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The solution of partial differential equations (PDEs) plays a central role in numerous applications in science and engineering, particularly those involving multiphase flow in porous media. Complex, nonlinear systems govern these problems…

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

The theory-guided convolutional neural network (TgCNN) framework, which can incorporate discretized governing equation residuals into the training of convolutional neural networks (CNNs), is extended to two-phase porous media flow problems…

Geophysics · Physics 2022-08-15 Nanzhe Wang , Haibin Chang , Dongxiao Zhang

A desirable property of interpretable models is small size, so that they are easily understandable by humans. This leads to the following challenges: (a) small sizes typically imply diminished accuracy, and (b) bespoke levers provided by…

Machine Learning · Computer Science 2024-08-26 Abhishek Ghose , Balaraman Ravindran

Surrogate models are frequently employed as efficient substitutes for the costly execution of real-world processes. However, constructing a high-quality surrogate model often demands extensive data acquisition. A solution to this issue is…

Machine Learning · Computer Science 2025-05-05 Shuaiqun Pan , Diederick Vermetten , Manuel López-Ibáñez , Thomas Bäck , Hao Wang

The Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

Performing reliability analysis on complex systems is often computationally expensive. In particular, when dealing with systems having high input dimensionality, reliability estimation becomes a daunting task. A popular approach to overcome…

Machine Learning · Statistics 2021-12-22 Navaneeth N. , Souvik Chakraborty

The use of transfer learning within Bayesian optimization addresses the disadvantages of the so-called \textit{cold start} problem by using source data to aid in the optimization of a target problem. We present a method that leverages an…

Optimization and Control · Mathematics 2026-04-01 Ali Tfaily , Youssef Diouane , Nathalie Bartoli , Michael Kokkolaras

Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

Machine Learning · Computer Science 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić

Solving inverse problems, where we find the input values that result in desired values of outputs, can be challenging. The solution process is often computationally expensive and it can be difficult to interpret the solution in…

Machine Learning · Computer Science 2023-06-08 Chandrika Kamath , Juliette Franzman , Ravi Ponmalai

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc

We consider the point evaluation of the solution to interface problems with geometric uncertainties, where the uncertainty in the obstacle is described by a high-dimensional parameter $\boldsymbol{y}\in[-1,1]^d$, $d\in\mathbb{N}$. We focus…

Numerical Analysis · Mathematics 2021-01-19 Laura Scarabosio

High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically…

Optimization and Control · Mathematics 2020-12-30 Isaac Sunseri , Joseph Hart , Bart van Bloemen Waanders , Alen Alexanderian

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…

Numerical Analysis · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

Inverse problems can be described as limited-data problems in which the signal of interest cannot be observed directly. A physics-based forward model that relates the signal with the observations is typically needed. Unfortunately, unknown…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Alexandra Koulouri , Ville Rimpilainen

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

Offline optimization is an emerging problem in many experimental engineering domains including protein, drug or aircraft design, where online experimentation to collect evaluation data is too expensive or dangerous. To avoid that, one has…

Machine Learning · Computer Science 2024-05-10 Yassine Chemingui , Aryan Deshwal , Trong Nghia Hoang , Janardhan Rao Doppa