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Register a new userTime-domain sparsity promoting least-squares reverse time migration with source estimation
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Least-squares reverse time migration is well-known for its capability to generate artifact-free true-amplitude subsurface images through fitting observed data in the least-squares sense. However, when applied to realistic imaging problems, this approach is faced with issues related to overfitting and excessive computational costs induced by many wave-equation solves. The fact that the source function is unknown complicates this situation even further. Motivated by recent results in stochastic optimization and transform-domain sparsity-promotion, we demonstrate that the computational costs of inversion can be reduced significantly while avoiding imaging artifacts and restoring amplitudes. While powerful, these new approaches do require accurate information on the source-time function, which is often lacking. Without this information, the imaging quality deteriorates rapidly. We address this issue by presenting an approach where the source-time function is estimated on the fly through a technique known as variable projection. Aside from introducing negligible computational overhead, the proposed method is shown to perform well on imaging problems with noisy data and problems that involve complex settings such as salt. In either case, the presented method produces high resolution high-amplitude fidelity images including an estimates for the source-time function. In addition, due to its use of stochastic optimization, we arrive at these images at roughly one to two times the cost of conventional reverse time migration involving all data.
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We study the statistical properties of the iterates generated by gradient descent, applied to the fundamental problem of least squares regression. We take a continuous-time view, i.e., consider infinitesimal step sizes in gradient descent, in which case the iterates form a trajectory called gradient flow. Our primary focus is to compare the risk of gradient flow to that of ridge regression. Under the calibration $t=1/lambda$---where $t$ is the time parameter in gradient flow, and $lambda$ the tuning parameter in ridge regression---we prove that the risk of gradient flow is no less than 1.69 times that of ridge, along the entire path (for all $t geq 0$). This holds in finite samples with very weak assumptions on the data model (in particular, with no assumptions on the features $X$). We prove that the same relative risk bound holds for prediction risk, in an average sense over the underlying signal $beta_0$. Finally, we examine limiting risk expressions (under standard Marchenko-Pastur asymptotics), and give supporting numerical experiments.
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We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the sampling distribution of the various estimates. We establish the asymptotic normality of the resampled estimates and demonstrate the applicability of the recycling approach in a small simulation study and via example.
This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated for the pose estimation problem with observation vectors extracted from point cloud features. Then, error-covariance expressions are derived. The attitude and position solutions obtained via the derived optimization framework are proven to reach the bounds defined by the Cramer-Rao lower bound under the small angle approximation of attitude errors. The measurement data for the simulation of this problem is provided through a series of vector observation scans, and a fully populated observation noise-covariance matrix is assumed as the weight in the cost function to cover for the most general case of the sensor uncertainty. Here, previous derivations are expanded for the pose estimation problem to include more generic cases of correlations in the errors than previously cases involving an isotropic noise assumption. The proposed solution is simulated in a Monte-Carlo framework with 10,000 samples to validate the error-covariance analysis.
The possibility to have results very quickly after, or even during, the collection of electromagnetic data would be important, not only for quality check purposes, but also for adjusting the location of the proposed flight lines during an airborne time-domain acquisition. This kind of readiness could have a large impact in terms of optimization of the Value of Information of the measurements to be acquired. In addition, the importance of having fast tools for retrieving resistivity models from airborne time-domain data is demonstrated by the fact that Conductivity-Depth Imaging methodologies are still the standard in mineral exploration. In fact, they are extremely computationally efficient, and, at the same time, they preserve a very high lateral resolution. For these reasons, they are often preferred to inversion strategies even if the latter approaches are generally more accurate in terms of proper reconstruction of the depth of the targets and of reliable retrieval of true resistivity values of the subsurface. In this research, we discuss a novel approach, based on neural network techniques, capable of retrieving resistivity models with a quality comparable with the inversion strategy, but in a fraction of the time. We demonstrate the advantages of the proposed novel approach on synthetic and field datasets.
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