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Reconstructing PDE-governed fields from sparse and irregular measurements is challenging due to their ill-posed nature. Deterministic surrogates are trained on dense fields that struggle with limited measurements and uncertainty…

Machine Learning · Computer Science 2026-05-18 Hao Zhou , Rui Zhang , Han Wan , Hao Sun

Data-driven surrogate models offer quick approximations to complex numerical and experimental systems but typically lack uncertainty quantification, limiting their reliability in safety-critical applications. While Bayesian methods provide…

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

Denoising diffusion probabilistic models have been recently proposed to generate high-quality samples by estimating the gradient of the data density. The framework defines the prior noise as a standard Gaussian distribution, whereas the…

Machine Learning · Statistics 2022-02-22 Sang-gil Lee , Heeseung Kim , Chaehun Shin , Xu Tan , Chang Liu , Qi Meng , Tao Qin , Wei Chen , Sungroh Yoon , Tie-Yan Liu

Training normalizing flow generative models can be challenging due to the need to calculate computationally expensive determinants of Jacobians. This paper studies the likelihood-free training of flows and proposes the energy objective, an…

Machine Learning · Computer Science 2023-06-26 Phillip Si , Zeyi Chen , Subham Sekhar Sahoo , Yair Schiff , Volodymyr Kuleshov

We present a deep learning framework for quantifying and propagating uncertainty in systems governed by non-linear differential equations using physics-informed neural networks. Specifically, we employ latent variable models to construct…

Machine Learning · Statistics 2019-06-26 Yibo Yang , Paris Perdikaris

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

We propose an efficient surrogate modeling technique for uncertainty quantification. The method is based on a well-known dimension-adaptive collocation scheme. We improve the scheme by enhancing sparse polynomial surrogates with conformal…

Computational Engineering, Finance, and Science · Computer Science 2020-05-20 Niklas Georg , Dimitrios Loukrezis , Ulrich Römer , Sebastian Schöps

This paper introduces UnDiff, a diffusion probabilistic model capable of solving various speech inverse tasks. Being once trained for speech waveform generation in an unconditional manner, it can be adapted to different tasks including…

This study proposes a new discrete neural operator for surrogate modeling of transient Darcy flow fields in heterogeneous porous media with random parameters. The new method integrates temporal encoding, operator learning and UNet to…

Numerical Analysis · Mathematics 2025-12-04 Zhenglong Chen , Zhao Zhang , Xia Yan , Jiayu Zhai , Piyang Liu , Kai Zhang

Surrogate models (including deep neural networks and other machine learning algorithms in supervised learning) are capable of approximating arbitrarily complex, high-dimensional input-output problems in science and engineering, but require…

Machine Learning · Computer Science 2025-12-17 Miguel Sánchez-Domínguez , Lucas Lacasa , Javier de Vicente , Gonzalo Rubio , Eusebio Valero

Efficient sampling of the Boltzmann distribution of molecular systems is a long-standing challenge. Recently, instead of generating long molecular dynamics simulations, generative machine learning methods such as normalizing flows have been…

Machine Learning · Computer Science 2024-08-06 Henrik Schopmans , Pascal Friederich

Recently, there has been a surge of interest in incorporating neural networks into particle filters, e.g. differentiable particle filters, to perform joint sequential state estimation and model learning for non-linear non-Gaussian…

Machine Learning · Computer Science 2025-01-07 Xiongjie Chen , Yunpeng Li

Traditional physics-based models of geophysical flows, such as debris flows and landslides that pose significant risks to human lives and infrastructure are computationally expensive, limiting their utility for large-scale parameter sweeps,…

Fluid Dynamics · Physics 2025-04-11 Palak Patel , Luke McGuire , Abani Patra

Normalizing flows are generative models that provide tractable density estimation via an invertible transformation from a simple base distribution to a complex target distribution. However, this technique cannot directly model data…

Machine Learning · Statistics 2021-11-15 Brendan Leigh Ross , Jesse C. Cresswell

Ptychography, as an essential tool for high-resolution and nondestructive material characterization, presents a challenging large-scale nonlinear and non-convex inverse problem; however, its intrinsic photon statistics create clear…

Machine Learning · Statistics 2021-11-02 Agnimitra Dasgupta , Zichao Wendy Di

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

Modeling complex conditional distributions is critical in a variety of settings. Despite a long tradition of research into conditional density estimation, current methods employ either simple parametric forms or are difficult to learn in…

Machine Learning · Statistics 2018-02-15 Brian L Trippe , Richard E Turner