Bayesian Inversion, Uncertainty Analysis and Interrogation using
Boosting Variational Inference
Abstract
Geoscientists use observed data to estimate properties of the Earth’s
interior. This often requires non-linear inverse problems to be solved
and uncertainties to be estimated. Bayesian inference solves inverse
problems under a probabilistic framework, in which uncertainty is
represented by a so-called posterior probability distribution. Recently,
variational inference has emerged as an efficient method to estimate
Bayesian solutions. By seeking the closest approximation to the
posterior distribution within any chosen family of distributions,
variational inference yields a fully probabilistic solution. It is
important to define expressive variational families so that the
posterior distribution can be represented accurately. We introduce
boosting variational inference (BVI) as a computationally efficient
means to construct a flexible approximating family comprising all
possible finite mixtures of simpler component distributions. We use
Gaussian mixture components due to their fully parametric nature and the
ease to optimise. We apply BVI to seismic travel time tomography and
full waveform inversion, comparing its performance with other methods.
The results demonstrate that BVI achieves reasonable efficiency and
accuracy while enabling the construction of a fully analytic expression
for the posterior distribution. Samples that represent major components
of uncertainty in the solution can be obtained analytically from each
mixture component. We demonstrate that these samples can be used to
solve an interrogation problem: to assess the size of a subsurface
target structure. To the best of our knowledge, this is the first method
in geophysics that provides both analytic and reasonably accurate
solutions to fully non-linear, high-dimensional Bayesian full waveform
inversion problems.