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Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

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

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

Obtaining samples from the posterior distribution of inverse problems with expensive forward operators is challenging especially when the unknowns involve the strongly heterogeneous Earth. To meet these challenges, we propose a…

Machine Learning · Statistics 2021-01-12 Ali Siahkoohi , Gabrio Rizzuti , Mathias Louboutin , Philipp A. Witte , Felix J. Herrmann

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

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

Nuclear Theory · Physics 2026-04-02 Hendrik Roch , Chun Shen

We propose a multi-fidelity neural network surrogate sampling method for the uncertainty quantification of physical/biological systems described by ordinary or partial differential equations. We first generate a set of low/high-fidelity…

Numerical Analysis · Mathematics 2020-05-07 Mohammad Motamed

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

Computer vision research has long aimed to build systems that are robust to spatial transformations found in natural data. Traditionally, this is done using data augmentation or hard-coding invariances into the architecture. However, too…

Computer Vision and Pattern Recognition · Computer Science 2024-02-19 Utkarsh Singhal , Carlos Esteves , Ameesh Makadia , Stella X. Yu

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

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

We propose to use techniques from Bayesian inference and deep neural networks to translate uncertainty in seismic imaging to uncertainty in tasks performed on the image, such as horizon tracking. Seismic imaging is an ill-posed inverse…

Geophysics · Physics 2022-06-17 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Tuning of measurement models is challenging in real-world applications of sequential Monte Carlo methods. Recent advances in differentiable particle filters have led to various efforts to learn measurement models through neural networks.…

Artificial Intelligence · Computer Science 2022-03-17 Xiongjie Chen , Yunpeng Li

In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we…

Machine Learning · Statistics 2020-07-17 Ali Siahkoohi , Gabrio Rizzuti , Philipp A. Witte , Felix J. Herrmann

Variational inference with normalizing flows (NFs) is an increasingly popular alternative to MCMC methods. In particular, NFs based on coupling layers (Real NVPs) are frequently used due to their good empirical performance. In theory,…

Machine Learning · Statistics 2024-02-27 Daniel Andrade

Bayesian methods for solving inverse problems are a powerful alternative to classical methods since the Bayesian approach offers the ability to quantify the uncertainty in the solution. In recent years, data-driven techniques for solving…

Numerical Analysis · Mathematics 2023-10-17 Ziruo Cai , Junqi Tang , Subhadip Mukherjee , Jinglai Li , Carola Bibiane Schönlieb , Xiaoqun Zhang

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

Computer Vision and Pattern Recognition · Computer Science 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

Machine Learning (ML) models in Robotic Assembly Sequence Planning (RASP) need to be introspective on the predicted solutions, i.e. whether they are feasible or not, to circumvent potential efficiency degradation. Previous works need both…

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit
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