arXiv subjects

Niklas Linde

Publications and source records attributed to Niklas Linde.

At least 19 recordsLinked to original sources

arXiv2025

Diffusion models for multivariate subsurface generation and efficient probabilistic inversion

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate that diffusion models enhance multivariate modeling capabilities compared to variational autoencoders and generative adversarial networks. In diffusion modeling, the generative process involves a comparatively large number of time steps with update rules that can be modified to account for conditioning data. We propose different corrections to the popular Diffusion Posterior Sampling approach by Chung et al. (2023). In particular, we introduce a likelihood approximation accounting for the noise-contamination that is inherent in diffusion modeling. We assess performance in a multivariate geological scenario involving facies and correlated acoustic impedance. Conditional modeling is demonstrated using both local hard data (well logs) and nonlinear geophysics (fullstack seismic data). Our tests show significantly improved statistical robustness, enhanced sampling of the posterior probability density function and reduced computational costs, compared to the original approach. The method can be used with both hard and indirect conditioning data, individually or simultaneously. As the inversion is included within the diffusion process, it is faster than other methods requiring an outer-loop around the generative model, such as Markov chain Monte Carlo.

cs.CV↗

arXiv2025

Bayesian full waveform inversion with sequential surrogate model refinement

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability density functions (pdfs) but require accurate prior models and many likelihood evaluations. Dimensionality-reduction methods, such as principal component analysis (PCA), can help define the prior and train surrogate models that efficiently approximate costly forward solvers. However, for problems like full waveform inversion, the complex input/output relations often cannot be captured well by surrogate models trained only on prior samples, leading to biased results. Including samples from high-posterior-probability regions can improve accuracy, but these regions are hard to identify in advance. We propose an iterative method that progressively refines the surrogate model. Starting with low-frequency data, we train an initial surrogate and perform an MCMC inversion. The resulting posterior samples are then used to retrain the surrogate, allowing us to expand the frequency bandwidth in the next inversion step. Repeating this process reduces model errors and improves the surrogate's accuracy over the relevant input domain. Ultimately, we obtain a highly accurate surrogate across the full bandwidth, enabling a final MCMC inversion. Numerical results from 2D synthetic crosshole Ground Penetrating Radar (GPR) examples show that our method outperforms ray-based approaches and those relying solely on prior sampling. The overall computational cost is reduced by about two orders of magnitude compared to full finite-difference time-domain modeling.

physics.geo-ph↗

arXiv2024

Rare event probability estimation for groundwater inverse problems with a two-stage Sequential Monte Carlo approach

Bayesian inversions followed by estimations of rare event probabilities are often needed to analyse groundwater hazards. Instead of focusing on the posterior distribution of model parameters, the main interest lies then in the distribution of a specific quantity of interest contingent upon these parameters. To address the associated methodological challenges, we introduce a two-stage Sequential Monte Carlo approach. In the first stage, it generates particles that approximate the posterior distribution; in the second stage, it employs subset sampling techniques to assess the probability of the rare event of interest. By considering two hydrogeological problems of increasing complexity, we showcase the efficiency and accuracy of the resulting PostRisk-SMC method for rare event probability estimation related to groundwater hazards. We compare the performance of the PostRisk-SMC method with a traditional Monte Carlo approach that relies on Markov chain Monte Carlo samples. We showcase that our estimates align with those of the traditional method, but the coefficients of variation are notably lower for the same computational budget when targeting more rare events. Furthermore, we highlight that the PostRisk-SMC method allows estimating rare event probabilities approaching one in a billion using less than one hundred thousand forward simulations. Even if the presented examples are related to groundwater hazards, the methodology is well-suited for addressing a wide range of topics in the geosciences and beyond.

