1,879 research outputs found
Bayesian Estimation for Continuous-Time Sparse Stochastic Processes
We consider continuous-time sparse stochastic processes from which we have
only a finite number of noisy/noiseless samples. Our goal is to estimate the
noiseless samples (denoising) and the signal in-between (interpolation
problem).
By relying on tools from the theory of splines, we derive the joint a priori
distribution of the samples and show how this probability density function can
be factorized. The factorization enables us to tractably implement the maximum
a posteriori and minimum mean-square error (MMSE) criteria as two statistical
approaches for estimating the unknowns. We compare the derived statistical
methods with well-known techniques for the recovery of sparse signals, such as
the norm and Log (- relaxation) regularization
methods. The simulation results show that, under certain conditions, the
performance of the regularization techniques can be very close to that of the
MMSE estimator.Comment: To appear in IEEE TS
Fast global convergence of gradient methods for high-dimensional statistical recovery
Many statistical -estimators are based on convex optimization problems
formed by the combination of a data-dependent loss function with a norm-based
regularizer. We analyze the convergence rates of projected gradient and
composite gradient methods for solving such problems, working within a
high-dimensional framework that allows the data dimension \pdim to grow with
(and possibly exceed) the sample size \numobs. This high-dimensional
structure precludes the usual global assumptions---namely, strong convexity and
smoothness conditions---that underlie much of classical optimization analysis.
We define appropriately restricted versions of these conditions, and show that
they are satisfied with high probability for various statistical models. Under
these conditions, our theory guarantees that projected gradient descent has a
globally geometric rate of convergence up to the \emph{statistical precision}
of the model, meaning the typical distance between the true unknown parameter
and an optimal solution . This result is substantially
sharper than previous convergence results, which yielded sublinear convergence,
or linear convergence only up to the noise level. Our analysis applies to a
wide range of -estimators and statistical models, including sparse linear
regression using Lasso (-regularized regression); group Lasso for block
sparsity; log-linear models with regularization; low-rank matrix recovery using
nuclear norm regularization; and matrix decomposition. Overall, our analysis
reveals interesting connections between statistical precision and computational
efficiency in high-dimensional estimation
Seismic Ray Impedance Inversion
This thesis investigates a prestack seismic inversion scheme implemented in the ray
parameter domain. Conventionally, most prestack seismic inversion methods are
performed in the incidence angle domain. However, inversion using the concept of
ray impedance, as it honours ray path variation following the elastic parameter
variation according to Snell’s law, shows the capacity to discriminate different
lithologies if compared to conventional elastic impedance inversion.
The procedure starts with data transformation into the ray-parameter domain and then
implements the ray impedance inversion along constant ray-parameter profiles. With
different constant-ray-parameter profiles, mixed-phase wavelets are initially estimated
based on the high-order statistics of the data and further refined after a proper well-to-seismic
tie. With the estimated wavelets ready, a Cauchy inversion method is used to
invert for seismic reflectivity sequences, aiming at recovering seismic reflectivity
sequences for blocky impedance inversion. The impedance inversion from reflectivity
sequences adopts a standard generalised linear inversion scheme, whose results are
utilised to identify rock properties and facilitate quantitative interpretation. It has also
been demonstrated that we can further invert elastic parameters from ray impedance
values, without eliminating an extra density term or introducing a Gardner’s relation
to absorb this term.
Ray impedance inversion is extended to P-S converted waves by introducing the
definition of converted-wave ray impedance. This quantity shows some advantages in
connecting prestack converted wave data with well logs, if compared with the shearwave
elastic impedance derived from the Aki and Richards approximation to the
Zoeppritz equations. An analysis of P-P and P-S wave data under the framework of
ray impedance is conducted through a real multicomponent dataset, which can reduce
the uncertainty in lithology identification.Inversion is the key method in generating those examples throughout the entire thesis
as we believe it can render robust solutions to geophysical problems. Apart from the
reflectivity sequence, ray impedance and elastic parameter inversion mentioned above,
inversion methods are also adopted in transforming the prestack data from the offset
domain to the ray-parameter domain, mixed-phase wavelet estimation, as well as the
registration of P-P and P-S waves for the joint analysis.
The ray impedance inversion methods are successfully applied to different types of
datasets. In each individual step to achieving the ray impedance inversion, advantages,
disadvantages as well as limitations of the algorithms adopted are detailed. As a
conclusion, the ray impedance related analyses demonstrated in this thesis are highly
competent compared with the classical elastic impedance methods and the author
would like to recommend it for a wider application
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