@article {li2015GEOPmgn,
	title = {Modified Gauss-Newton full-waveform inversion explained{\textendash}-why sparsity-promoting updates do matter},
	journal = {Geophysics},
	volume = {81},
	number = {3},
	year = {2016},
	note = {(Geophysics)},
	month = {05},
	pages = {R125-R138},
	abstract = {Full-waveform inversion can be formulated as a nonlinear least-squares optimization problem. This non-convex problem can be extremely computationally expensive because it requires repeatedly solving large linear systems that correspond to discretized partial differential equations. Randomized subsampling techniques allow us to work with small subsets of (monochromatic) source experiments, reducing the computational cost. However, this subsampling weakens subsurface illumination and introduces subsampling related incoherent artifacts. These subsampling-related artifacts{\textendash}-in conjunction with local minima that are known to plague full-waveform inversion{\textendash}-motivate us to come up with a technique to "regularize" this problem. Following earlier work, we take advantage of the fact that curvelets represent subsurface models and perturbations parsimoniously. At first impulse promoting sparsity on the model directly seems the most natural way to proceed, but we will demonstrate that in certain cases it can be advantageous to promote sparsity on the Gauss-Newton updates instead. While constraining the one-norm of the descent directions does not change not change the underlying full-waveform inversion objective, the constrained model updates remain descent directions, remove subsampling-related artifacts and improve the overall inversion result. We empirically observe this phenomenon in situations where the different model updates occur at roughly the same locations in the curvelet domain. We further investigate and analyze this phenomenon, where nonlinear inversions benefit from sparsity-promoting constraints on the updates, by means of a set of carefully selected examples including phase retrieval and full-waveform inversion. In all cases, we observe a faster decay of the residual and model error as a function of the number of iterations.},
	keywords = {Full-waveform inversion, Gauss-Newton method, sparsity promotion},
	doi = {10.1190/geo2015-0266.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2016/li2015GEOPmgn/li2015GEOPmgn.pdf},
	author = {Xiang Li and Ernie Esser and Felix J. Herrmann}
}
@mastersthesis {li2015THsps,
	title = {Sparsity promoting seismic imaging and full-waveform inversion},
	year = {2015},
	note = {(PhD)},
	month = {07},
	school = {The University of British Columbia},
	type = {phd},
	address = {Vancouver},
	abstract = {This thesis will address the large computational costs of solving least-squares migration and full-waveform inversion problems. Least-squares seismic imaging and full-waveform inversion are seismic inversion techniques that require iterative minimizations of large least-squares misfit functions. Each iteration requires an evaluation of the Jacobian operator and its adjoint, both of which require two wave-equation solves for all sources, creating prohibitive computational costs. In order to reduce costs, we utilize randomized dimensionality reduction techniques, reducing the number of sources used during inversion. The randomized dimensionality reduction techniques create subsampling related artifacts, which we mitigate by using curvelet-domain sparsity-promoting inversion techniques. Our method conducts least-squares imaging at the approximate cost of one reverse-time migration with all sources, and computes the Gauss-Newton full-waveform inversion update at roughly the cost of one gradient update with all sources. Finally, during our research of the full-waveform inversion problem, we discovered that we can utilize our method as an alternative approach to add sparse constraints on the entire velocity model by imposing sparsity constraints on each model update separately, rather than regularizing the total velocity model as typically practiced. We also observed this alternative approach yields a faster decay of the residual and model error as a function of iterations. We provided empirical arguments why and when imposing sparsity on the updates can lead to improved full-waveform inversion results.},
	keywords = {Full-waveform inversion, Gauss-Newton method, least-squares imaging, seismic imaging, sparsity promoting},
	url = {https://slim.gatech.edu/Publications/Public/Thesis/2015/li2015THsps/li2015THsps.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Thesis/2015/li2015THsps/li2015THsps_pres.pdf},
	author = {Xiang Li}
}
@conference {li2013SEGodmvdaiedwawe,
	title = {Optimization driven model-space versus data-space approaches to invert elastic data with the acoustic wave equation},
	booktitle = {SEG Technical Program Expanded Abstracts},
	volume = {32},
	year = {2013},
	month = {09},
	pages = {986-990},
