@article {siahkoohi2022ravi,
	title = {Reliable amortized variational inference with physics-based latent distribution correction},
	journal = {Geophysics},
	volume = {88},
	number = {3},
	year = {2023},
	note = {(Geophysics)},
	month = {05},
	abstract = {Bayesian inference for high-dimensional inverse problems is challenged by the computational costs of the forward operator and the selection of an appropriate prior distribution. Amortized variational inference addresses these challenges where a neural network is trained to approximate the posterior distribution over existing pairs of model and data. When fed previously unseen data and normally distributed latent samples as input, the pretrained deep neural network{\textendash}-in our case a conditional normalizing flow{\textendash}-provides posterior samples with virtually no cost. However, the accuracy of this approach relies on the availability of high-fidelity training data, which seldom exists in geophysical inverse problems because of the highly heterogeneous structure of the Earth. In addition, accurate amortized variational inference requires the observed data to be drawn from the training data distribution. As such, we offer a solution that increases the resilience of amortized variational inference when faced with data distribution shifts, e.g., changes in the forward model or prior distribution. Our method involves a physics-based correction to the conditional normalizing flow latent distribution to provide a more accurate approximation to the posterior distribution for the observed data at hand. To accomplish this, instead of a standard Gaussian latent distribution, we parameterize the latent distribution by a Gaussian distribution with an unknown mean and diagonal covariance. These unknown quantities are then estimated by minimizing the Kullback-Leibler divergence between the corrected and true posterior distributions. While generic and applicable to other inverse problems, by means of a seismic imaging example, we show that our correction step improves the robustness of amortized variational inference with respect to changes in number of source experiments, noise variance, and shifts in the prior distribution. This approach provides a seismic image with limited artifacts and an assessment of its uncertainty with approximately the same cost as five reverse-time migrations.},
	keywords = {Inverse problems, Normalizing flows, seismic imaging, Uncertainty quantification, Variational Inference},
	doi = {10.1190/geo2022-0472.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2023/siahkoohi2022ravi/paper.html},
	software = {https://github.com/slimgroup/ReliableAVI.jl},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Rafael Orozco and Felix J. Herrmann}
}
@article {siahkoohi2021dbif,
	title = {Deep Bayesian inference for seismic imaging with tasks},
	journal = {Geophysics},
	volume = {87},
	number = {5},
	year = {2022},
	note = {(Geophysics)},
	month = {07},
	pages = {281-302},
	abstract = {We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse problem because of unavoidable bandwidth and aperture limitations, which that is hampered by the presence of noise and linearization errors. Many regularization methods, such as transform-domain sparsity promotion, have been designed to deal with the adverse effects of these errors, however, these methods run the risk of biasing the solution and do not provide information on uncertainty in the image space and how this uncertainty impacts certain tasks on the image. A systematic approach is proposed to translate uncertainty due to noise in the data to confidence intervals of automatically tracked horizons in the image. The uncertainty is characterized by a convolutional neural network (CNN) and to assess these uncertainties, samples are drawn from the posterior distribution of the CNN weights, used to parameterize the image. Compared to traditional priors, in the literature it is argued that these CNNs introduce a flexible inductive bias that is a surprisingly good fit for many diverse domains in imaging. The method of stochastic gradient Langevin dynamics is employed to sample from the posterior distribution. This method is designed to handle large scale Bayesian inference problems with computationally expensive forward operators as in seismic imaging. Aside from offering a robust alternative to maximum a posteriori estimate that is prone to overfitting, access to these samples allow us to translate uncertainty in the image, due to noise in the data, to uncertainty on the tracked horizons. For instance, it admits estimates for the pointwise standard deviation on the image and for confidence intervals on its automatically tracked horizons.},
	keywords = {deep priors, horizon tracking, seismic imaging, Uncertainty quantification},
	doi = {10.1190/geo2021-0666.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2022/siahkoohi2021dbif/paper.html},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Felix J. Herrmann}
