibility and potential of the new approach.},
	keywords = {Optimization, Rank, Seismic data Interpolation},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2012/rajiv2012SEGFRM/rajiv2012SEGFRM.pdf},
	author = {Rajiv Kumar and Aleksandr Y. Aravkin and Felix J. Herrmann}
}
@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}
}
@conference {herrmann2011ICIAMconvexcompfwi,
	title = {FWI with sparse recovery: a convex-composite approach},
	booktitle = {ICIAM},
	year = {2011},
	month = {07},
	publisher = {ICIAM 2011},
	organization = {ICIAM 2011},
	abstract = {Iterative inversion algorithms require repeated simulation of 3D time-dependent acoustic, elastic, or electromagnetic wave fields, extending hundreds of wavelengths and hundreds of periods. Also, seismic data is rich in information at every representable scale. Thus simulation-driven optimization approaches to inversion impose great demands on simulator efficiency and accuracy. While computer hardware advances have been of critical importance in bringing inversion closer to practical application, algorithmic advances in simulator methodology have been equally important. Speakers in this two-part session will address a variety of numerical issues arising in the wave simulation, and in its application to inversion.},
	keywords = {Full-waveform inversion, ICIAM, Optimization},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICIAM/2011/herrmann2011ICIAMconvexcompfwi/herrmann2011ICIAMconvexcompfwi.pdf},
	author = {Felix J. Herrmann and Aleksandr Y. Aravkin and Tristan van Leeuwen and Xiang Li}
}
@conference {herrmann2011SPIEmsp,
	title = {A modified, sparsity promoting, Gauss-Newton algorithm for seismic waveform inversion},
	booktitle = {Proc. SPIE},
	number = {81380V},
	year = {2011},
	month = {08},
	abstract = {Images obtained from seismic data are used by the oil and gas industry for geophysical exploration. Cutting-edge methods for transforming the data into interpretable images are moving away from linear approximations and high-frequency asymptotics towards Full Waveform Inversion (FWI), a nonlinear data-fitting procedure based on full data modeling using the wave-equation. The size of the problem, the nonlinearity of the forward model, and ill-posedness of the formulation all contribute to a pressing need for fast algorithms and novel regularization techniques to speed up and improve inversion results. In this paper, we design a modified Gauss-Newton algorithm to solve the PDE- constrained optimization problem using ideas from stochastic optimization and compressive sensing. More specifically, we replace the Gauss-Newton subproblems by randomly subsampled, -$\ell_1$ regularized subproblems. This allows us us significantly reduce the computational cost of calculating the updates and exploit the compressibility of wavefields in Curvelets. We explain the relationships and connections between the new method and stochastic optimization and compressive sensing (CS), and demonstrate the efficacy of the new method on a large-scale synthetic seismic example.},
	keywords = {Compressive Sensing, Full-waveform inversion, Optimization, SLIM},
	issn = {1},
	doi = {10.1117/12.893861},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SPIE/2011/herrmann2011SPIEmsp/herrmann2011SPIEmsp.pdf},
	author = {Felix J. Herrmann and Xiang Li and Aleksandr Y. Aravkin and Tristan van Leeuwen}
}
@conference {aravkin2011EAGEnspf,
	title = {A nonlinear sparsity promoting formulation and algorithm for full waveform inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2011},
	month = {05},
	abstract = {Full Waveform Inversion (FWI) is a computational procedure to extract medium parameters from seismic data. FWI is typically formulated as a nonlinear least squares optimization problem, and various regularization techniques are used to guide the optimization because the problem is illposed. In this paper, we propose a novel sparse regularization which exploits the ability of curvelets to efficiently represent geophysical images. We then formulate a corresponding sparsity promoting constrained optimization problem, which we call Nonlinear Basis Pursuit Denoise (NBPDN) and present an algorithm to solve this problem to recover medium parameters. The utility of the NBPDN formulation and efficacy of the algorithm are demonstrated on a stylized cross-well experiment, where a sparse velocity perturbation is recovered with higher quality than the standard FWI formulation (solved with LBFGS). The NBPDN formulation and algorithm can recover the sparse perturbation even when the data volume is compressed to 5 \% of the original size using random superposition.},
	keywords = {EAGE, Full-waveform inversion, Optimization},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/aravkin11EAGEnspf/aravkin11EAGEnspf.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/aravkin11EAGEnspf/aravkin11EAGEnspf_pres.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=50199},