	abstract = {Inverting data with elastic phases using an acoustic wave equation can lead to erroneous results, especially when the number of iterations is too high, which may lead to over fitting the data. Several approaches have been proposed to address this issue. Most commonly, people apply "data-independent" filtering operations that are aimed to deemphasize the elastic phases in the data in favor of the acoustic phases. Examples of this approach are nested loops over offset range and Laplace parameters. In this paper, we discuss two complementary optimization-driven methods where the minimization process decides adaptively which of the data or model components are consistent with the objective. Specifically, we compare the Student{\textquoteright}s t misfit function as the data-space alternative and curvelet-domain sparsity promotion as the model-space alternative. Application of these two methods to a realistic synthetic lead to comparable results that we believe can be improved by combining these two methods.},
	keywords = {elastic, Full-waveform inversion, least-squares, SEG},
	doi = {10.1190/segam2013-1375.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2013/li2013SEGodmvdaiedwawe/li2013SEGodmvdaiedwawe.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2013/li2013SEGodmvdaiedwawe/li2013SEGodmvdaiedwawe_pres.pdf},
	author = {Xiang Li and Anais Tamalet and Tristan van Leeuwen and Felix J. Herrmann}
}
@conference {herrmann2011SEGffw,
	title = {Fast full-waveform inversion with compressive sensing},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2011},
	keywords = {Full-waveform inversion, SEG, SLIM},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2011/HerrmannSEG2011fws/HerrmannSEG2011fws.pdf},
	author = {Aleksandr Y. Aravkin and Felix J. Herrmann and Tristan van Leeuwen and Xiang Li}
}
@conference {herrmann2011SLRAfwi,
	title = {Full waveform inversion with compressive updates},
	booktitle = {SLRA},
	year = {2011},
	publisher = {Sparse and Low Rank Approximation 2011},
	organization = {Sparse and Low Rank Approximation 2011},
	abstract = {Full-waveform inversion relies on large multi-experiment data volumes. While improvements in acquisition and inversion have been extremely successful, the current push for higher quality models reveals fundamental shortcomings handling increasing problem sizes numerically. To address this fundamental issue, we propose a randomized dimensionality-reduction strategy motivated by recent developments in stochastic optimization and compressive sensing. In this formulation conventional Gauss-Newton iterations are replaced by dimensionality-reduced sparse recovery problems with source encodings.},
	keywords = {Full-waveform inversion},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SLRA/2011/herrmann2011SLRAfwi/herrmann2011SLRAfwi.pdf},
	author = {Felix J. Herrmann and Aleksandr Y. Aravkin and Xiang Li and Tristan van Leeuwen}
}
@conference {aravkin2011SIAMfwi,
	title = {Full waveform inversion with compressive updates},
	booktitle = {SIAM},
	year = {2011},
	publisher = {SIAM CS\&E 2011},
	organization = {SIAM CS\&E 2011},
	abstract = {Full-waveform inversion relies on large multi-experiment data volumes. While improvements in acquisition and inversion have been extremely successful, the current push for higher quality models reveals fundamental shortcomings handling increasing problem sizes numerically. To address this fundamental issue, we propose a randomized dimensionality-reduction strategy motivated by recent developments in stochastic optimization and compressive sensing. In this formulation conventional Gauss-Newton iterations are replaced by dimensionality-reduced sparse recovery problems with source encodings.},
	keywords = {Full-waveform inversion, SLIM},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SIAM/2011/aravkin2011SIAMfwi/aravkin2011SIAMfwi.pdf},
	author = {Aleksandr Y. Aravkin and Felix J. Herrmann and Tristan van Leeuwen and James V. Burke and Xiang Li}
}
@conference {li2011EAGEfwirr,
	title = {Full-waveform inversion with randomized L1 recovery for the model updates},
	booktitle = {EAGE Annual Conference Proceedings},
	year = {2011},
	month = {05},
	abstract = {Full-waveform inversion (FWI) is a data fitting procedure that relies on the collection of seismic data volumes and sophisticated computing to create high-resolution results. With the advent of FWI, the improvements in acquisition and inversion have been substantial, but these improvements come at a high cost because FWI involves extremely large multi-experiment data volumes. The main obstacle is the "curse of dimensionality" exemplified by Nyquist{\~O}s sampling criterion, which puts a disproportionate strain on current acquisition and processing systems as the size and desired resolution increases. In this paper, we address the "curse of dimensionality" by randomized dimensionality reduction of the FWI problem adapted from the field of CS. We invert for model updates by replacing the Gauss-Newton linearized subproblem for subsampled FWI with a sparsity promoting formulation, and solve this formulation using the SPGl1 algorithm. We speed up the algorithm and avoid overfitting the data by solving for the linearized updates only approximately. Our approach is successful because it reduces the size of seismic data volumes without loss of information. With this reduction, we can compute a Newton-like update with the reduced data volume at the cost of roughly one gradient update for the fully sampled wavefield.},
