HMCLab: a framework for solving diverse geophysical inverse problems using the Hamiltonian Monte Carlo method

Abstract

The use of the probabilistic approach to solve inverse problems is becoming more popular in the geophysical community, thanks to its ability to address nonlinear forward problems and to provide uncertainty quantification. However, such strategy is often tailored to specific applications and therefore there is a lack of a common platform for solving a range of different geophysical inverse problems and showing potential and pitfalls. We demonstrate a common framework to solve such inverse problems ranging from, e.g, earthquake source location to potential field data inversion and seismic tomography. Within this approach, we can provide probabilities related to certain properties or structures of the subsurface. Thanks to its ability to address high-dimensional problems, the Hamiltonian Monte Carlo (HMC) algorithm has emerged as the state-of-the-art tool for solving geophysical inverse problems within the probabilistic framework. HMC requires the computation of gradients, which can be obtained by adjoint methods, making the solution of tomographic problems ultimately feasible. These results can be obtained with "HMCLab", a tool for solving a range of different geophysical inverse problems using sampling methods, focusing in particular on the HMC algorithm. HMCLab consists of a set of samplers and a set of geophysical forward problems. For each problem its misfit function and gradient computation are provided and, in addition, a set of prior models can be combined to inject additional information into the inverse problem. This allows users to experiment with probabilistic inverse problems and also address real-world studies. We show how to solve a selected set of problems within this framework using variants of the HMC algorithm and analyze the results. HMCLab is provided as an open source package written both in Python and Julia, welcoming contributions from the community.