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Sequential neural posterior estimation (SNPE) techniques have been recently proposed for dealing with simulation-based models with intractable likelihoods. Unlike approximate Bayesian computation, SNPE techniques learn the posterior from…

Machine Learning · Statistics 2025-01-17 Yifei Xiong , Xiliang Yang , Sanguo Zhang , Zhijian He

Process capability indices such as $C_{pk}$ are widely used for manufacturing decisions, yet are typically applied via deterministic thresholding of finite-sample estimates, ignoring uncertainty and leading to unstable outcomes near the…

Applications · Statistics 2026-04-16 Fei Jiang , Lei Yang

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

Image and Video Processing · Electrical Eng. & Systems 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

Uncertainty quantification is crucial for the deployment of image restoration models in safety-critical domains, like autonomous driving and biological imaging. To date, methods for uncertainty visualization have mainly focused on per-pixel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Elias Nehme , Omer Yair , Tomer Michaeli

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

The existing approaches to intrinsic dimension estimation usually are not reliable when the data are nonlinearly embedded in the high dimensional space. In this work, we show that the explicit accounting to geometric properties of unknown…

Machine Learning · Statistics 2019-04-15 Marina Gomtsyan , Nikita Mokrov , Maxim Panov , Yury Yanovich

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

Piecewise regression is a versatile approach used in various disciplines to approximate complex functions from limited, potentially noisy data points. In control, piecewise regression is, e.g., used to approximate the optimal control law of…

Optimization and Control · Mathematics 2024-07-10 Dieter Teichrib , Moritz Schulze Darup

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

Bayesian inverse problems highly rely on efficient and effective inference methods for uncertainty quantification (UQ). Infinite-dimensional MCMC algorithms, directly defined on function spaces, are robust under refinement of physical…

Computation · Statistics 2019-05-22 Shiwei Lan

This paper proposes an observer-based framework for solving Partially Observable Markov Decision Processes (POMDPs) when an accurate model is not available. We first propose to use a Moving Horizon Estimation-Model Predictive Control…

Systems and Control · Electrical Eng. & Systems 2021-03-23 Hossein Nejatbakhsh Esfahani , Arash Bahari Kordabad , Sebastien Gros

To address the sensitivity of parameters and limited precision for physics-informed extreme learning machines (PIELM) with common activation functions, such as sigmoid, tangent, and Gaussian, in solving high-order partial differential…

Numerical Analysis · Mathematics 2024-11-06 Xi'an Li , Jinran Wu , Yujia Huang , Zhe Ding , Xin Tai , Liang Liu , You-Gan Wang

We develop a novel deep learning method for uncertainty quantification in stochastic partial differential equations based on Bayesian neural network (BNN) and Hamiltonian Monte Carlo (HMC). A BNN efficiently learns the posterior…

Machine Learning · Statistics 2022-10-24 Jeahan Jung , Minseok Choi

Neural posterior estimation (NPE) and neural likelihood estimation (NLE) are machine learning approaches that provide accurate posterior, and likelihood, approximations in complex modeling scenarios, and in situations where conducting…

Machine Learning · Statistics 2024-11-20 David T. Frazier , Ryan Kelly , Christopher Drovandi , David J. Warne

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

Physics-informed machine learning (PIML) integrates mechanistic knowledge, typically in the form of partial differential equations (PDE), into data-driven models. Despite strong empirical performance, its statistical generalisation…

Machine Learning · Computer Science 2026-05-27 Thien V. Nguyen , Amaury Habrard , Benjamin Guedj

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

Many physical systems are described by partial differential equations (PDEs), and solving these equations and estimating their coefficients or boundary conditions (BCs) from observational data play a crucial role in understanding the…

Machine Learning · Computer Science 2025-07-18 Tomohisa Okazaki

Deep learning (DL) models are capable of successfully exploiting latent representations in MR data and have become state-of-the-art for accelerated MRI reconstruction. However, undersampling the measurements in k-space as well as the over-…

Image and Video Processing · Electrical Eng. & Systems 2023-03-09 Mevan Ekanayake , Kamlesh Pawar , Gary Egan , Zhaolin Chen

There has been rapid progress recently on the application of deep networks to the solution of partial differential equations, collectively labelled as Physics Informed Neural Networks (PINNs). In this paper, we develop Physics Informed…

Machine Learning · Computer Science 2019-07-09 Vikas Dwivedi , Balaji Srinivasan