@article {fang2017uqfip,
	title = {Uncertainty quantification for inverse problems with weak partial-differential-equation constraints},
	journal = {Geophysics},
	volume = {83},
	number = {6},
	year = {2018},
	note = {(Geophysics)},
	pages = {R629-R647},
	abstract = {In a statistical inverse problem, the objective is a complete statistical description of unknown parameters from noisy observations in order to quantify uncertainties of the parameters of interest. We consider inverse problems with partial-differential-equation-constraints, which are applicable to a variety of seismic problems. Bayesian inference is one of the most widely-used approaches to precisely quantify statistics through a posterior distribution, incorporating uncertainties in observed data, modeling kernel, and prior knowledge of the parameters. Typically when formulating the posterior distribution, the partial-differential-equation-constraints are required to be exactly satisfied, resulting in a highly nonlinear forward map and a posterior distribution with many local maxima. These drawbacks make it difficult to find an appropriate approximation for the posterior distribution. Another complicating factor is that traditional Markov chain Monte Carlo methods are known to converge slowly for realistically sized problems. In this work, we relax the partial-differential-equation-constraints by introducing an auxiliary variable, which allows for Gaussian deviations in the partial-differential-equations. Thus, we obtain a new bilinear posterior distribution consisting of both data and partial-differential-equation misfit terms. We illustrate that for a particular range of variance choices for the partial-differential-equation misfit term, the new posterior distribution has fewer modes and can be well-approximated by a Gaussian distribution, which can then be sampled in a straightforward manner. Since it is prohibitively expensive to explicitly construct the dense covariance matrix of the Gaussian approximation for intermediate to large-scale problems, we present a method to implicitly construct it, which enables efficient sampling. We apply this framework to two-dimensional seismic inverse problems with 1,800 and 92,455 unknown parameters. The results illustrate that our framework can produce comparable statistical quantities to those produced by conventional Markov chain Monte Carlo type methods while requiring far fewer partial-differential-equation solves, which are the main computational bottlenecks in these problems.},
	keywords = {acoustic, FWI, UQ, weak-constraint},
	doi = {10.1190/geo2017-0824.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2018/fang2017uqfip/fang2017uqfip.html},
	author = {Zhilong Fang and Curt Da Silva and Rachel Kuske and Felix J. Herrmann}
}
@conference {herrmann2017SIAMdsa,
	title = {Domain-specific abstractions for full-waveform inversion},
	booktitle = {SIAM Conference on Computational Science and Engineering},
	year = {2017},
	note = {(SIAM Conference on Computational Science and Engineering, Atlanta)},
	month = {02-03},
	keywords = {FWI, Inverse problems, SIAM, software},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SIAM/2017/herrmann2017SIAMdsa/herrmann2017SIAMdsa_pres.pdf},
	author = {Felix J. Herrmann and Curt Da Silva}
}
@conference {zhang2017SEGmsd,
	title = {Massive 3D seismic data compression and inversion with hierarchical Tucker},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2017},
	note = {(SEG, Houston)},
	month = {09},
	pages = {1347-1352},
	abstract = {Modern-day oil and gas exploration, especially in areas of complex geology such as fault belts and sub-salt areas, is an increasingly expensive and risky endeavour. Typically long-offset and dense sampling seismic data are required for subsequent shot based processing procedures, e.g. wave-equation based inversion (WEI) and surface-related multiple elimination (SRME). However, these strict requirements result in an exponential growth in data volume size and prohibitive demands on computational resources, given the multidimensional nature of the data volumes. Moreover the physical constraints and cost limitations impose restrictions on acquiring fully sampled data. In this work, we propose to invert our large-scale data from a set of subsampled measurements, resulting in an estimate of the true volume in a compressed low-rank tensor format. Rather than expanding the data to its fully-sampled form for later downstream processes, we demonstrate how to use this compressed data directly via on-the-fly common shot or receiver gathers extraction. The combination of massive compression and fast on demand data reconstruction of 3D shot or receiver gathers leads to a substantial reduction in memory costs but with minimal effects on results in the subsequent processing procedures. We demonstrate the effective implementation of our proposed framework on full-waveform inversion on a 3D seismic synthetic data set generated from a Overthrust model.},
	keywords = {3D, FWI, SEG, tensor algebra},
	doi = {10.1190/segam2017-17742951.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2017/zhang2017SEGmsd/zhang2017SEGmsd.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2017/zhang2017SEGmsd/zhang2017SEGmsd_pres.pdf},
