5 papers
Monte Carlo Gradient in Optimization Constrained by Radiative Transport Equation
Qin Li, Li Wang, Yunan Yang
Can Monte Carlo (MC) solvers be directly used in gradient-based methods for PDE-constrained optimization problems? In these problems, a gradient of the loss function is typically p…
Anderson Acceleration for Seismic Inversion
Yunan Yang
The state-of-art seismic imaging techniques treat inversion tasks such as FWI and LSRTM as PDE-constrained optimization problems. Due to the large-scale nature, gradient-based opti…
Stability of Gibbs Posteriors from the Wasserstein Loss for Bayesian Full Waveform Inversion
Matthew M. Dunlop, Yunan Yang
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 lo…
Optimal Transport Based Seismic Inversion: Beyond Cycle Skipping
Bjorn Engquist, Yunan Yang
Full-waveform inversion (FWI) is today a standard process for the inverse problem of seismic imaging. PDE-constrained optimization is used to determine unknown parameters in a wave…
The quadratic Wasserstein metric for inverse data matching
Bjorn Engquist, Kui Ren, Yunan Yang
This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein () distance as the measure of data discrepancy in computational solutions…