	author = {Aleksandr Y. Aravkin and James V. Burke and Felix J. Herrmann and Tristan van Leeuwen}
}
@conference {aravkin2011SEGrobust,
	title = {Robust full-waveform inversion using the Student{\textquoteright}s t-distribution},
	booktitle = {SEG Technical Program Expanded Abstracts},
	volume = {30},
	year = {2011},
	month = {09},
	pages = {2669-2673},
	publisher = {SEG},
	organization = {SEG},
	abstract = {Full-waveform inversion (FWI) is a computational procedure to extract medium parameters from seismic data. Robust methods for FWI are needed to overcome sensitivity to noise and in cases where modeling is particularly poor or far from the real data generating process. We survey previous robust methods from a statistical perspective, and use this perspective to derive a new robust method by assuming the random errors in our model arise from the Student{\textquoteright}s t-distribution. We show that in contrast to previous robust methods, the new method progres- sively down-weighs large outliers, effectively ignoring them once they are large enough. This suggests that the new method is more robust and suitable for situations with very poor data quality or modeling. Experiments show that the new method recovers as well or better than previous robust methods, and can recover models with quality comparable to standard methods on noise-free data when some of the data is completely corrupted, and even when a marine acquisition mask is entirely ignored in the modeling. The ability to ignore a marine acquisition mask via robust FWI methods offers an opportunity for stochastic optimization methods in marine acquisition.},
	keywords = {Full-waveform inversion, Optimization, SEG},
	doi = {10.1190/1.3627747},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2011/aravkin11SEGrobust/aravkin11SEGrobust.pdf},
	author = {Aleksandr Y. Aravkin and Tristan van Leeuwen and Felix J. Herrmann}
}
@conference {aravkin2011ICIAMrfwiu,
	title = {Robust FWI using Student{\textquoteright}s t-distribution},
	booktitle = {ICIAM},
	year = {2011},
	month = {07},
	publisher = {ICIAM 2011},
	organization = {ICIAM 2011},
	abstract = {Iterative inversion algorithms require repeated simulation of 3D time-dependent acoustic, elastic, or electromagnetic wave fields, extending hundreds of wavelengths and hundreds of periods. Also, seismic data is rich in information at every representable scale. Thus simulation-driven optimization approaches to inversion impose great demands on simulator efficiency and accuracy. While computer hardware advances have been of critical importance in bringing inversion closer to practical application, algorithmic advances in simulator methodology have been equally important. Speakers in this two-part session will address a variety of numerical issues arising in the wave simulation, and in its application to inversion.},
	keywords = {Full-waveform inversion, ICIAM, Optimization, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICIAM/2011/aravkin2011ICIAMrfwiu/aravkin2011ICIAMrfwiu.pdf},
	author = {Aleksandr Y. Aravkin and Tristan van Leeuwen and Felix J. Herrmann}
}
@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}
}
@conference {aravkin2011ICIAMspf,
	title = {Sparsity promoting formulations and algorithms for FWI},
	booktitle = {ICIAM},
	year = {2011},
	note = {Presented at AMP Medical and Seismic Imaging, 2011, Vancouver BC.},
	month = {07},
	publisher = {ICIAM 2011},
	organization = {ICIAM 2011},
	abstract = {Full Waveform Inversion (FWI) is a computational procedure to extract medium parameters from seismic data. FWI is typically formulated as a nonlinear least squares optimization problem, and various regularization techniques are used to guide the optimization because the problem is ill-posed. We propose a novel sparse regularization which exploits the ability of curvelets to efficiently represent geophysical images. We then formulate a corresponding sparsity promoting constrained optimization problem, which we solve using an open source algorithm. The techniques are applicable to any inverse problem where sparsity modeling is appropriate. We demonstrate the efficacy of the formulation on a toy example (stylized cross-well experiment) and on a realistic Seismic example (partial Marmoussi model). We also discuss the tradeoff between model fit and sparsity promotion, with a view to extend existing techniques for linear inverse problems to the case where the forward model is nonlinear.},
	keywords = {Full-waveform inversion, Optimization, Presentation, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ICIAM/2011/aravkin2011ICIAMspf/aravkin2011ICIAMspf_pres.pdf},
	author = {Aleksandr Y. Aravkin and Tristan van Leeuwen and James V. Burke and Felix J. Herrmann}
}
