English
Related papers

Related papers: HypoSVI: Hypocenter inversion with Stein variation…

200 papers

Recently there have been increasing interests in learning and inference with implicit distributions (i.e., distributions without tractable densities). To this end, we develop a gradient estimator for implicit distributions based on Stein's…

Machine Learning · Statistics 2018-06-11 Jiaxin Shi , Shengyang Sun , Jun Zhu

Stochastic differential equations have been an important tool in modeling complex financial relations, equipped with the possibility of being multidimensional to better oversee complexities inherent in finance. This multidimensionality,…

Mathematical Finance · Quantitative Finance 2025-08-22 Ahmet Umur Özsoy

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

Geophysics · Physics 2024-01-01 Xuebin Zhao , Andrew Curtis

We present a conditional diffusion model - ConDiSim, for simulation-based inference of complex systems with intractable likelihoods. ConDiSim leverages denoising diffusion probabilistic models to approximate posterior distributions,…

Machine Learning · Computer Science 2025-10-17 Mayank Nautiyal , Andreas Hellander , Prashant Singh

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point…

Machine Learning · Computer Science 2021-06-22 Eli Simhayev , Gilad Katz , Lior Rokach

In this article, we employ multiscale physics-informed neural networks (MscalePINNs) for the inverse design of finite-size photonic materials with stealthy hyperuniform (SHU) disordered geometries. Specifically, we show that MscalePINNs can…

Optics · Physics 2025-05-22 Roberto Riganti , Yilin Zhu , Wei Cai , Salvatore Torquato , Luca Dal Negro

Inverse problems are extensively studied in applied mathematics, with applications ranging from acoustic tomography for medical diagnosis to geophysical exploration. Physics informed neural networks (PINNs) have emerged as a powerful tool…

Variational inequalities are widely applied in mechanical engineering, fluid penetration, transportation, and other fields. In this paper, a Deep Ritz method based on Physics-Informed Neural Networks (PINNs) is proposed to enhance the…

Numerical Analysis · Mathematics 2026-03-13 Qijia Zhou , Yiyang Wang , Shengyuan Deng , Chenliang Li

The numerical approximation of solutions to the compressible Euler and Navier-Stokes equations is a crucial but challenging task with relevance in various fields of science and engineering. Recently, methods from deep learning have been…

Fluid Dynamics · Physics 2024-01-30 Simon Wassing , Stefan Langer , Philipp Bekemeyer

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…

Machine Learning · Statistics 2017-10-26 Eric Laloy , Romain Hérault , John Lee , Diederik Jacques , Niklas Linde

Physics-informed neural network (PINN) has been successfully applied in solving a variety of nonlinear non-convex forward and inverse problems. However, the training is challenging because of the non-convex loss functions and the multiple…

Numerical Analysis · Mathematics 2021-07-15 Guang Lin , Yating Wang , Zecheng Zhang

We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Machine Learning · Computer Science 2020-06-11 Silvan Melchior , Sebastian Curi , Felix Berkenkamp , Andreas Krause

We propose a Stein variational gradient descent method to concurrently sparsify, train, and provide uncertainty quantification of a complexly parameterized model such as a neural network. It employs a graph reconciliation and condensation…

Machine Learning · Computer Science 2024-12-24 Govinda Anantha Padmanabha , Cosmin Safta , Nikolaos Bouklas , Reese E. Jones

Stochastic variational inference makes it possible to approximate posterior distributions induced by large datasets quickly using stochastic optimization. The algorithm relies on the use of fully factorized variational distributions.…

Machine Learning · Computer Science 2014-11-27 Matthew D. Hoffman , David M. Blei

We propose an intuitive, machine-learning approach to multiparameter inference, dubbed the InferoStatic Networks (ISN) method, to model the score and likelihood ratio estimators in cases when the probability density can be sampled but not…

Machine Learning · Statistics 2023-02-06 Kyoungchul Kong , Konstantin T. Matchev , Stephen Mrenna , Prasanth Shyamsundar

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often…

Machine Learning · Statistics 2020-10-26 Jackson Gorham , Anant Raj , Lester Mackey

Many types of physics-informed neural network models have been proposed in recent years as approaches for learning solutions to differential equations. When a particular task requires solving a differential equation at multiple…

Machine Learning · Computer Science 2021-11-02 Filipe de Avila Belbute-Peres , Yi-fan Chen , Fei Sha

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

Physics-informed neural networks (PINNs) have proven to be a promising method for the rapid solving of partial differential equations (PDEs) in both forward and inverse problems. However, due to the smoothness assumption of functions…

Computational Physics · Physics 2026-03-25 Guoqiang Lei , D. Exposito , Xuerui Mao