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We present a pseudo-reversible normalizing flow method for efficiently generating samples of the state of a stochastic differential equation (SDE) with different initial distributions. The primary objective is to construct an accurate and…

Numerical Analysis · Mathematics 2023-06-12 Minglei Yang , Pengjun Wang , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

We present a probabilistic deep learning methodology that enables the construction of predictive data-driven surrogates for stochastic systems. Leveraging recent advances in variational inference with implicit distributions, we put forth a…

Machine Learning · Statistics 2019-01-16 Yibo Yang , Paris Perdikaris

Conditional diffusion probabilistic models can model the distribution of natural images and can generate diverse and realistic samples based on given conditions. However, oftentimes their results can be unrealistic with observable color…

Computer Vision and Pattern Recognition · Computer Science 2022-12-15 Kangfu Mei , Nithin Gopalakrishnan Nair , Vishal M. Patel

Obtaining samples from the posterior distribution of inverse problems with expensive forward operators is challenging especially when the unknowns involve the strongly heterogeneous Earth. To meet these challenges, we propose a…

Machine Learning · Statistics 2021-01-12 Ali Siahkoohi , Gabrio Rizzuti , Mathias Louboutin , Philipp A. Witte , Felix J. Herrmann

Existing deep learning-based surrogate models facilitate efficient data generation, but fall short in uncertainty quantification, efficient parameter space exploration, and reverse prediction. In our work, we introduce SurroFlow, a novel…

Machine Learning · Computer Science 2024-07-19 Jingyi Shen , Yuhan Duan , Han-Wei Shen

We consider the use of probabilistic neural networks for fluid flow {surrogate modeling} and data recovery. This framework is constructed by assuming that the target variables are sampled from a Gaussian distribution conditioned on the…

Fluid Dynamics · Physics 2020-10-14 Romit Maulik , Kai Fukami , Nesar Ramachandra , Koji Fukagata , Kunihiko Taira

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

Computational Physics · Physics 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

Sampling from unnormalized densities is analogous to the generative modeling problem, but the target distribution is defined by a known energy function instead of data samples. Because evaluating the energy function is often costly, a…

Machine Learning · Computer Science 2026-05-06 Aaron Havens , Brian Karrer , Neta Shaul

Although many deep-learning-based super-resolution approaches have been proposed in recent years, because no ground truth is available in the inference stage, few can quantify the errors and uncertainties of the super-resolved results. For…

Image and Video Processing · Electrical Eng. & Systems 2023-08-10 Jingyi Shen , Han-Wei Shen

In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our…

Machine Learning · Computer Science 2019-11-07 Zhisheng Xiao , Qing Yan , Yali Amit

In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we…

Machine Learning · Statistics 2020-07-17 Ali Siahkoohi , Gabrio Rizzuti , Philipp A. Witte , Felix J. Herrmann

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…

Statistics Theory · Mathematics 2021-10-22 Xingyu Zhou , Yuling Jiao , Jin Liu , Jian Huang

This study presents a conditional flow matching framework for solving physics-constrained Bayesian inverse problems. In this setting, samples from the joint distribution of inferred variables and measurements are assumed available, while…

This paper introduces a practical sampling method for training surrogate models in the context of uncertainty propagation. We propose a heuristic method to uniformly draw samples within highest density regions of the density given by the…

Methodology · Statistics 2025-09-15 Jocelyn Minini , Micha Wasem

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

Computational Engineering, Finance, and Science · Computer Science 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

Speech enhancement is a critical component of many user-oriented audio applications, yet current systems still suffer from distorted and unnatural outputs. While generative models have shown strong potential in speech synthesis, they are…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-11 Yen-Ju Lu , Zhong-Qiu Wang , Shinji Watanabe , Alexander Richard , Cheng Yu , Yu Tsao

Image reconstruction from computed tomography (CT) measurement is a challenging statistical inverse problem since a high-dimensional conditional distribution needs to be estimated. Based on training data obtained from high-quality…

Image and Video Processing · Electrical Eng. & Systems 2020-06-12 Alexander Denker , Maximilian Schmidt , Johannes Leuschner , Peter Maass , Jens Behrmann

Accurate and efficient surrogate models for aerodynamic surface pressure fields are essential for accelerating aircraft design and analysis, yet deterministic regressors trained with pointwise losses often smooth sharp nonlinear features.…

Fluid Dynamics · Physics 2026-04-14 Víctor Francés-Belda , Carlos Sanmiguel Vila , Rodrigo Castellanos

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

Surrogate modeling and uncertainty quantification tasks for PDE systems are most often considered as supervised learning problems where input and output data pairs are used for training. The construction of such emulators is by definition a…

Computational Physics · Physics 2019-06-26 Yinhao Zhu , Nicholas Zabaras , Phaedon-Stelios Koutsourelakis , Paris Perdikaris
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