stat.AP↗

arXiv2023

An energy-based model approach to rare event probability estimation

The estimation of rare event probabilities plays a pivotal role in diverse fields. Our aim is to determine the probability of a hazard or system failure occurring when a quantity of interest exceeds a critical value. In our approach, the distribution of the quantity of interest is represented by an energy density, characterized by a free energy function. To efficiently estimate the free energy, a bias potential is introduced. Using concepts from energy-based models (EBM), this bias potential is optimized such that the corresponding probability density function approximates a pre-defined distribution targeting the failure region of interest. Given the optimal bias potential, the free energy function and the rare event probability of interest can be determined. The approach is applicable not just in traditional rare event settings where the variable upon which the quantity of interest relies has a known distribution, but also in inversion settings where the variable follows a posterior distribution. By combining the EBM approach with a Stein discrepancy-based stopping criterion, we aim for a balanced accuracy-efficiency trade-off. Furthermore, we explore both parametric and non-parametric approaches for the bias potential, with the latter eliminating the need for choosing a particular parameterization, but depending strongly on the accuracy of the kernel density estimate used in the optimization process. Through three illustrative test cases encompassing both traditional and inversion settings, we show that the proposed EBM approach, when properly configured, (i) allows stable and efficient estimation of rare event probabilities and (ii) compares favorably against subset sampling approaches.

stat.ME↗

arXiv2023

Bayesian tomography using polynomial chaos expansion and deep generative networks

Implementations of Markov chain Monte Carlo (MCMC) methods need to confront two fundamental challenges: accurate representation of prior information and efficient evaluation of likelihoods. Principal component analysis (PCA) and related techniques can in some cases facilitate the definition and sampling of the prior distribution, as well as the training of accurate surrogate models, using for instance, polynomial chaos expansion (PCE). However, complex geological priors with sharp contrasts necessitate more complex dimensionality-reduction techniques, such as, deep generative models (DGMs). By sampling a low-dimensional prior probability distribution defined in the low-dimensional latent space of such a model, it becomes possible to efficiently sample the physical domain at the price of a generator that is typically highly non-linear. Training a surrogate that is capable of capturing intricate non-linear relationships between latent parameters and outputs of forward modeling presents a notable challenge. Indeed, while PCE models provide high accuracy when the input-output relationship can be effectively approximated by relatively low-degree multivariate polynomials, this condition is typically not met when employing latent variables derived from DGMs. In this contribution, we present a strategy combining the excellent reconstruction performances of a variational autoencoder (VAE) with the accuracy of PCA-PCE surrogate modeling in the context of Bayesian ground penetrating radar (GPR) traveltime tomography. Within the MCMC process, the parametrization of the VAE is leveraged for prior exploration and sample proposals. Concurrently, surrogate modeling is conducted using PCE, which operates on either globally or locally defined principal components of the VAE samples under examination.

physics.geo-ph↗

arXiv2022

Bayesian tomography with prior-knowledge-based parametrization and surrogate modeling

We present a Bayesian tomography framework operating with prior-knowledge-based parametrization that is accelerated by surrogate models. Standard high-fidelity forward solvers solve wave equations with natural spatial parametrizations based on fine discretization. Similar parametrizations, typically involving tens of thousand of variables, are usually employed to parameterize the subsurface in tomography applications. When the data do not allow to resolve details at such finely parameterized scales, it is often beneficial to instead rely on a prior-knowledge-based parametrization defined on a lower dimension domain (or manifold). Due to the increased identifiability in the reduced domain, the concomitant inversion is better constrained and generally faster. We illustrate the potential of a prior-knowledge-based approach by considering ground penetrating radar (GPR) travel-time tomography in a crosshole configuration. An effective parametrization of the input (i.e., the permittivity distributions) and compression in the output (i.e., the travel-time gathers) spaces are achieved via data-driven principal component decomposition based on random realizations of the prior Gaussian-process model with a truncation determined by the performances of the standard solver on the full and reduced model domains. To accelerate the inversion process, we employ a high-fidelity polynomial chaos expansion (PCE) surrogate model. We show that a few hundreds design data sets is sufficient to provide reliable Markov chain Monte Carlo inversion. Appropriate uncertainty quantification is achieved by reintroducing the truncated higher-order principle components in the original model space after inversion on the manifold and by adapting a likelihood function that accounts for the fact that the truncated higher-order components are not completely located in the null-space.

