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Solving partial differential equations (PDEs) and their inverse problems using Physics-informed neural networks (PINNs) is a rapidly growing approach in the physics and machine learning community. Although several architectures exist for…

Statistics Theory · Mathematics 2024-06-24 Yi Sun , Debarghya Mukherjee , Yves Atchade

We introduce a novel deep operator network (DeepONet) framework that incorporates generalised variational inference (GVI) using R\'enyi's $\alpha$-divergence to learn complex operators while quantifying uncertainty. By incorporating…

Machine Learning · Statistics 2025-12-09 Soban Nasir Lone , Subhayan De , Rajdip Nayek

We consider the efficient inference of finite dimensional parameters arising in the context of inverse problems. Our setup is the observation of a transformation of an unknown infinite dimensional signal $f$ corrupted by statistical noise,…

Statistics Theory · Mathematics 2026-02-03 Adel Magra , Aad van der Vaart

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that…

Numerical Analysis · Mathematics 2020-02-26 Kailai Xu , Eric Darve

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

Inference models are a key component in scaling variational inference to deep latent variable models, most notably as encoder networks in variational auto-encoders (VAEs). By replacing conventional optimization-based inference with a…

Machine Learning · Computer Science 2018-07-26 Joseph Marino , Yisong Yue , Stephan Mandt

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

The primary goal of this research is to propose a novel architecture for a deep neural network that can solve fractional differential equations accurately. A Gaussian integration rule and a $L_1$ discretization technique are used in the…

Machine Learning · Computer Science 2023-09-15 Ali Nosrati Firoozsalari , Hassan Dana Mazraeh , Alireza Afzal Aghaei , Kourosh Parand

Solving general high-dimensional partial differential equations (PDE) is a long-standing challenge in numerical mathematics. In this paper, we propose a novel approach to solve high-dimensional linear and nonlinear PDEs defined on arbitrary…

Numerical Analysis · Mathematics 2020-04-22 Yaohua Zang , Gang Bao , Xiaojing Ye , Haomin Zhou

Partial differential equations are central to describing many physical phenomena. In many applications these phenomena are observed through a sensor network, with the aim of inferring their underlying properties. Leveraging from certain…

Information Theory · Computer Science 2017-11-22 John Murray-Bruce , Pier Luigi Dragotti

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

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

Traditionally, the MaxEnt workshops start by a tutorial day. This paper summarizes my talk during 2001'th workshop at John Hopkins University. The main idea in this talk is to show how the Bayesian inference can naturally give us all the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Ali Mohammad-Djafari

Deep directed generative models have attracted much attention recently due to their expressive representation power and the ability of ancestral sampling. One major difficulty of learning directed models with many latent variables is the…

Machine Learning · Computer Science 2015-06-16 Siqi Nie , Qiang Ji

Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

Machine Learning · Computer Science 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao