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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]

We develop a theoretical framework for framing and solving probabilistic linear(ized) inverse problems in function spaces. This is built on the statistical theory of Gaussian Processes, and allows results to be obtained independent of any basis, avoiding any difficulties associated with the fidelity of representation that can be achieved. We show that the results of Backus–Gilbert theory can be fully understood within our framework, although there is not an exact equivalence due to fundamental differences of philosophy between the two approaches. Nevertheless, our work can be seen to unify several strands of linear inverse theory, and connects it to a large body of work in machine learning. We illustrate the application of our theory using a simple example, involving determination of Earth's radial density structure. [ABSTRACT FROM AUTHOR]

Most linear inverse problems require regularization to ensure that robust and meaningful solutions can be found. Typically, Tikhonov-style regularization is used, whereby a preference is expressed for models that are somehow 'small' and/or 'smooth'. The strength of such preferences is expressed through one or more damping parameters, which control the character of the solution, and which must be set by the user. However, identifying appropriate values is often regarded as a matter of art, guided by various heuristics. As a result, such choices have often been the source of controversy and concern. By treating these as hyperparameters within a hierarchical Bayesian framework, we are able to obtain solutions that encompass the range of permissible regularization parameters. Furthermore, we show that these solutions are often well-approximated by those obtained via standard analysis using certain regularization choices which are—in a certain sense—optimal. We obtain algorithms for determining these optimal values in various cases of common interest, and show that they generate solutions with a number of attractive properties. A reference implementation of these algorithms, written in Python, accompanies this paper. [ABSTRACT FROM AUTHOR]

This paper applies parallel tempering within a Bayesian formulation for strongly nonlinear geoacoustic inverse problems. Bayesian geoacoustic inversion consists of sampling the posterior probability density (PPD) of seabed parameters to estimate integral properties, such as marginal probability distributions, based on ocean acoustic data and prior information. This sampling is usually carried out using the Markov-chain Monte Carlo method of Metropolis-Hastings sampling. However, standard sampling methods can be very inefficient for strongly nonlinear problems involving multi-modal PPDs with the potential to miss important regions of the parameter space and to significantly underestimate parameter uncertainties. Parallel tempering achieves efficient/effective sampling of challenging parameter spaces with the ability to transition freely between multiple PPD modes by running parallel Markov chains at a series of increasing sampling temperatures with probabilistic interchanges between chains. The approach is illustrated for inversion of (simulated) acoustic reverberation data for which the PPD is highly multi-modal. While Metropolis-Hastings sampling gives poor results even with very large sample sizes, parallel tempering provides efficient, convergent sampling of the PPD. Methods to enhance the efficiency of parallel tempering are also considered. [ABSTRACT FROM AUTHOR]