	author = {Yiming Zhang and Curt Da Silva and Rajiv Kumar and Felix J. Herrmann}
}
@conference {kumar2015IIPFWIrmb,
	title = {Rank minimization based seismic data processing and inversion},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	abstract = {We present the low-rank extensions of full-waveform inversion to mitigate the local-minima issues. The purpose formulation is computationally tractable and does not involve any extra computational cost compared to the adjoint-state method.},
	keywords = {FWI, inversion, Processing, rank minimization},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/kumar2015IIPFWIrmb/kumar2015IIPFWIrmb_pres.pdf},
	author = {Rajiv Kumar and Curt Da Silva and Oscar Lopez and Aleksandr Y. Aravkin and Hassan Mansour and Haneet Wason and Ernie Esser and Felix J. Herrmann}
}
@conference {lin2015IIPFWIsws,
	title = {Software and workflows at SLIM/SINBAD},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	keywords = {FWI, SLIM, software},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/lin2015IIPFWIsws/lin2015IIPFWIsws_pres.pdf},
	author = {Tim T.Y. Lin and Curt Da Silva and Felix J. Herrmann}
}
@conference {fang2015IIPFWIuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	booktitle = {Inaugural Full-Waveform Inversion Workshop},
	year = {2015},
	note = {(Natal, Brazil)},
	month = {08-09},
	abstract = {In this work, we propose a method to quantify the uncertainty of wavefield reconstruction inversion under the framework of Bayesian inference. Unlike the conventional method using the wave equation as the forward mapping, we involve the wave equation misfit in the posterior distribution and propose a new posterior distribution. The negative log-likelihood of the new distribution is less oscillatory than that of the conventional posterior distribution, and its Gauss-Newton Hessian is a diagonal matrix that can be generated without any additional computational cost. We use the diagonal Gauss-Newton Hessian to derive an approximate Gaussian distribution at the maximum likelihood point to quantify the uncertainty. This method makes the uncertainty quantification for WRI computationally tractable and is able to provide reasonable uncertainty analysis based on our numerical results.},
	keywords = {FWI, uncertainty, WRI},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/IIPFWI/fang2015IIPFWIuqw/fang2015IIPFWIuqw_pres.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@conference {fang2015EAGEuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2015},
	note = {(EAGE, Madrid)},
	month = {06},
	abstract = {In this work, we propose a method to quantify the uncertainty of wavefield reconstruction inversion under the framework of Bayesian inference. Unlike the conventional method using the wave equation as the forward mapping, we involve the wave equation misfit in the posterior distribution and propose a new posterior distribution. The negative log-likelihood of the new distribution is less oscillatory than that of the conventional posterior distribution, and its Gauss-Newton Hessian is a diagonal matrix that can be generated without any additional computational cost. We use the diagonal Gauss-Newton Hessian to derive an approximate Gaussian distribution at the maximum likelihood point to quantify the uncertainty. This method makes the uncertainty quantification for WRI computationally tractable and is able to provide reasonable uncertainty analysis based on our numerical results.},
	keywords = {EAGE, FWI, UQ, WRI},
	doi = {10.3997/2214-4609.201413198},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEuqw/fang2015EAGEuqw.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2015/fang2015EAGEuqw/fang2015EAGEuqw_pres.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@conference {fang2014EAGEfuq,
	title = {Fast uncertainty quantification for 2D full-waveform inversion with randomized source subsampling},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2014},
	month = {06},
	abstract = {Uncertainties arise in every area of seismic exploration, especially in full-waveform inversion, which is highly non-linear. In the framework of Bayesian inference, uncertainties can be analyzed by sampling the posterior probability density distribution with a Markov chain Monte-Carlo (McMC) method. We reduce the cost of computing the posterior distribution by working with randomized subsets of sources. These approximations, together with the Gaussian assumption and approximation of the Hessian, leads to a computational tractable uncertainty quantification. Application of this approach to a synthetic leads to standard deviations and confidence intervals that are qualitatively consistent with our expectations.},
	keywords = {EAGE, FWI, Markov chain Monte Carlo, randomized sources subsampling, Uncertainty quantification},
	doi = {10.3997/2214-4609.20140715},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/fang2014EAGEfuq/fang2014EAGEfuq.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2014/fang2014EAGEfuq/fang2014EAGEfuq_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Felix J. Herrmann}
}