physics.geo-ph↗

arXiv2021

Using deep generative neural networks to account for model errors in Markov chain Monte Carlo inversion

Most geophysical inverse problems are nonlinear and rely upon numerical forward solvers involving discretization and simplified representations of the underlying physics. As a result, forward modeling errors are inevitable. In practice, such model errors tend to be either completely ignored, which leads to biased and over-confident inversion results, or only partly taken into account using restrictive Gaussian assumptions. Here, we rely on deep generative neural networks to learn problem-specific low-dimensional probabilistic representations of the discrepancy between high-fidelity and low-fidelity forward solvers. These representations are then used to probabilistically invert for the model error jointly with the target geophysical property field, using the computationally-cheap, low-fidelity forward solver. To this end, we combine a Markov-chain-Monte-Carlo (MCMC) inversion algorithm with a trained convolutional neural network of the spatial generative adversarial network (SGAN) type, whereby at each MCMC step, the simulated low-fidelity forward response is corrected using a proposed model-error realization. Considering the crosshole ground-penetrating radar traveltime tomography inverse problem, we train SGAN networks on traveltime discrepancy images between: (1) curved-ray (high fidelity) and straight-ray (low fidelity) forward solvers; and (2) finite-difference-time-domain (high fidelity) and straight-ray (low fidelity) forward solvers. We demonstrate that the SGAN is able to learn the spatial statistics of the model error and that suitable representations of both the subsurface model and model error can be recovered by MCMC. In comparison with inversion results obtained when model errors are either ignored or approximated by a Gaussian distribution, we find that our method has lower posterior parameter bias and better explains the observed traveltime data.[...]

physics.geo-ph↗

arXiv2021

Lithological Tomography with the Correlated Pseudo-Marginal Method

We consider lithological tomography in which the posterior distribution of (hydro)geological parameters of interest is inferred from geophysical data by treating the intermediate geophysical properties as latent variables. In such a latent variable model, one needs to estimate the intractable likelihood of the (hydro)geological parameters given the geophysical data. The pseudo-marginal method is an adaptation of the Metropolis-Hastings algorithm in which an unbiased approximation of this likelihood is obtained by Monte Carlo averaging over samples from, in this setting, the noisy petrophysical relationship linking (hydro)geological and geophysical properties. To make the method practical in data-rich geophysical settings with low noise levels, we demonstrate that the Monte Carlo sampling must rely on importance sampling distributions that well approximate the posterior distribution of petrophysical scatter around the sampled (hydro)geological parameter field. To achieve a suitable acceptance rate, we rely both on (1) the correlated pseudo-marginal method, which correlates the samples used in the proposed and current states of the Markov chain, and (2) a model proposal scheme that preserves the prior distribution. As a synthetic test example, we infer porosity fields using crosshole ground-penetrating radar (GPR) first-arrival travel times. We use a (50x50)-dimensional pixel-based parameterization of the multi-Gaussian porosity field with known statistical parameters, resulting in a parameter space of high dimension. We demonstrate that the correlated pseudo-marginal method with our proposed importance sampling and prior-preserving proposal scheme outperforms current state-of-the-art methods in both linear and non-linear settings by greatly enhancing the posterior exploration.

physics.geo-ph↗

arXiv2021

Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context of inverse problems involving integral operators, one faces additional difficulties that hinder inversion on large grids. Furthermore, in that context, covariance matrices can become too large to be stored. By leveraging results about sequential disintegrations of Gaussian measures, we are able to introduce an implicit representation of posterior covariance matrices that reduces the memory footprint by only storing low rank intermediate matrices, while allowing individual elements to be accessed on-the-fly without needing to build full posterior covariance matrices. Moreover, it allows for fast sequential inclusion of new observations. These features are crucial when considering sequential experimental design tasks. We demonstrate our approach by computing sequential data collection plans for excursion set recovery for a gravimetric inverse problem, where the goal is to provide fine resolution estimates of high density regions inside the Stromboli volcano, Italy. Sequential data collection plans are computed by extending the weighted integrated variance reduction (wIVR) criterion to inverse problems. Our results show that this criterion is able to significantly reduce the uncertainty on the excursion volume, reaching close to minimal levels of residual uncertainty. Overall, our techniques allow the advantages of probabilistic models to be brought to bear on large-scale inverse problems arising in the natural sciences.