}
@presentation {siahkoohi2022ML4SEISMICluq,
	title = {Low-cost uncertainty quantification for large-scale inverse problems},
	year = {2022},
	month = {11},
	abstract = {Bayesian inference for large-scale inverse problems is challenged by the computationally costly forward operator evaluations during posterior distribution sampling. Recent advances in variational inference and deep learning reduce these costs by pretraining a neural network capable of sampling the posterior distribution for previously unseen observed data. In geophysical applications, however, the accuracy of these methods depends on sufficiently capturing subsurface variability through a training dataset, which is challenging given the heterogeneity of the Earth{\textquoteright}s subsurface and our lack of access to it. Moreover, these methods may be unreliable in the presence of data distribution shifts, e.g., a change in the number of source experiments, noise distribution, or geological features to be imaged. As such, we present a solution that increases the robustness of deep-learning-based Bayesian inference approaches when faced with changes in data distribution. Our proposed method involves a physics-based adaptation to the latent distribution of a conditional normalizing flow that is pretrained to approximate the posterior distribution for previously unseen data. Instead of feeding standard Gaussian latent samples to the conditional normalizing flow, this method parameterizes the latent distribution by a Gaussian distribution with an unknown mean and diagonal covariance, estimated by minimizing the Kullback-Leibler divergence between predicted and true posterior distributions. This method is applicable to a wide range of inverse problems and has the potential to significantly reduce the costs of Bayesian variational inference. By means of a realistic seismic imaging example we demonstrate that the proposed latent distribution adaptation method mitigates the Bayesian inference errors induced by data distribution shifts, including shifts in the forward model and prior distribution.},
	keywords = {Inverse problems, ML4SEISMIC, Normalizing flows, seismic imaging, SLIM, Uncertainty quantification, Variational Inference},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ML4SEISMIC/2022/siahkoohi2022ML4SEISMICluq/siahkoohi2022ML4SEISMICluq_pres.pdf},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Rafael Orozco and Felix J. Herrmann}
}
@conference {siahkoohi2022EAGEweb,
	title = {Wave-equation based inversion with amortized variational Bayesian inference},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2022},
	note = {(EAGE, Madrid)},
	month = {06},
	pages = {Session 2: Velocity model building and imaging (different domains)},
	abstract = {Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth{\textquoteright}s highly heterogeneous structure is unknown, present a challenge in encoding prior knowledge through analytical expressions. Our main contribution is a generative-model-based regularization approach, robust to out-of-distribution data, which exploits the prior knowledge embedded in existing data and model pairs. Utilizing an amortized variational inference objective, a conditional normalizing flow (NF) is pretrained on pairs of low- and high-fidelity migrated images in order to achieve a low-fidelity approximation to the seismic imaging posterior distribution for previously unseen data. The NF is used after pretraining to reparameterize the unknown seismic image in an inversion scheme involving physics-guided data misfit and a Gaussian prior on the NF latent variable. Solving this optimization problem with respect to the latent variable enables us to leverage the benefits of data-driven conditional priors whilst being informed by physics and data. The numerical experiments demonstrate that the proposed inversion scheme produces seismic images with limited artifacts when dealing with noisy and out-of-distribution data.},
	keywords = {conditional priors, EAGE, Normalizing flows, seismic imaging},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2022/siahkoohi2022EAGEweb/abstract.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2022/siahkoohi2022EAGEweb/Mon-Herrmann.pdf},
	software = {https://github.com/slimgroup/ConditionalNFs4Imaging.jl},
	author = {Ali Siahkoohi and Rafael Orozco and Gabrio Rizzuti 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}
}
@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}
}
@conference {herrmann2021Delftlwi,
	title = {Learned wave-based imaging - variational inference at scale},
	booktitle = {Delft},
	year = {2021},
	note = {(Delft, virtual)},
	month = {06},
