MLFeb 2, 2024
Neural variational Data Assimilation with Uncertainty Quantification using SPDE priorsMaxime Beauchamp, Ronan Fablet, Simon Benaichouche et al.
The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the deep learning community enables to address the interpolation problem through a neural architecture incorporating a variational data assimilation framework. The reconstruction task is seen as a joint learning problem of the prior involved in the variational inner cost, seen as a projection operator of the state, and the gradient-based minimization of the latter. Both prior models and solvers are stated as neural networks with automatic differentiation which can be trained by minimizing a loss function, typically the mean squared error between some ground truth and the reconstruction. Such a strategy turns out to be very efficient to improve the mean state estimation, but still needs complementary developments to quantify its related uncertainty. In this work, we use the theory of Stochastic Partial Differential Equations (SPDE) and Gaussian Processes (GP) to estimate both space-and time-varying covariance of the state. Our neural variational scheme is modified to embed an augmented state formulation with both state and SPDE parametrization to estimate. We demonstrate the potential of the proposed framework on a spatio-temporal GP driven by diffusion-based anisotropies and on realistic Sea Surface Height (SSH) datasets. We show how our solution reaches the OI baseline in the Gaussian case. For nonlinear dynamics, as almost always stated in DA, our solution outperforms OI, while allowing for fast and interpretable online parameter estimation.
GEO-PHJun 11, 2025
Diffusion prior as a direct regularization term for FWIYuke Xie, Hervé Chauris, Nicolas Desassis
Diffusion models have recently shown promise as powerful generative priors for inverse problems. However, conventional applications require solving the full reverse diffusion process and operating on noisy intermediate states, which poses challenges for physics-constrained computational seismic imaging. In particular, such instability is pronounced in non-linear solvers like those used in Full Waveform Inversion (FWI), where wave propagation through noisy velocity fields can lead to numerical artifacts and poor inversion quality. In this work, we propose a simple yet effective framework that directly integrates a pretrained Denoising Diffusion Probabilistic Model (DDPM) as a score-based generative diffusion prior into FWI through a score rematching strategy. Unlike traditional diffusion approaches, our method avoids the reverse diffusion sampling and needs fewer iterations. We operate the image inversion entirely in the clean image space, eliminating the need to operate through noisy velocity models. The generative diffusion prior can be introduced as a simple regularization term in the standard FWI update rule, requiring minimal modification to existing FWI pipelines. This promotes stable wave propagation and can improve convergence behavior and inversion quality. Numerical experiments suggest that the proposed method offers enhanced fidelity and robustness compared to conventional and GAN-based FWI approaches, while remaining practical and computationally efficient for seismic imaging and other inverse problem tasks.
GEO-PHJun 7, 2024
Stochastic full waveform inversion with deep generative prior for uncertainty quantificationYuke Xie, Hervé Chauris, Nicolas Desassis
To obtain high-resolution images of subsurface structures from seismic data, seismic imaging techniques such as Full Waveform Inversion (FWI) serve as crucial tools. However, FWI involves solving a nonlinear and often non-unique inverse problem, presenting challenges such as local minima trapping and inadequate handling of inherent uncertainties. In addressing these challenges, we propose leveraging deep generative models as the prior distribution of geophysical parameters for stochastic Bayesian inversion. This approach integrates the adjoint state gradient for efficient back-propagation from the numerical solution of partial differential equations. Additionally, we introduce explicit and implicit variational Bayesian inference methods. The explicit method computes variational distribution density using a normalizing flow-based neural network, enabling computation of the Bayesian posterior of parameters. Conversely, the implicit method employs an inference network attached to a pretrained generative model to estimate density, incorporating an entropy estimator. Furthermore, we also experimented with the Stein Variational Gradient Descent (SVGD) method as another variational inference technique, using particles. We compare these variational Bayesian inference methods with conventional Markov chain Monte Carlo (McMC) sampling. Each method is able to quantify uncertainties and to generate seismic data-conditioned realizations of subsurface geophysical parameters. This framework provides insights into subsurface structures while accounting for inherent uncertainties.
GEO-PHMay 12, 2023
A stable deep adversarial learning approach for geological facies generationFerdinand Bhavsar, Nicolas Desassis, Fabien Ors et al.
The simulation of geological facies in an unobservable volume is essential in various geoscience applications. Given the complexity of the problem, deep generative learning is a promising approach to overcome the limitations of traditional geostatistical simulation models, in particular their lack of physical realism. This research aims to investigate the application of generative adversarial networks and deep variational inference for conditionally simulating meandering channels in underground volumes. In this paper, we review the generative deep learning approaches, in particular the adversarial ones and the stabilization techniques that aim to facilitate their training. The proposed approach is tested on 2D and 3D simulations generated by the stochastic process-based model Flumy. Morphological metrics are utilized to compare our proposed method with earlier iterations of generative adversarial networks. The results indicate that by utilizing recent stabilization techniques, generative adversarial networks can efficiently sample from target data distributions. Moreover, we demonstrate the ability to simulate conditioned simulations through the latent variable model property of the proposed approach.