stat.ML↗

arXiv2021

Fast ABC with joint generative modelling and subset simulation

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent space. By jointly modelling input and output variables and endowing the latent with a prior distribution, the fitted probabilistic model indirectly gives access to the approximate conditional distributions of interest. Since model error and observational noise with unknown distributions are common in practice, we resort to likelihood-free inference with Approximate Bayesian Computation (ABC). Our method calls on ABC by Subset Simulation to explore the regions of the latent space with dissimilarities between generated and observed outputs below prescribed thresholds. We diagnose the diversity of approximate posterior solutions by monitoring the probability content of these regions as a function of the threshold. We further analyze the curvature of the resulting diagnostic curve to propose an adequate ABC threshold. When applied to a cross-borehole tomography example from geophysics, our approach delivers promising performance without using prior knowledge of the forward nor of the noise distribution.

stat.ME↗

arXiv2020

Advancing quantitative understanding of self-potential signatures in the critical zone through long-term monitoring

The self-potential (SP) method is a passive geophysical technique, which may offer insights about water and ionic fluxes in the vadose zone. The main obstacles presently prohibiting its routine use in quantitative vadose zone hydrology are the superposition of signals arising from various source mechanisms, difficult-to-predict electrode polarization effects that depend on electrode design and age, as well as water saturation, pore water chemistry, clay content, and temperature in the immediate vicinity of the electrodes. We present a unique long-term SP monitoring experiment focusing on the first four years of data acquired at different depths in the vadose zone within the HOBE hydrological observatory in Denmark. Using state-of-the-art SP theory combined with flow and transport simulations, we attempt to replicate the observed data and suggest reasons for observed discrepancies. The predictions are overall satisfactory during the first six months of monitoring after which both the patterns and magnitudes of the observed data change drastically. Our main observations are (1) that predicted SP magnitudes are strongly sensitive to how the effective excess charge scales with water saturation implying that continued research is needed to build more accurate models of electrokinetic phenomena in unsaturated conditions, (2) that significant changes in electrode polarization occur in the shallowest electrodes at time scales of a year, suggesting that electrode effects cannot be ignored and that explicit electrode modeling should be considered in future monitoring studies, and (3) that multi-rate mass transfer and reactive transport modeling are needed to better predict salinity and pore water conductivity. We hope to stimulate other researchers to test new SP modeling approaches and interpretation strategies against these data by making the SP and complimentary data time-series available.

physics.geo-ph↗

arXiv2019

Approaching geoscientific inverse problems with vector-to-image domain transfer networks

We present vec2pix, a deep neural network designed to predict categorical or continuous 2D subsurface property fields from one-dimensional measurement data (e.g., time series), thereby offering a new approach to solve inverse problems. The performance of the method is investigated through two types of synthetic inverse problems: (a) a crosshole ground penetrating radar (GPR) tomography experiment with GPR travel times being used to infer a 2D velocity field, and (2) a multi-well pumping experiment within an unconfined aquifer with time series of transient hydraulic heads being used to retrieve a 2D hydraulic conductivity field. For each type of problem, both a multi-Gaussian and a binary channelized subsurface domain with long-range connectivity are considered. Using a training set of 20,000 examples (implying as many forward model evaluations), the method is found to recover a 2D model that is in much closer agreement with the true model than the closest training model in the forward-simulated data space. Further testing with smaller training sample sizes shows only a moderate reduction in performance when using 5000 training examples only. Even if the recovered models are visually close to the true ones, the data misfits associated with their forward responses are generally larger than the noise level used to contaminate the true data. Uncertainty of the inverse solution is partially assessed using deep ensembles, in which the network is trained repeatedly with random initialization. Overall, this study advances understanding of how to use deep learning to infer subsurface models from indirect measurement data.

