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Neural Linear Models (NLM) are deep Bayesian models that produce predictive uncertainties by learning features from the data and then performing Bayesian linear regression over these features. Despite their popularity, few works have…

Machine Learning · Statistics 2021-12-17 Sujay Thakur , Cooper Lorsung , Yaniv Yacoby , Finale Doshi-Velez , Weiwei Pan

Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…

Machine Learning · Computer Science 2022-09-27 Cristopher Salvi , Maud Lemercier , Andris Gerasimovics

Neural operator learning models have emerged as very effective surrogates in data-driven methods for partial differential equations (PDEs) across different applications from computational science and engineering. Such operator learning…

Machine Learning · Computer Science 2024-05-30 Benjamin Shih , Ahmad Peyvan , Zhongqiang Zhang , George Em Karniadakis

Developing neural operators that accurately predict the behavior of systems governed by partial differential equations (PDEs) across unseen parameter regimes is crucial for robust generalization in scientific and engineering applications.…

Machine Learning · Computer Science 2026-04-21 Eva van Tegelen , Taniya Kapoor , George A. K. van Voorn , Peter van Heijster , Ioannis N. Athanasiadis

Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics. Neural Operators, generations of neural networks with capability of learning maps…

Machine Learning · Computer Science 2022-07-19 Peiyan Hu , Qi Meng , Bingguang Chen , Shiqi Gong , Yue Wang , Wei Chen , Rongchan Zhu , Zhi-Ming Ma , Tie-Yan Liu

Many problems in engineering and sciences require the solution of large scale optimization constrained by partial differential equations (PDEs). Though PDE-constrained optimization is itself challenging, most applications pose additional…

Optimization and Control · Mathematics 2020-01-06 Joseph Hart , Bart van Bloemen Waanders , Roland Herzog

The term `surrogate modeling' in computational science and engineering refers to the development of computationally efficient approximations for expensive simulations, such as those arising from numerical solution of partial differential…

Numerical Analysis · Mathematics 2022-08-12 Maarten V. de Hoop , Daniel Zhengyu Huang , Elizabeth Qian , Andrew M. Stuart

Although there is a substantial body of literature on control and optimization problems for parabolic and hyperbolic systems, the specific problem of controlling and optimizing the coefficients of the associated operators within such…

Optimization and Control · Mathematics 2026-05-21 Alain Bensoussan , Minh-Binh Tran , Bangjie Wang

A wide range of scientific problems, such as those described by continuous-time dynamical systems and partial differential equations (PDEs), are naturally formulated on function spaces. While function spaces are typically…

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

Laplace approximations are classic, computationally lightweight means for constructing Bayesian neural networks (BNNs). As in other approximate BNNs, one cannot necessarily expect the induced predictive uncertainty to be calibrated. Here we…

Machine Learning · Computer Science 2021-06-08 Agustinus Kristiadi , Matthias Hein , Philipp Hennig

Predicting outcomes and planning interactions with the physical world are long-standing goals for machine learning. A variety of such tasks involves continuous physical systems, which can be described by partial differential equations…

Machine Learning · Computer Science 2020-01-22 Philipp Holl , Vladlen Koltun , Nils Thuerey

Recent years have witnessed the promise of coupling machine learning methods and physical domain-specific insights for solving scientific problems based on partial differential equations (PDEs). However, being data-intensive, these methods…

Machine Learning · Computer Science 2025-06-03 Wuyang Chen , Jialin Song , Pu Ren , Shashank Subramanian , Dmitriy Morozov , Michael W. Mahoney

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

Operator learning has been increasingly adopted in scientific and engineering applications, many of which require calibrated uncertainty quantification. Since the output of operator learning is a continuous function, quantifying uncertainty…

Machine Learning · Computer Science 2024-02-07 Ziqi Ma , Kamyar Azizzadenesheli , Anima Anandkumar

Data-driven discovery of partial differential equations (PDEs) has attracted increasing attention in recent years. Although significant progress has been made, certain unresolved issues remain. For example, for PDEs with high-order…

Machine Learning · Computer Science 2021-09-14 Hao Xu , Dongxiao Zhang , Nanzhe Wang

Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…

Solving nonlinear partial differential equations (PDEs) with multiple solutions using neural networks has found widespread applications in various fields such as physics, biology, and engineering. However, classical neural network methods…

Machine Learning · Computer Science 2024-05-24 Wenrui Hao , Xinliang Liu , Yahong Yang

While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial,…

Machine Learning · Computer Science 2020-04-08 Fredrik K. Gustafsson , Martin Danelljan , Thomas B. Schön

We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential…

Machine Learning · Computer Science 2021-06-02 Xuhui Meng , Hessam Babaee , George Em Karniadakis