Abstract
We develop a Hamiltonian Monte Carlo (HMC) sampler which solves a
multi-parameter elastic full-waveform inversion (FWI) in a probabilistic
setting for the first time. This gives novel access to the full
posterior distribution for this type of highly non-linear inverse
problem. Typically, FWI has focused on using gradient descent methods
with proper regularization to iteratively update models to a minimum
misfit value. Non-uniqueness and uncertainties are mostly in this
approach. Bayesian inversions offer an alternative by assigning a
probability to each model in model space given some data and prior
constraints. The drawback is the need to evaluate a very large number of
models. Random walks from Markov chains counter this effect by only
exploring regions of model space where probability is significant. HMC
method additionally incorporates gradient information, i.e. local
structure, typically available for numerical waveform tomography
experiments. So far, HMC has only been implented for acoustic FWI. We
implement HMC for multiple 2D elastic FWI set-ups. Using parallelized
wave propagation code, wavefields and kernels are computed on an regular
numerical grid and projected onto basis functions. These gradients are
subsequently used to explore the posterior space of different target
models using HMC. The free parameters in these experiments are P and S
velocity, and density. Although simulating Hamiltonian dynamics in the
resulting phase space is approximated numerically, the results of the
Markov chain are nevertheless very insightful. No prior tuning of
kernels, data or model space is required, under the constraint that the
sampler is properly tuned. After a burn in phase during which the mass
matrix is iteratively optimized, the Markov chain is run on multiple
nodes. After approximately 100,000 samples (combined from all nodes) the
Markov chain mixes well. The resulting samples give access to the full
posterior distribution, including the mean and maximum-likelihood
models, conditional probabilities, inter-parameter correlations and
marginal distributions.