	keywords = {EAGE, Full-waveform inversion, Presentation},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/li11EAGEfwirr/li11EAGEfwirr.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/EAGE/2011/li11EAGEfwirr/li11EAGEfwirr_pres.pdf},
	url2 = {http://earthdoc.eage.org/publication/publicationdetails/?publication=50345},
	author = {Xiang Li and Aleksandr Y. Aravkin and Tristan van Leeuwen and Felix J. Herrmann}
}
@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 {li2011SBGFmgnsu,
	title = {Modified Gauss-Newton with sparse updates},
	booktitle = {SBGF},
	year = {2011},
	publisher = {SBGF},
	organization = {SBGF},
	abstract = {Full-waveform inversion (FWI) is a data fitting procedure that relies on the collection of seismic data volumes and sophisticated computing to create high-resolution models.With the advent of FWI, the improvements in acquisition and inversion have been substantial, but these improvements come at a high cost because FWI involves extremely large multi-experiment data volumes. The main obstacle is the {\textquoteleft}curse of dimensionality{\textquoteright} exemplified by Nyquist{\textquoteright}s sampling criterion, which puts a disproportionate strain on current acquisition and processing systems as the size and desired resolution increases. In this paper, we address the {\textquoteleft}curse of dimensionality{\textquoteright} by using randomized dimensionality reduction of the FWI problem, coupled with a modified Gauss-Newton (GN) method designed to promote curvelet-domain sparsity of model updates. We solve for these updates using the spectral projected gradient method, implemented in the SPG1 software package. Our approach is successful because it reduces the size of seismic data volumes without loss of information. With this reduction, we can compute Gauss-Newton updates with the reduced data volume at the cost of roughly one gradient update for the fully sampled wavefield},
	keywords = {Full-waveform inversion, SBGF},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SBGF/2011/li11SBGFmgnsu/li11SBGFmgnsu.pdf},
	author = {Xiang Li and Felix J. Herrmann and Tristan van Leeuwen and Aleksandr Y. Aravkin}
}
@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 {li2010SEGfwi,
	title = {Full-waveform inversion from compressively recovered model updates},
	booktitle = {SEG Technical Program Expanded Abstracts},
	volume = {29},
	year = {2010},
	month = {10},
	pages = {1029-1033},
	publisher = {SEG},
	organization = {SEG},
	abstract = {Full-waveform inversion relies on the collection of large multi-experiment data volumes in combination with a sophisticated back-end to create high-fidelity inversion results. While improvements in acquisition and inversion have been extremely successful, the current trend of incessantly pushing for higher quality models in increasingly complicated regions of the Earth reveals fundamental shortcomings in our ability to handle increasing problem size numerically. Two main culprits can be identified. First, there is the so-called {\textquoteleft}{\textquoteleft}curse of dimensionality{\textquoteright}{\textquoteright} exemplified by Nyquist{\textquoteright}s sampling criterion, which puts disproportionate strain on current acquisition and processing systems as the size and desired resolution increases. Secondly, there is the recent {\textquoteleft}{\textquoteleft}departure from Moore{\textquoteright}s law{\textquoteright}{\textquoteright} that forces us to lower our expectations to compute ourselves out of this. In this paper, we address this situation by randomized dimensionality reduction, which we adapt from the field of compressive sensing. In this approach, we combine deliberate randomized subsampling with structure-exploiting transform-domain sparsity promotion. Our approach is successful because it reduces the size of seismic data volumes without loss of information. With this reduction, we compute Newton-like updates at the cost of roughly one gradient update for the fully-sampled wavefield.},
	keywords = {Full-waveform inversion, Presentation, SEG},
	doi = {10.1190/1.3513022},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2010/li10SEGfwi/li10SEGfwi.pdf},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2010/li10SEGfwi/li10SEGfwi_pres.pdf},
	author = {Xiang Li and Felix J. Herrmann}
}
