Geophysical Inversion and Optimal Transport

04/29/2022
by   Malcolm Sambridge, et al.
0

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed 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 normalisation and positivity conditions are met. Our measure is differentiable, and can readily be employed 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.

READ FULL TEXT

page 5

page 10

page 13

page 19

page 20

page 23

page 27

page 42

research
01/15/2019

Transform-based particle filtering for elliptic Bayesian inverse problems

We introduce optimal transport based resampling in adaptive SMC. We cons...
research
01/31/2020

Optimal Transport Based Seismic Inversion: Beyond Cycle Skipping

Full waveform inversion (FWI) is today a standard process for the invers...
research
06/01/2023

OTW: Optimal Transport Warping for Time Series

Dynamic Time Warping (DTW) has become the pragmatic choice for measuring...
research
03/14/2023

Sinkhorn-Flow: Predicting Probability Mass Flow in Dynamical Systems Using Optimal Transport

Predicting how distributions over discrete variables vary over time is a...
research
05/12/2021

Autoregressive Optimal Transport Models

Series of distributions indexed by equally spaced time points are ubiqui...
research
05/28/2018

Bayesian Learning with Wasserstein Barycenters

In this work we introduce a novel paradigm for Bayesian learning based o...
research
05/19/2020

An optimal transport approach to data compression in distributionally robust control

We consider the problem of controlling a stochastic linear time-invarian...

Please sign up or login with your details

Forgot password? Click here to reset