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We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Understanding the uncertainty of a neural network's (NN) predictions is essential for many purposes. The Bayesian framework provides a principled approach to this, however applying it to NNs is challenging due to large numbers of parameters…

Machine Learning · Statistics 2020-02-27 Tim Pearce , Felix Leibfried , Alexandra Brintrup , Mohamed Zaki , Andy Neely

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

We propose injective generative models called Trumpets that generalize invertible normalizing flows. The proposed generators progressively increase dimension from a low-dimensional latent space. We demonstrate that Trumpets can be trained…

Machine Learning · Computer Science 2023-07-25 Konik Kothari , AmirEhsan Khorashadizadeh , Maarten de Hoop , Ivan Dokmanić

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

Inverse problems aim to determine model parameters of a mathematical problem from given observational data. Neural networks can provide an efficient tool to solve these problems. In the context of Bayesian inverse problems, Uncertainty…

Numerical Analysis · Mathematics 2025-09-16 Andrea Tonini , Tan Bui-Thanh , Francesco Regazzoni , Luca Dede' , Alfio Quarteroni

Groundwater flow modeling is commonly used to calculate groundwater heads, estimate groundwater flow paths and travel times, and provide insights into solute transport processes within an aquifer. However, the values of input parameters…

Computational Engineering, Finance, and Science · Computer Science 2023-03-15 Emily A. Baker , Sauro Manenti , Alessandro Reali , Giancarlo Sangalli , Lorenzo Tamellini , Sara Todeschini

The astounding success of these methods has made it imperative to obtain more explainable and trustworthy estimates from these models. In hydrology, basin characteristics can be noisy or missing, impacting streamflow prediction. For solving…

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

Machine Learning · Computer Science 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

In this work, we train conditional Wasserstein generative adversarial networks to effectively sample from the posterior of physics-based Bayesian inference problems. The generator is constructed using a U-Net architecture, with the latent…

Machine Learning · Statistics 2022-11-21 Deep Ray , Harisankar Ramaswamy , Dhruv V. Patel , Assad A. Oberai

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

The forward problems of pattern formation have been greatly empowered by extensive theoretical studies and simulations, however, the inverse problem is less well understood. It remains unclear how accurately one can use images of pattern…

Computational Physics · Physics 2021-04-07 Hongbo Zhao , Richard D. Braatz , Martin Z. Bazant

Normalizing Flows (NFs) are able to model complicated distributions p(y) with strong inter-dimensional correlations and high multimodality by transforming a simple base density p(z) through an invertible neural network under the change of…

Machine Learning · Computer Science 2023-11-14 Christina Winkler , Daniel Worrall , Emiel Hoogeboom , Max Welling

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies

Learning-based methods for inverse problems, adapting to the data's inherent structure, have become ubiquitous in the last decade. Besides empirical investigations of their often remarkable performance, an increasing number of works…

Numerical Analysis · Mathematics 2023-07-21 Clemens Arndt , Sören Dittmer , Nick Heilenkötter , Meira Iske , Tobias Kluth , Judith Nickel