4 papers
Diffusion-guided optimization for full waveform inversion
Yiran Shen, Yangkang Chen, Björn Engquist
We present a diffusion-guided full waveform inversion (FWI) study in which pretrained diffusion generative models are used as learned regularizers inside a PDE-constrained seismic…
Sampling Using Hybrid Stochastic Dynamics
Björn Engquist, Kui Ren, Yunan Yang
This work proposes a framework for sampling from the Gibbs distribution of a given potential using hybrid stochastic dynamics. In this framework, two distinct sampling dynamics are…
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization
Björn Engquist, Kui Ren, Yunan Yang
We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is th…
Sampling with Adaptive Variance for Multimodal Distributions
Björn Engquist, Kui Ren, Yunan Yang
We propose and analyze a class of adaptive sampling algorithms for multimodal distributions on a bounded domain, which share a structural resemblance to the classic overdamped Lang…