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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…

Uncertainties such as manufacturing tolerances cause performance variations in complex engineering systems, making robust design optimization (RDO) essential. However, simulation-based RDO faces high computational cost for statistical…

Optimization and Control · Mathematics 2026-02-10 Hyunho Jang , Dongjin Lee

We introduce a gradient-based learning method to automatically adapt Markov chain Monte Carlo (MCMC) proposal distributions to intractable targets. We define a maximum entropy regularised objective function, referred to as generalised speed…

Machine Learning · Statistics 2020-01-07 Michalis K. Titsias , Petros Dellaportas

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang , Weixuan Li

Sampling problems are promising candidates for demonstrating quantum advantage, and one approach known as quantum-enhanced Markov chain Monte Carlo [Layden, D. et al., Nature 619, 282-287 (2023)] uses quantum samples as a proposal…

Quantum Physics · Physics 2026-04-23 Yuya Kawamata , Yuichiro Nakano , Keisuke Fujii

Inverse uncertainty quantification (UQ) tasks such as parameter estimation are computationally demanding whenever dealing with physics-based models, and typically require repeated evaluations of complex numerical solvers. When partial…

Machine Learning · Computer Science 2025-12-19 Filippo Zacchei , Paolo Conti , Attilio Alberto Frangi , Andrea Manzoni

The predictive accuracy of operator learning frameworks depends on the quality and quantity of available training data (input-output function pairs), often requiring substantial amounts of high-fidelity data, which can be challenging to…

Machine Learning · Computer Science 2025-10-29 Sumanta Roy , Bahador Bahmani , Ioannis G. Kevrekidis , Michael D. Shields

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

Many large scale problems in computational fluid dynamics such as uncertainty quantification, Bayesian inversion, data assimilation and PDE constrained optimization are considered very challenging computationally as they require a large…

Computational Physics · Physics 2020-04-22 Kjetil O. Lye , Siddhartha Mishra , Deep Ray

Many physical systems exhibit nonlocal spatiotemporal behaviors described by integro-differential equations (IDEs). Classical methods for solving IDEs require repeatedly evaluating convolution integrals, whose cost increases quickly with…

Machine Learning · Computer Science 2025-12-22 Farinaz Mostajeran , Aruzhan Tleubek , Salah A Faroughi

This study presents a deep neural network (DNN) framework that accelerates Direct Simulation Monte Carlo (DSMC) computations for rarefied-gas flows, while maintaining high physical fidelity. First, a fully connected deep neural network is…

Computational Physics · Physics 2025-07-01 Ehsan Roohi , Ahmad Shoja-sani

The Markov chain Monte Carlo (MCMC) method is the computational workhorse for Bayesian inverse problems. However, MCMC struggles in high-dimensional parameter spaces, since its iterates must sequentially explore the high-dimensional space.…

Numerical Analysis · Mathematics 2016-09-06 Paul G. Constantine , Carson Kent , Tan Bui-Thanh

Performing Bayesian inference via Markov chain Monte Carlo (MCMC) can be exceedingly expensive when posterior evaluations invoke the evaluation of a computationally expensive model, such as a system of partial differential equations. In…

Computation · Statistics 2017-12-27 Patrick Conrad , Andrew Davis , Youssef Marzouk , Natesh Pillai , Aaron Smith

Since large number of high-quality remote sensing images are readily accessible, exploiting the corpus of images with less manual annotation draws increasing attention. Self-supervised models acquire general feature representations by…

Computer Vision and Pattern Recognition · Computer Science 2024-04-25 Xinye Wanyan , Sachith Seneviratne , Shuchang Shen , Michael Kirley

Deep learning (DL)-based methods have achieved state-of-the-art performance for many medical image segmentation tasks. Nevertheless, recent studies show that deep neural networks (DNNs) can be miscalibrated and overconfident, leading to…

Image and Video Processing · Electrical Eng. & Systems 2024-06-28 Yidong Zhao , Joao Tourais , Iain Pierce , Christian Nitsche , Thomas A. Treibel , Sebastian Weingärtner , Artur M. Schweidtmann , Qian Tao

Physics-informed neural operators offer a powerful framework for learning solution operators of partial differential equations (PDEs) by combining data and physics losses. However, these physics losses rely on derivatives. Computing these…

Computing properties of molecular systems rely on estimating expectations of the (unnormalized) Boltzmann distribution. Molecular dynamics (MD) is a broadly adopted technique to approximate such quantities. However, stable simulations rely…

Chemical Physics · Physics 2023-10-31 Mathias Schreiner , Ole Winther , Simon Olsson

In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in…

Numerical Analysis · Mathematics 2021-04-28 Sijing Li , Cheng Zhang , Zhiwen Zhang , Hongkai Zhao

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu