@presentation {daskalakis2017SINBADFsof,
	title = {Stochastic Optimization from the perspective of dynamical systems},
	year = {2017},
	publisher = {SINBAD},
	abstract = {We present improvements to a family of methods (Linearized Bregman, Kaczmarz and Stochastic Gradient Descent) that are often use in optimization problems. We explain the link of those methods with dynamical systems and we draw ideas for improving their performance. We use a simple idea to improve the stability and the performance of our family of optimization methods especially for ill-posed, inconsistent large-scale problems. Finally we present an application at a least squares migration problem, which highlight the importance of the suggested improvements on large scale Geophysical problems.},
	keywords = {Presentation, SINBAD, SINBADFALL2017, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2017/Fall/daskalakis2017SINBADFsof/daskalakis2017SINBADFsof.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2017/Fall/daskalakis2017SINBADFsof/daskalakis2017SINBADFsof.m4v},
	author = {Emmanouil Daskalakis and Rachel Kuske and Mengmeng Yang and Felix J. Herrmann}
}
@presentation {fang2016SINBADFeaq,
	title = {Efficient approach for quantifying uncertainty of wavefield reconstruction inversion},
	year = {2016},
	publisher = {SINBAD},
	abstract = {Due to the noisy measurements, sparse observations, uncertain forward models, and uncertain prior parameter information, significant uncertainty arises in the inverted velocity model of full-waveform inversion. The uncertain velocity model leads to the uncertainty in the correct positions of events in the migrated images, which subsequently influences the important decision-makings in the oil and gas exploration and production (E\&P) business such as the drilling decisions and economic evaluations. Therefore, understanding the uncertainty in the inverted velocity model is essential for the mitigation of the E\&P risks. A common approach to accounting for uncertainty in seismic inverse problems like full-waveform inversion is to describe the unknown parameters in probabilistic by the Bayesian inference. The Bayesian inference aims at incorporating the information from the data, physics, and one{\textquoteright}s prior knowledge to formulate a posterior distribution function to characterize the statistical properties of the unknown parameters. However, characterizing uncertainties for the large-scale full-waveform inversion in seismic exploration is prohibitively expensive since it requires thousands of function evaluations to sample the parameter space (e.g. via Markov chain Monte Carlo sampling). Apart from this, the existing methods of uncertainty quantification for full-waveform inversion is through applying the Bayesian inference to the standard method such as the adjoint-state method with the assumption that no uncertainty arises from the wave-equation. However, the wave-equation may not be able to reflect all the physics, hence, incorporating uncertainty from wave-equation might benefit the quantification of uncertainty. In this work, we propose to perform uncertainty quantification using the recently proposed wavefield reconstruction inversion technique, which gives an appropriate framework to tackle the uncertainty in wave-equation solve by adding the misfit of the wave-equation to the likelihood distribution and relaxing the wave-equation constraint. Moreover, we propose a computationally feasible approach to analyzing the posterior distribution of the wavefield reconstruction inversion method, which incorporates a Gaussian distribution that approximates the posterior distribution with an optimization-driven Gaussian simulator to sample the Gaussian distribution efficiently. Numerical examples show that comparing to the McMC method, our approach is able to produce comparable results with less computational cost. This is joint work with Curt da Silva and Rachel Kuske.},
	keywords = {Presentation, SINBAD, SINBADFALL2016, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/fang2016SINBADFeaq/fang2016SINBADFeaq.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2016/Fall/fang2016SINBADFeaq/fang2016SINBADFeaq.mov},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Tristan van Leeuwen and Felix J. Herrmann and Rachel Kuske}
}
@presentation {fang2015SINBADFuqw,
	title = {Uncertainty quantification for Wavefield-Reconstruction Inversion using a positive-definite approximated Hessian},
	year = {2015},
	publisher = {SINBAD},
	abstract = {We analyze the Hessian of wavefield reconstruction inversion (WRI) and propose a new approximated Hessian. Instead of requiring PDE solves, the matrix-vector multiplication action of the approximate Hessian can be achieved with several matrix-vector multiplications. The diagonal part of the approximated Hessian can be also calculated without additional PDE solves. We apply this approximated Hessian to uncertainty quantification and obtain statistical parameters such as standard deviation and confidence interval. Numerical example illustrate the accuracy of the estimated Hessian and the feasibility of the method to quantify uncertainties.},
	keywords = {Presentation, SINBAD, SINBADFALL2015, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFuqw/fang2015SINBADFuqw.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2015/Fall/fang2015SINBADFuqw/fang2015SINBADFuqw.mov},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
@presentation {fang2014SINBADuqw,
	title = {Uncertainty quantification for Wavefield Reconstruction Inversion},
	year = {2014},
	publisher = {SINBAD},
	abstract = {This talk discusses the uncertainty quantification for the wavefield reconstruction inversion. The Hessian and gradient of the WRI can be easily obtained once the wave field is generated. As a result, we use a Newton type McMC method to sample the posterior distribution. Statistical property such as mean, standard deviation, confidence interval are calculated based on the sampled distribution.},
	keywords = {Presentation, SINBAD, SINBADFALL2014, SLIM},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SINBAD/2014/Fall/fang2014SINBADuqw/fang2014SINBADuqw.pdf},
	author = {Zhilong Fang and Chia Ying Lee and Curt Da Silva and Felix J. Herrmann and Rachel Kuske}
}
