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In this work, Bayesian inversion with global-local forwards models is used to identify the parameters based on hydraulic fractures in porous media. It is well-known that using Bayesian inversion to identify material parameters is…

Numerical Analysis · Mathematics 2023-04-11 Nima Noii , Thomas Wick , Amirreza Khodadadian

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

We propose a new mathematical model of groundwater flow in porous medium layered over inclined impermeable bed. In its full generality, this is a free-surface problem. To obtain analytically tractable model, we use generalized…

Analysis of PDEs · Mathematics 2025-01-07 Petr Girg , Lukáš Kotrla

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

We investigate the possibility to extract information contained in seismic waveforms propagating in fluid-filled porous media by developing and using a full waveform inversion procedure valid for layered structures. To reach this objective,…

Geophysics · Physics 2010-01-19 Louis De Barros , Michel Dietrich

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Jonas Nitzler , Maximilian Bergbauer , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

Geophysical methods provide a cost-effective way to characterize the subsurface for hydrogeological projects, but they rely on solving an inverse problem. Traditionally, deterministic approaches are used, which face challenges due to…

Geophysics · Physics 2025-12-05 Arsalan Ahmed , Thomas Hermans , David Dudal , Wouter Deleersnyder

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

In a broad and fundamental type of ''inverse problems'' in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field…

Methodology · Statistics 2014-09-09 Zepu Zhang

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

In this article, we study Bayesian inverse problems with multi-layered Gaussian priors. We first describe the conditionally Gaussian layers in terms of a system of stochastic partial differential equations. We build the computational…

Statistics Theory · Mathematics 2020-06-30 Muhammad Emzir , Sari Lasanen , Zenith Purisha , Lassi Roininen , Simo Särkkä

We perform a Bayesian parameter inference in the context of resonantly damped transverse coronal loop oscillations. The forward problem is solved in terms of parametric results for kink waves in one-dimensional flux tubes in the thin tube…

Solar and Stellar Astrophysics · Physics 2015-05-28 Inigo Arregui , Andres Asensio Ramos

Accurately characterizing migration velocity models is crucial for a wide range of geophysical applications, from hydrocarbon exploration to monitoring of CO2 sequestration projects. Traditional velocity model building methods such as…

Machine Learning · Computer Science 2024-11-15 Rafael Orozco , Huseyin Tuna Erdinc , Yunlin Zeng , Mathias Louboutin , Felix J. Herrmann

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

Quantitative monitoring of subsurface changes is essential for ensuring the safety of geological CO2 sequestration. Full-waveform monitoring (FWM) can resolve these changes at high spatial resolution, but conventional deterministic…

Geophysics · Physics 2025-12-16 Haipeng Li , Nanzhe Wang , Louis J. Durlofsky , Biondo L. Biondi