Low-cost uncertainty quantification for large-scale inverse problems

TitleLow-cost uncertainty quantification for large-scale inverse problems
Publication TypePresentation
Year of Publication2022
AuthorsAli Siahkoohi, Gabrio Rizzuti, Rafael Orozco, Felix J. Herrmann
KeywordsInverse problems, ML4SEISMIC, Normalizing flows, seismic imaging, SLIM, Uncertainty quantification, Variational Inference

Bayesian inference for large-scale inverse problems is challenged by the computationally costly forward operator evaluations during posterior distribution sampling. Recent advances in variational inference and deep learning reduce these costs by pretraining a neural network capable of sampling the posterior distribution for previously unseen observed data. In geophysical applications, however, the accuracy of these methods depends on sufficiently capturing subsurface variability through a training dataset, which is challenging given the heterogeneity of the Earth’s subsurface and our lack of access to it. Moreover, these methods may be unreliable in the presence of data distribution shifts, e.g., a change in the number of source experiments, noise distribution, or geological features to be imaged. As such, we present a solution that increases the robustness of deep-learning-based Bayesian inference approaches when faced with changes in data distribution. Our proposed method involves a physics-based adaptation to the latent distribution of a conditional normalizing flow that is pretrained to approximate the posterior distribution for previously unseen data. Instead of feeding standard Gaussian latent samples to the conditional normalizing flow, this method parameterizes the latent distribution by a Gaussian distribution with an unknown mean and diagonal covariance, estimated by minimizing the Kullback-Leibler divergence between predicted and true posterior distributions. This method is applicable to a wide range of inverse problems and has the potential to significantly reduce the costs of Bayesian variational inference. By means of a realistic seismic imaging example we demonstrate that the proposed latent distribution adaptation method mitigates the Bayesian inference errors induced by data distribution shifts, including shifts in the forward model and prior distribution.

Citation Keysiahkoohi2022ML4SEISMICluq