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We propose a new approach to measuring the agreement between two oscillatory time-series, such as seismic waveforms, and demonstrate that it can be used effectively in inverse problems. Our approach is based on Optimal Transport theory and the Wasserstein distance, with a novel transformation of the time-series to ensure that necessary normalization and positivity conditions are met. Our measure is differentiable, and can readily be used within an optimization framework. We demonstrate performance with a variety of synthetic examples, including seismic source inversion, and observe substantially better convergence properties than achieved with conventional L 2 misfits. We also briefly discuss the relationship between Optimal Transport and Bayesian inference. [ABSTRACT FROM AUTHOR]

Monte Carlo methods are widespread in geophysics and have proved to be powerful in non-linear inverse problems. However, they are associated with significant practical challenges, including long calculation times, large output ensembles of Earth models, and difficulties in the appraisal of the results. This paper addresses some of these challenges using generative models, a family of tools that have recently attracted much attention in the machine learning literature. Generative models can, in principle, learn a probability distribution from a set of given samples and also provide a means for rapid generation of new samples which follow that approximated distribution. These two features make them well suited for application to the outputs of Monte Carlo algorithms. In particular, training a generative model on the posterior distribution of a Bayesian inference problem provides two main possibilities. First, the number of parameters in the generative model is much smaller than the number of values stored in the ensemble, leading to large compression rates. Secondly, once trained, the generative model can be used to draw any number of samples, thereby eliminating the dependence on an often large and unwieldy ensemble. These advantages pave new pathways for the use of Monte Carlo ensembles, including improved storage and communication of the results, enhanced calculation of numerical integrals, and the potential for convergence assessment of the Monte Carlo procedure. Here, these concepts are initially demonstrated using a simple synthetic example that scales into higher dimensions. They are then applied to a large ensemble of shear wave velocity models of the core–mantle boundary, recently produced in a Monte Carlo study. These examples demonstrate the effectiveness of using generative models to approximate posterior ensembles, and indicate directions to address various challenges in Monte Carlo inversion. [ABSTRACT FROM AUTHOR]