@techreport {siahkoohi2020TRfuqf,
	title = {Faster Uncertainty Quantification for Inverse Problems with Conditional Normalizing Flows},
	number = {TR-CSE-2020-2},
	year = {2020},
	month = {07},
	institution = {Georgia Institute of Technology},
	abstract = {In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_X,Y(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we can employ supervised training to learn a solution $x$ and its uncertainty from the observations $y$. We refer to this problem as the "supervised" case. However, the data $y\sim p_Y(y)$ collected at one point could be distributed differently than observations $y{\textquoteright}\sim p_Y{\textquoteright}(y{\textquoteright})$, relevant for a current set of problems. In the context of Bayesian inference, we propose a two-step scheme, which makes use of normalizing flows and joint data to train a conditional generator $q_θ(x|y)$ to approximate the target posterior density $p_X|Y(x|y)$. Additionally, this preliminary phase provides a density function $q_θ(x|y)$, which can be recast as a prior for the "unsupervised" problem, e.g. when only the observations $y{\textquoteright}\sim p_Y{\textquoteright}(y{\textquoteright})$, a likelihood model $y{\textquoteright}|x$, and a prior on $x{\textquoteright}$ are known. We then train another invertible generator with output density $q{\textquoteright}_φ(x|y{\textquoteright})$ specifically for $y{\textquoteright}$, allowing us to sample from the posterior $p_X|Y{\textquoteright}(x|y{\textquoteright})$. We present some synthetic results that demonstrate considerable training speedup when reusing the pretrained network $q_θ(x|y{\textquoteright})$ as a warm start or preconditioning for approximating $p_X|Y{\textquoteright}(x|y{\textquoteright})$, instead of learning from scratch. This training modality can be interpreted as an instance of transfer learning. This result is particularly relevant for large-scale inverse problems that employ expensive numerical simulations.},
	keywords = {deep learning, invertible networks, Uncertainty quantification},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2020/siahkoohi2020TRfuqf/siahkoohi2020TRfuqf.html},
	author = {Ali Siahkoohi and Gabrio Rizzuti and Philipp A. Witte and Felix J. Herrmann}
}
@techreport {wang2014SEGfwi,
	title = {Full waveform inversion with interferometric measurements},
	number = {TR-EOAS-2014-5},
	year = {2014},
	month = {04},
	institution = {UBC},
	abstract = {In this note, we design new misfit functions for full-waveform inversion by using interferometric measurements to reduce sensitivity to phase errors. Though established within a completely different setting from the linear case, we obtain a similar observation: the interferometry can improve robustness under certain modeling errors. Moreover, in order to deal with errors on both source and receiver sides, we propose a higher order interferometry, which, as a generalization of the usual definition, involves the cross correlation of four traces. A proof of principle simulations is included on a stylized example.},
	keywords = {FWI},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2014/wang2014SEGfwi/wang2014SEGfwi.html},
	author = {Rongrong Wang and Ozgur Yilmaz and Felix J. Herrmann}
}
@techreport {rajiv2012SEGFRM,
	title = {Fast methods for rank minimization with applications to seismic-data interpolation},
	number = {TR-EOAS-2012-3},
	year = {2012},
	month = {04},
	institution = {Department of Earth and Ocean Sciences},
	address = {University of British Columbia, Vancouver},
	abstract = {Rank penalizing techniques are an important direction in seismic inverse problems, since they allow improved recovery by exploiting low-rank structure. A major downside of current state of the art techniques is their reliance on the SVD of seismic data structures, which can be prohibitively expensive. Fortunately, recent work allows us to circumvent this problem by working with matrix factorizations. We review a novel approach to rank penalization, and successfully apply it to the seismic interpolation problem by exploiting the low-rank structure of seismic data in the midpoint-offset domain. Experiments for the recovery of 2D monochromatic data matrices and seismic lines represented as 3D volumes support the feasibility and potential of the new approach.},
	keywords = {Optimization, Rank, Seismic data Interpolation},
	url = {https://slim.gatech.edu/Publications/Public/TechReport/2012/rajiv2012SEGFRM/rajiv2012SEGFRM.pdf},
	author = {Rajiv Kumar and Aleksandr Y. Aravkin and Felix J. Herrmann}
}
@techreport {vanleeuwen2012CGMN,
	title = {Fourier analysis of the CGMN method for solving the Helmholtz equation},
	number = {TR-EOAS-2012-1},
	year = {2012},
	institution = {Department of Earth, Ocean and Atmospheric Sciences},
	address = {The University of British Columbia, Vancouver},
	abstract = {The Helmholtz equation arises in many applications, such as seismic and medical imaging. These application are characterized by the need to propagate many wavelengths through an inhomogeneous medium. The typical size of the problems in 3D applications precludes the use of direct factorization to solve the equation and hence iterative methods are used in practice. For higher wavenumbers, the system becomes increasingly indefinite and thus good preconditioners need to be constructed. In this note we consider an accelerated Kazcmarz method (CGMN) and present an expression for the resulting iteration matrix. This iteration matrix can be used to analyze the convergence of the CGMN method. In particular, we present a Fourier analysis for the method applied to the 1D Helmholtz equation. This analysis suggests an optimal choice of the relaxation parameter. Finally, we present some numerical experiments.},
	keywords = {Helmholtz equation, Modelling},
	url = {http://arxiv.org/abs/1210.2644},
	author = {Tristan van Leeuwen}
}