	abstract = {High dimensionality, complex physics, and lack of access to the ground truth rank medical ultrasound and seismic imaging amongst the most challenging 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. During this talk, I will show how recent developments in Normalizing Flows, a new type of invertible neural networks, can be used to cast wave-based imaging into a scalable Bayesian framework. Contrary to conventional methods, where sample images are drawn from the posterior distribution during inversion, our approach trains Normalizing Flows capable of generating samples from the posterior. Aside from greatly reducing the computational cost, this approach gives us access to the image itself (via Maximum a posteriori or mean estimation) and its multidimensional statistical distribution including its pointwise variance.},
	keywords = {medical imaging, Normalizing flows, seismic imaging, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/Delft/2021/herrmann2021Delftlwi/herrmann2021Delftlwi.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/Delft/2021/herrmann2021Delftlwi/herrmann2021Delftlwi.mp4},
	author = {Felix J. Herrmann and Ali Siahkoohi and Rafael Orozco and Gabrio Rizzuti and Philipp A. Witte and Mathias Louboutin}
}
@presentation {siahkoohi2021ML4SEISMICmcn,
	title = {Multifidelity conditional normalizing flows for physics-guided Bayesian inference},
	year = {2021},
	month = {11},
	abstract = {We introduce a scalable Bayesian inference approach that combines techniques from deep learning with a physic-based variational inference formulation. Bayesian inference for ill-posed inverse problems is challenged by the high-dimensionality of the unknown, computationally expensive forward operator, and choosing a prior distribution that accurately encodes prior knowledge on the unknown. To handle this situation and to assess uncertainty, we propose to approximate the posterior distribution using a pretrained conditional normalizing flow, which is trained on existing low- and high-fidelity estimations of the unknown. To further improve the accuracy of this approximation, we use transfer learning and finetune this normalizing flow by minimizing the Kullback-Leibler divergence between the predicted and the desired high-fidelity posterior density. This amounts to minimizing a physic-based variational inference objective with respect to the network weights, which we believe might scale better than Bayesian inference with Markov Chain sampling methods. We apply the proposed Bayesian inference approach to seismic imaging where we use quasi-real data obtained from the Parihaka dataset.},
	keywords = {deep learning, ML4SEISMIC, Normalizing flows, seismic imaging, SLIM, Variational Inference},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/ML4SEISMIC/2021/siahkoohi2021ML4SEISMICmcn/Mon-11-45-Siahkoohi.pdf},
	author = {Ali Siahkoohi and Rafael Orozco and Gabrio Rizzuti and Philipp A. Witte and Mathias Louboutin and Felix J. Herrmann}
}
@conference {siahkoohi2020EAGEdlb,
	title = {A deep-learning based Bayesian approach to seismic imaging and uncertainty quantification},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2020},
	note = {Accepted in EAGE},
	month = {1},
	abstract = {Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is via formulating the posterior distribution. Unfortunately, it is often not possible to formulate a prior distribution that precisely encodes our prior knowledge about the unknown. Furthermore, adherence to handcrafted priors may greatly bias the outcome of the Bayesian analysis. To address this issue, we propose to use the functional form of a randomly initialized convolutional neural network as an implicit structured prior, which is shown to promote natural images and excludes images with unnatural noise. In order to incorporate the model uncertainty into the final estimate, we sample the posterior distribution using stochastic gradient Langevin dynamics and perform Bayesian model averaging on the obtained samples. Our synthetic numerical experiment verifies that deep priors combined with Bayesian model averaging are able to partially circumvent imaging artifacts and reduce the risk of overfitting in the presence of extreme noise. Finally, we present pointwise variance of the estimates as a measure of uncertainty, which coincides with regions that are difficult to image.},
	keywords = {deep learning, EAGE, seismic imaging, stochastic gradient Langevin dynamics, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2020/siahkoohi2020EAGEdlb/siahkoohi2020EAGEdlb.html},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Felix J. Herrmann}
}
@presentation {siahkoohi2020SEGCHAPTERGTdlbuq,
	title = {A deep-learning based Bayesian approach to seismic imaging and uncertainty quantification},
	year = {2020},
	note = {(SEG Student Chapter)},