physics.geo-ph↗

arXiv2019

Reduction of conceptual model uncertainty using ground-penetrating radar profiles: Field-demonstration for a braided-river aquifer

Hydrogeological flow and transport strongly depend on the connectivity of subsurface properties. Uncertainty concerning the underlying geological setting, due to a lack of field data and prior knowledge, calls for an evaluation of alternative geological conceptual models. To reduce the computational costs associated with inversions (parameter estimation for a given conceptual model), it is beneficial to rank and discard unlikely conceptual models prior to inversion. Here, we demonstrate an approach based on a quantitative comparison of ground-penetrating radar (GPR) sections obtained from field data with corresponding simulation results arising from various geological scenarios. The comparison is based on three global distance measures related to wavelet decomposition, multiple-point histograms, and connectivity that capture geometrical characteristics of geophysical reflection images. Using field data from the Tagliamento braided river system, Italy, we demonstrate that seven out of nine considered geological scenarios can be discarded as they produce GPR sections that are incompatible with those observed in the field. The retained scenarios reproduce important features such as cross-stratified deposits and irregular property interfaces. The most convenient distance measure of those considered is the one based on wavelet-decomposition. Direct analysis of the distances is the most intuitive and fastest way to compare scenarios.

physics.geo-ph↗

arXiv2018

Gradient-based deterministic inversion of geophysical data with Generative Adversarial Networks: is it feasible?

Global probabilistic inversion within the latent space learned by a Generative Adversarial Network (GAN) has been recently demonstrated. Compared to inversion on the original model space, using the latent space of a trained GAN can offer the following benefits: (1) the generated model proposals are geostatistically consistent with the prescribed prior training image (TI), and (2) the parameter space is reduced by orders of magnitude compared to the original model space. Nevertheless, exploring the learned latent space by state-of-the-art Markov chain Monte Carlo (MCMC) methods may still require a large computational effort. As an alternative, parameters in this latent space could possibly be optimized with much less computationally expensive gradient-based methods. We show that due to the typically highly nonlinear relationship between the latent space and the associated output space of a GAN, gradient-based deterministic inversion may fail even when considering a linear forward physical model. We tested two deterministic inversion approaches: a quasi-Newton gradient descent using the Adam algorithm and a Gauss-Newton (GN) method that makes use of the Jacobian matrix calculated by finite-differencing. For a channelized binary TI and a synthetic linear crosshole ground penetrating radar (GPR) tomography problem involving 576 measurements with low noise, we observe that when allowing for a total of 10,000 iterations only 13% of the gradient descent trials locate a solution that has the required data misfit. The tested GN inversion was unable to recover a solution with the appropriate data misfit. Our results suggest that deterministic inversion performance strongly depends on the inversion approach, starting model, true reference model, number of iterations and noise realization. In contrast, computationally-expensive probabilistic global optimization always finds an appropriate solution.

physics.geo-ph↗

arXiv2017

Inversion using a new low-dimensional representation of complex binary geological media based on a deep neural network

Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional base model parameterization of complex binary geological media. For inversion purposes, it has the attractive feature that random draws from an uncorrelated standard normal distribution yield model realizations with spatial characteristics that are in agreement with the training set. In comparison with the most commonly used parametric representations in probabilistic inversion, we find that our dimensionality reduction (DR) approach outperforms principle component analysis (PCA), optimization-PCA (OPCA) and discrete cosine transform (DCT) DR techniques for unconditional geostatistical simulation of a channelized prior model. For the considered examples, important compression ratios (200 - 500) are achieved. Given that the construction of our parameterization requires a training set of several tens of thousands of prior model realizations, our DR approach is more suited for probabilistic (or deterministic) inversion than for unconditional (or point-conditioned) geostatistical simulation. Probabilistic inversions of 2D steady-state and 3D transient hydraulic tomography data are used to demonstrate the DR-based inversion. For the 2D case study, the performance is superior compared to current state-of-the-art multiple-point statistics inversion by sequential geostatistical resampling (SGR). Inversion results for the 3D application are also encouraging.

