@conference {fang2017AIPepm,
	title = {An efficient penalty method for PDE-constrained optimization problem with source estimation and stochastic optimization},
	booktitle = {Applied Inverse Problems Annual Conference Proceedings},
	year = {2017},
	note = {(AIP, Hangzhou)},
	month = {05-06},
	pages = {40},
	abstract = {Many inverse problems in applied science and engineering can be written as PDE-constrained optimization problems. Typically, one is interested in estimating the unknown medium parameters of the PDE describing the system, given multi-source measurements of the fields in the true medium. The objective function is often very oscillatory, which gives rise to problematic local minima, and merely evaluating one or more of its derivatives requires solving multiple PDEs, which are expensive. In many applications such as seismic exploration, only the source location is available and the source signature itself is unknown, which results in erroneous estimated parameters. In this work, we propose a penalty method to solve the PDE-constrained optimization problem, whereby we replace the PDE constraints by a two-norm penalty term, which leads to a bi-linear optimization problem with a much less oscillatory objective function. By applying the variable projection method, we develop an efficient method to invert the unknown parameters and source signatures simultaneously. To reduce the computational cost, we randomly select a subset of all data to update the parameters at each iteration. Numerical examples demonstrate that this method is less prone to becoming stuck in harmful local minima and is able to successfully invert the unknown parameters and source signature with less computational cost compared to using all the data.},
	keywords = {Optimization, penalty method, source estimation, Stochastic optimization},
	url = {http://aip2017.csp.escience.cn/dct/page/1},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/AIP/2017/fang2017AIPepm/fang2017AIPepm_pres.pdf},
	author = {Zhilong Fang and Curt Da Silva and Felix J. Herrmann}
}
@article {vanleeuwen2015GPWEMVA,
	title = {Enabling affordable omnidirectional subsurface extended image volumes via probing},
	journal = {Geophysical Prospecting},
	volume = {65},
	number = {2},
	year = {2017},
	note = {(Geophysical Prospecting)},
	month = {03},
	pages = {385-406},
	abstract = {Image gathers as a function of subsurface offset are an important tool for the inference of rock properties and velocity analysis in areas of complex geology. Traditionally, these gathers are thought of as multidimensional correlations of the source and receiver wavefields. The bottleneck in computing these gathers lies in the fact that one needs to store, compute, and correlate these wavefields for all shots in order to obtain the desired image gathers. Therefore, the image gathers are typically only computed for a limited number of subsurface points and for a limited range of subsurface offsets, which may cause problems in complex geological areas with large geologic dips. We overcome increasing computational and storage costs of extended image volumes by introducing a formulation that avoids explicit storage and removes the customary and expensive loop over shots found in conventional extended imaging. As a result, we end up with a matrix{\textendash}vector formulation from which different image gathers can be formed and with which amplitude-versus-angle and wave-equation migration velocity analysis can be performed without requiring prior information on the geologic dips. Aside from demonstrating the formation of two-way extended image gathers for different purposes and at greatly reduced costs, we also present a new approach to conduct automatic wave-equation-based migration-velocity analysis. Instead of focusing in particular offset directions and preselected subsets of subsurface points, our method focuses every subsurface point for all subsurface offset directions using a randomized probing technique. As a consequence, we obtain good velocity models at low cost for complex models without the need to provide information on the geologic dips.},
	keywords = {AVA, migration velocity analysis, Stochastic optimization},
	doi = {10.1111/1365-2478.12418},
	url = {https://slim.gatech.edu/Publications/Public/Journals/GeophysicalProspecting/2016/vanleeuwen2015GPWEMVA/vanleeuwen2015GPWEMVA.pdf},
	author = {Tristan van Leeuwen and Rajiv Kumar and Felix J. Herrmann}
}
@conference {louboutin2015SEGtcs,
	title = {Time compressively sampled full-waveform inversion with stochastic optimization},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2015},
	note = {(SEG, New Orleans)},
	month = {10},
	pages = {5153-5157},
	abstract = {Time-domain Full-Waveform Inversion (FWI) aims to image the subsurface of the earth accurately from field recorded data and can be solved via the reduced adjoint-state method. However, this method requires access to the forward and adjoint wavefields that are meet when computing gradient updates. The challenge here is that the adjoint wavefield is computed in reverse order during time stepping and therefore requires storage or other type of mitigation because storing the full time history of the forward wavefield is too expensive in realistic 3D settings. To overcome this challenge, we propose an approximate adjoint-state method where the wavefields are subsampled randomly, which drastically the amount of storage needed. By using techniques from stochastic optimization, we control the errors induced by the subsampling. Examples of the proposed technique on a synthetic but realistic 2D model show that the subsampling-related artifacts can be reduced significantly by changing the sampling for each source after each model update. Combination of this gradient approximation with a quasi-Newton method shows virtually artifact free inversion results requiring only 5\% of storage compared to saving the history at Nyquist. In addition, we avoid having to recompute the wavefields as is required by checkpointing.},
	keywords = {acoustic, Full-waveform inversion, inversion, SEG, Stochastic optimization, Subsampling, Time-domain},
	doi = {10.1190/segam2015-5924937.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2015/louboutin2015SEGtcs/louboutin2015SEGtcs.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2015/louboutin2015SEGtcs/louboutin2015SEGtcs_poster.pdf},
	author = {Mathias Louboutin and Felix J. Herrmann}
}
@techreport {tschannen2014tdl,
	title = {Time domain least squares migration and dimensionality reduction},
	number = {TR-EOAS-2014-9},
	year = {2014},
	month = {06},
	institution = {UBC},
	abstract = {Least-squares seismic migration (LSM) is a wave equation based linearized inversion problem relying on the minimization of a least-squares misfit function, with respect to the medium perturbation, between recorded and modeled wavefields. Today{\textquoteright}s challenges in Hydrocarbon ex- ploration are to build high resolution images of more and more complicated geological reservoirs, which requires to handle very large systems of equations. The extreme size of the problem com- bined with the fact that it is ill-conditioned make LSM not yet feasible for industrial purposes. To overcome this "curse of dimensionality", dimension reduction and divide-and-conquer tech- niques that aim to decrease the computation time and the required memory, while conserving the image quality, have recently been developed. By borrowing ideas from stochastic optimiza- tion and compressive sensing, the imaging problem is reformulated as an L1-regularized, sparsity promoted LSM. The idea is to take advantage of the compressibility of the model perturbation in the curvelet domain and to work on series of smaller subproblems each involving a small ran- domized subset of data. We try two different subset sampling strategies, artificial randomized simultaneous sources experiments ("supershots") and drawing sequential shots firing at random source locations. These subsets are changed after each subproblem is solved. In both cases we obtain good migration results at significantly reduced computational cost. Application of these methods to a complicated synthetic model yields to encouraging results, underlining the usefulness of sparsity promotion and randomization in time stepping formulation.},
	keywords = {Compressive Sensing, sparsity promotion, Stochastic optimization, Wave equation migration},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2014/tschannen2014tdl/tschannen2014tdl.pdf},
	author = {Valentin Tschannen and Zhilong Fang 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}
}
