@conference {rizzuti2020SEGuqavp,
	title = {Parameterizing uncertainty by deep invertible networks, an application to reservoir characterization},
	booktitle = {SEG Technical Program Expanded Abstracts},
	year = {2020},
	note = {(SEG, virtual)},
	month = {09},
	pages = {1541-1545},
	abstract = {Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This analysis allows to assess the confidence in the candidate solution and how it is reflected in the tasks that are typically performed after imaging (e.g., stratigraphic segmentation following reservoir characterization). Classically, uncertainty comes in the form of a probability distribution formulated from Bayesian principles, from which we seek to obtain samples. A popular solution involves Monte Carlo sampling. Here, we propose instead an approach characterized by training a deep network that "pushes forward" Gaussian random inputs into the model space (representing, for example, density or velocity) as if they were sampled from the actual posterior distribution. Such network is designed to solve a variational optimization problem based on the Kullback-Leibler divergence between the posterior and the network output distributions. This work is fundamentally rooted in recent developments for invertible networks. Special invertible architectures, besides being computational advantageous with respect to traditional networks, do also enable analytic computation of the output density function. Therefore, after training, these networks can be readily used as a new prior for a related inversion problem. This stands in stark contrast with Monte-Carlo methods, which only produce samples. We validate these ideas with an application to angle-versus-ray parameter analysis for reservoir characterization.},
	keywords = {Full-waveform inversion, SEG, Uncertainty quantification},
	doi = {10.1190/segam2020-3428150.1},
	url = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/rizzuti2020SEGuqavp/rizzuti2020SEGuqavp.html},
	presentation = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/rizzuti2020SEGuqavp/rizzuti2020SEGuqavp_pres.pdf},
	url2 = {https://slim.gatech.edu/Publications/Public/Conferences/SEG/2020/rizzuti2020SEGuqavp/rizzuti2020SEGuqavp_pres.mp4},
	software = {https://github.com/slimgroup/Software.SEG2020},
	author = {Gabrio Rizzuti and Ali Siahkoohi and Philipp A. Witte and Felix J. Herrmann}
}
@article {peters2018pmf,
	title = {Projection methods and applications for seismic nonlinear inverse problems with multiple constraints},
	journal = {Geophysics},
	volume = {84},
	number = {2},
	year = {2018},
	note = {(Geophysics)},
	month = {02},
	pages = {R251-R269},
	abstract = {Nonlinear inverse problems are often hampered by non-uniqueness and local minima because of missing low frequencies and far offsets in the data, lack of access to good starting models, noise, and modeling errors. A well-known approach to counter these deficiencies is to include prior information on the unknown model, which regularizes the inverse problem. While conventional regularization methods have resulted in enormous progress in ill-posed (geophysical) inverse problems, challenges remain when the prior information consists of multiple pieces. To handle this situation, we propose an optimization framework that allows us to add multiple pieces of prior information in the form of constraints. Compared to additive regularization penalties, constraints have a number of advantages making them more suitable for inverse problems such as full-waveform inversion. The proposed framework is rigorous because it offers assurances that multiple constraints are imposed uniquely at each iteration, irrespective of the order in which they are invoked. To project onto the intersection of multiple sets uniquely, we employ Dykstra{\textquoteright}s algorithm that scales to large problems and does not rely on trade-off parameters. In that sense, our approach differs substantially from approaches such as Tikhonov regularization, penalty methods, and gradient filtering. None of these offer assurances, which makes them less suitable to full-waveform inversion where unrealistic intermediate results effectively derail the iterative inversion process. By working with intersections of sets, we keep expensive objective and gradient calculations unaltered, separate from projections, and we also avoid trade-off parameters. These features allow for easy integration into existing code bases. In addition to more predictable behavior, working with constraints also allows for heuristics where we built up the complexity of the model gradually by relaxing the constraints. This strategy helps to avoid convergence to local minima that represent unrealistic models. We illustrate this unique feature with examples of varying complexity.},
	keywords = {constraints, Full-waveform inversion, intersection, Optimization, projection, regularization},
	doi = {10.1190/geo2018-0192.1},
	url = {https://slim.gatech.edu/Publications/Public/Journals/Geophysics/2018/peters2018pmf/peters2018pmf.html},
	author = {Bas Peters and Brendan R. Smithyman and Felix J. Herrmann}
}