	abstract = {Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is via formulating the posterior distribution. Unfortunately, it is often not possible to formulate a prior distribution that precisely encodes our prior knowledge about the unknown. Furthermore, adherence to handcrafted priors may greatly bias the outcome of the Bayesian analysis. To address this issue, we propose to use the functional form of a randomly initialized convolutional neural network as an implicit structured prior, which is shown to promote natural images and excludes images with unnatural noise. In order to incorporate the model uncertainty into the final estimate, we sample the posterior distribution using stochastic gradient Langevin dynamics and perform Bayesian model averaging on the obtained samples. Our synthetic numerical experiment verifies that deep priors combined with Bayesian model averaging are able to partially circumvent imaging artifacts and reduce the risk of overfitting in the presence of extreme noise. Finally, we present pointwise variance of the estimates as a measure of uncertainty, which coincides with regions that are more difficult to image.},
	keywords = {deep learning, seismic imaging, stochastic gradient Langevin dynamics, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/Lectures/SEGCHAPTERGT/2020/siahkoohi2020SEGCHAPTERGTdlbuq/siahkoohi2020SEGCHAPTERGTdlbuq.pdf},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Felix J. Herrmann}
}
@conference {yin2020SEGesi,
	title = {Extended source imaging {\textendash}- a unifying framework for seismic and medical imaging},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2020},
	note = {(SEG, virtual)},
	month = {09},
	pages = {3502-3506},
	abstract = {We present three imaging modalities that live on the crossroads of seismic and medical imaging. Through the lens of extended source imaging, we can draw deep connections among the fields of wave-equation based seismic and medical imaging, despite first appearances. From the seismic perspective, we underline the importance to work with the correct physics and spatially varying velocity fields. Medical imaging, on the other hand, opens the possibility for new imaging modalities where outside stimuli, such as laser or radar pulses, can not only be used to identify endogenous optical or thermal contrasts but that these sources can also be used to insonify the medium so that images of the whole specimen can in principle be created.},
	keywords = {medical imaging, SEG, seismic imaging, variable projection},
	doi = {10.1190/segam2020-3426999.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/yin2020SEGesi/yin2020SEGesi.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/yin2020SEGesi/yin2020SEGesi_pres.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/yin2020SEGesi/yin2020SEGesi_pres.mp4},
	software = {https://github.com/slimgroup/Software.SEG2020},
	author = {Ziyi Yin and Rafael Orozco and Philipp A. Witte and Mathias Louboutin and Gabrio Rizzuti and Felix J. Herrmann}
}
@conference {siahkoohi2020SEGwdp,
	title = {Weak deep priors for seismic imaging},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2020},
	note = {(SEG, virtual)},
	month = {09},
	pages = {2998-3002},
	abstract = {Incorporating prior knowledge on model unknowns of interest is essential when dealing with ill-posed inverse problems due to the nonuniqueness of the solution and data noise. Unfortunately, it is not trivial to fully describe our priors in a convenient and analytical way. Parameterizing the unknowns with a convolutional neural network (CNN), and assuming an uninformative Gaussian prior on its weights, leads to a variational prior on the output space that favors "natural" images and excludes noisy artifacts, as long as overfitting is prevented. This is the so-called deep-prior approach. In seismic imaging, however, evaluating the forward operator is computationally expensive, and training a randomly initialized CNN becomes infeasible. We propose, instead, a weak version of deep priors, which consists of relaxing the requirement that reflectivity models must lie in the network range, and letting the unknowns deviate from the network output according to a Gaussian distribution. Finally, we jointly solve for the reflectivity model and CNN weights. The chief advantage of this approach is that the updates for the CNN weights do not involve the modeling operator, and become relatively cheap. Our synthetic numerical experiments demonstrate that the weak deep prior is more robust with respect to noise than conventional least-squares imaging approaches, with roughly twice the computational cost of reverse-time migration, which is the affordable computational budget in large-scale imaging problems.},
	keywords = {deep prior, machine learning, SEG, seismic imaging},
	doi = {10.1190/segam2020-3417568.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/siahkoohi2020SEGwdp/siahkoohi2020SEGwdp.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/siahkoohi2020SEGwdp/siahkoohi2020SEGwdp_pres.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/siahkoohi2020SEGwdp/siahkoohi2020SEGwdp_pres.mp4},
	software = {https://github.com/slimgroup/Software.SEG2020},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Felix J. Herrmann}
}
