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Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

In this work, we define a practical identifiability criterion, (e, q)-identifiability, based on a parameter e, reflecting the noise in observed variables, and a parameter q, reflecting the mean-square error of the parameter estimator. This…

Methodology · Statistics 2026-03-13 Nora Heitzman-Breen , