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Stability of Gibbs Posteriors from the Wasserstein Loss for Bayesian Full Waveform Inversion

04/07/2020
by   Matthew M. Dunlop, et al.
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Recently, the Wasserstein loss function has been proven to be effective when applied to deterministic full-waveform inversion (FWI) problems. We consider the application of this loss function in Bayesian FWI so that the uncertainty can be captured in the solution. Other loss functions that are commonly used in practice are also considered for comparison. Existence and stability of the resulting Gibbs posteriors are shown on function space under weak assumptions on the prior and model. In particular, the distribution arising from the Wasserstein loss is shown to be quite stable with respect to high-frequency noise in the data. We then illustrate the difference between the resulting distributions numerically, using Laplace approximations and dimension-robust MCMC to estimate the unknown velocity field and uncertainty associated with the estimates.

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