Abstract
Bayesian inference methods are widespread in geophysics and over the
decades have been extensively applied to inverse problems, where they
are particularly represented through Monte Carlo methods. These are
popular as they allow to easily quantify uncertainties and parameter
trade-offs but on the downside usually require large computational
effort. Here, we propose to use methods from generative deep learning,
in particular Normalizing Flows, as global proposal distribution in a
Markov chain Monte Carlo context. A simple synthetic example
demonstrates that a Normalizing Flow proposal can provide samples with
high efficiency and low inter-dependence even in higher dimensions. In a
waveform inversion example, it is shown that Normalizing Flows can
significantly improve efficiency in sampling complicated posterior
distributions. This effect can be increased by adaptive sampling,
i.e.\ further refining the Normalizing Flow on its own
outputs. The methods presented in this study are thought to be the first
application of deep learning-based proposal distributions in geophysics,
and contribute to the development of deep-learning enhanced Monte Carlo
methods for geophysical inverse problems.