stat.ML↗

arXiv2017

Training-image based geostatistical inversion using a spatial generative adversarial neural network

Probabilistic inversion within a multiple-point statistics framework is often computationally prohibitive for high-dimensional problems. To partly address this, we introduce and evaluate a new training-image based inversion approach for complex geologic media. Our approach relies on a deep neural network of the generative adversarial network (GAN) type. After training using a training image (TI), our proposed spatial GAN (SGAN) can quickly generate 2D and 3D unconditional realizations. A key characteristic of our SGAN is that it defines a (very) low-dimensional parameterization, thereby allowing for efficient probabilistic inversion using state-of-the-art Markov chain Monte Carlo (MCMC) methods. In addition, available direct conditioning data can be incorporated within the inversion. Several 2D and 3D categorical TIs are first used to analyze the performance of our SGAN for unconditional geostatistical simulation. Training our deep network can take several hours. After training, realizations containing a few millions of pixels/voxels can be produced in a matter of seconds. This makes it especially useful for simulating many thousands of realizations (e.g., for MCMC inversion) as the relative cost of the training per realization diminishes with the considered number of realizations. Synthetic inversion case studies involving 2D steady-state flow and 3D transient hydraulic tomography with and without direct conditioning data are used to illustrate the effectiveness of our proposed SGAN-based inversion. For the 2D case, the inversion rapidly explores the posterior model distribution. For the 3D case, the inversion recovers model realizations that fit the data close to the target level and visually resemble the true model well.

stat.ML↗

arXiv2015

Feature-preserving interpolation and filtering of environmental time series

We propose a method for filling gaps and removing interferences in time series for applications involving continuous monitoring of environmental variables. The approach is non-parametric and based on an iterative pattern-matching between the affected and the valid parts of the time series. It considers several variables jointly in the pattern matching process and allows preserving linear or non-linear dependences between variables. The uncertainty in the reconstructed time series is quantified through multiple realizations. The method is tested on self-potential data that are affected by strong interferences as well as data gaps, and the results show that our approach allows reproducing the spectral features of the original signal. Even in the presence of intense signal perturbations, it significantly improves the signal and corrects bias introduced by asymmetrical interferences. Potential applications are wide-ranging, including geophysics, meteorology and hydrology.

physics.geo-ph↗

arXiv2015

An analytical study of seismoelectric signals produced by 1D mesoscopic heterogeneities

The presence of mesoscopic heterogeneities in fluid-saturated porous rocks can produce measurable seismoelectric signals due to wave-induced fluid flow between regions of differing compressibility. The dependence of these signals on the petrophysical and structural characteristics of the probed rock mass remains largely unexplored. In this work, we derive an analytical solution to describe the seismoelectric response of a rock sample, containing a horizontal layer at its center, that is subjected to an oscillatory compressibility test. We then adapt this general solution to compute the seismoelectric signature of a particular case related to a sample that is permeated by a horizontal fracture located at its center. Analyses of the general and particular solutions are performed to study the impact of different petrophysical and structural parameters on the seismoelectric response. We find that the amplitude of the seismoelectric signal is directly proportional to the applied stress, to the Skempton coefficient contrast between the host rock and the layer, and to a weighted average of the effective excess charge of the two materials. Our results also demonstrate that the frequency at which the maximum electrical potential amplitude prevails does not depend on the applied stress or the Skempton coefficient contrast. In presence of strong permeability variations, this frequency is rather controlled by the permeability and thickness of the less permeable material. The results of this study thus indicate that seismoelectric measurements can potentially be used to estimate key mechanical and hydraulic rock properties of mesoscopic heterogeneities, such as compressibility, permeability, and fracture compliance.

physics.geo-ph↗