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Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

In this paper we show how to augment classical methods for inverse problems with artificial neural networks. The neural network acts as a prior for the coefficient to be estimated from noisy data. Neural networks are global, smooth function…

Machine Learning · Statistics 2018-09-17 Jens Berg , Kaj Nyström

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

Numerical Analysis · Mathematics 2022-05-10 Victor Boussange , Sebastian Becker , Arnulf Jentzen , Benno Kuckuck , Loïc Pellissier

Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…

Computation · Statistics 2018-08-03 Jaewoo Park , Murali Haran

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

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

Applications · Statistics 2010-09-30 Alberto Caimo , Nial Friel

Bayesian neural networks (BNNs) have recently regained a significant amount of attention in the deep learning community due to the development of scalable approximate Bayesian inference techniques. There are several advantages of using a…

Machine Learning · Statistics 2023-05-02 Aliaksandr Hubin , Geir Storvik

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields. The OED problem seeks to find sensor locations that…

Numerical Analysis · Mathematics 2022-09-07 Keyi Wu , Thomas O'Leary-Roseberry , Peng Chen , Omar Ghattas

Traditional Monte Carlo integration using uniform random sampling exhibits degraded efficiency in low-regularity or high-dimensional problems. We propose a novel deep learning framework based on deterministic number-theoretic sampling…

Numerical Analysis · Mathematics 2025-07-03 Yu Yang , Pingan He , Xiaoling Peng , Qiaolin He

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is necessary to draw conclusions from these data, and it often becomes essential to construct dynamical models using these data. We…

Machine Learning · Computer Science 2022-05-20 Pawan Goyal , Peter Benner

Conventional neural network elastoplasticity models are often perceived as lacking interpretability. This paper introduces a two-step machine learning approach that returns mathematical models interpretable by human experts. In particular,…

Computational Engineering, Finance, and Science · Computer Science 2024-02-09 Bahador Bahmani , Hyoung Suk Suh , WaiChing Sun

The advent of Scientific Machine Learning has heralded a transformative era in scientific discovery, driving progress across diverse domains. Central to this progress is uncovering scientific laws from experimental data through symbolic…

Methodology · Statistics 2025-09-25 Somjit Roy , Pritam Dey , Debdeep Pati , Bani K. Mallick

Many real-world systems can be described by mathematical models that are human-comprehensible, easy to analyze and help explain the system's behavior. Symbolic regression is a method that can automatically generate such models from data.…

Neural and Evolutionary Computing · Computer Science 2023-06-28 Jiří Kubalík , Erik Derner , Robert Babuška

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

This survey provides an exposition of a suite of techniques based on the theory of polynomials, collectively referred to as polynomial methods, which have recently been applied to address several challenging problems in statistical…

Statistics Theory · Mathematics 2021-04-22 Yihong Wu , Pengkun Yang

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

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

Causal Bayesian networks are widely used tools for summarising the dependencies between variables and elucidating their putative causal relationships. By restricting the search to trees, for example, learning the optimum from data is…

Computation · Statistics 2025-03-10 Felix L. Rios , Giusi Moffa , Jack Kuipers

A burgeoning line of research leverages deep neural networks to approximate the solutions to high dimensional PDEs, opening lines of theoretical inquiry focused on explaining how it is that these models appear to evade the curse of…

Machine Learning · Computer Science 2023-03-28 Tanya Marwah , Zachary C. Lipton , Jianfeng Lu , Andrej Risteski