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Bayesian inverse problems arise in various scientific and engineering domains, and solving them can be computationally demanding. This is especially the case for problems governed by partial differential equations, where the repeated…

Numerical Analysis · Mathematics 2025-11-04 Juntao Yang , Jeff Adie , Simon See , Adriano Gualandi , Gianmarco Mengaldo

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2016-05-03 Tiangang Cui , Kody J. H. Law , Youssef M. Marzouk

Accurately and stably solving the incompressible Navier--Stokes equations with physics-informed neural networks (PINNs) remains challenging, particularly for sparse or noisy observations and for flow regimes in which the local balance among…

Fluid Dynamics · Physics 2026-03-31 Ke Xu , Ze Tao , Fujun Liu

Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…

Numerical Analysis · Mathematics 2025-08-11 Tony Lelièvre , Régis Santet , Gabriel Stoltz

We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…

Machine Learning · Computer Science 2023-07-21 Guanxiong Luo , Moritz Blumenthal , Martin Heide , Martin Uecker

The electromagnetic inverse scattering problem (ISP), due to its inherent strong nonlinearity and severe ill-posedness, has long been a core challenge in microwave imaging. In recent years, physics-informed neural networks (PINNs) have…

Signal Processing · Electrical Eng. & Systems 2026-05-05 Shilong Sun

This work presents a multiscale framework to solve an inverse reinforcement learning (IRL) problem for continuous-time/state stochastic systems. We take advantage of a diffusion wavelet representation of the associated Markov chain to…

Machine Learning · Computer Science 2016-11-28 Jung-Su Ha , Han-Lim Choi

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

Eigenvalue problems have a distinctive forward-inverse structure and are fundamental to characterizing a system's thermal response, stability, and natural modes. Physics-Informed Neural Networks (PINNs) offer a mesh-free alternative for…

Machine Learning · Computer Science 2025-11-04 Akshay Sai Banderwaar , Abhishek Gupta

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Machine Learning · Statistics 2022-10-20 Manuel Glöckler , Michael Deistler , Jakob H. Macke

We propose a consistent physics-informed neural networks (CPINNs) framework for elliptic obstacle problems formulated as variational inequalities. The method is based on a mixed loss functional that is rigorously aligned with the stability…

Numerical Analysis · Mathematics 2026-04-03 Arbaz Khan , Kent-Andre Mardal , Shiv Mishra

Physics-informed neural networks (PINNs) incorporate physical knowledge from the problem domain as a soft constraint on the loss function, but recent work has shown that this can lead to optimization difficulties. Here, we study the impact…

Machine Learning · Computer Science 2022-07-12 Shashank Subramanian , Robert M. Kirby , Michael W. Mahoney , Amir Gholami

Physics-informed neural networks (PINNs) have recently been used to solve various computational problems which are governed by partial differential equations (PDEs). In this paper, we propose a multi-output physics-informed neural network…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 Mingyuan Yang , John T. Foster

Many deep neural networks have been used to solve Ising models, including autoregressive neural networks, convolutional neural networks, recurrent neural networks, and graph neural networks. Learning a probability distribution of energy…

Statistical Mechanics · Physics 2024-11-20 Qunlong Ma , Zhi Ma , Jinlong Xu , Hairui Zhang , Ming Gao

Distribution matching can be used to learn invariant representations with applications in fairness and robustness. Most prior works resort to adversarial matching methods but the resulting minimax problems are unstable and challenging to…

Machine Learning · Computer Science 2024-06-05 Ziyu Gong , Ben Usman , Han Zhao , David I. Inouye

Bayesian inference of Gibbs random fields (GRFs) is often referred to as a doubly intractable problem, since the likelihood function is intractable. The exploration of the posterior distribution of such models is typically carried out with…

Computation · Statistics 2017-10-16 Aidan Boland , Nial Friel , Florian Maire

This paper concerns solving the steady radiative transfer equation with diffusive scaling, using the physics informed neural networks (PINNs). The idea of PINNs is to minimize a least-square loss function, that consists of the residual from…

Numerical Analysis · Mathematics 2022-06-15 Yulong Lu , Li Wang , Wuzhe Xu

Preliminary mission design of low-thrust spacecraft trajectories in the Circular Restricted Three-Body Problem is a global search characterized by a complex objective landscape and numerous local minima. Formulating the problem as sampling…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Jannik Graebner , Ryne Beeson

Markov Chain Monte Carlo (MCMC) is one of the most powerful methods to sample from a given probability distribution, of which the Metropolis Adjusted Langevin Algorithm (MALA) is a variant wherein the gradient of the distribution is used…

Applications · Statistics 2022-01-21 Mariya Mamajiwala , Debasish Roy , Serge Guillas