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

SUMMARY 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 need for common platforms to solve different geophysical inverse problems and showing potential and pitfalls of the methodology. In this work, we demonstrate a common framework within which it is possible to solve such inverse problems ranging from, for example, earthquake source location to potential field data inversion and seismic tomography. This allows us to fully address nonlinear problems and to derive useful information about the subsurface, including uncertainty estimation. This approach can, in fact, provide probabilities related to certain properties or structures of the subsurface, such as histograms of the value of some physical property, the expected volume of buried geological bodies or the probability of having boundaries defining different layers. 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. This unique combination of HMC and adjoint methods is what makes the solution of tomographic problems ultimately feasible. These results can be obtained with ‘HMCLab’, a numerical laboratory 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 (HMC and others) 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 analyse the results. HMCLab is provided as an open source package written both in Python and Julia, welcoming contributions from the community.