TY - GEN
T1 - Approximate Langevin Monte Carlo with Adaptation for Bayesian Full-Waveform Inversion
AU - Izzatullah, Muhammad
AU - Van Leeuwen, T.
AU - Peter, Daniel
N1 - KAUST Repository Item: Exported on 2021-10-05
Acknowledgements: The first author would like to thank Tristan van Leeuwen at Utrecht University for visiting his research lab, which led to this work, and his continuous support. The research visits and the work reported here were supported by funding from King Abdullah University of Science and Technology (KAUST).
PY - 2021
Y1 - 2021
N2 - In this work, we present a proof of concept for Bayesian full-waveform inversion (FWI) in 2-D. This is based on approximate Langevin Monte Carlo sampling with a gradient-based adaptation of the posterior distribution. We apply our method to the Marmousi model, and it reliably recovers important aspects of the posterior, including the statistical moments, and 1-D and 2-D marginals. Depending on the variations of seismic velocities, the posterior can be significantly non-Gaussian, which directly suggest that using a Hessian approximation for uncertainty quantification in FWI may not be sufficient.
AB - In this work, we present a proof of concept for Bayesian full-waveform inversion (FWI) in 2-D. This is based on approximate Langevin Monte Carlo sampling with a gradient-based adaptation of the posterior distribution. We apply our method to the Marmousi model, and it reliably recovers important aspects of the posterior, including the statistical moments, and 1-D and 2-D marginals. Depending on the variations of seismic velocities, the posterior can be significantly non-Gaussian, which directly suggest that using a Hessian approximation for uncertainty quantification in FWI may not be sufficient.
UR - http://hdl.handle.net/10754/672094
UR - https://www.earthdoc.org/content/papers/10.3997/2214-4609.202112443
U2 - 10.3997/2214-4609.202112443
DO - 10.3997/2214-4609.202112443
M3 - Conference contribution
BT - 82nd EAGE Annual Conference & Exhibition
PB - European Association of Geoscientists & Engineers
ER -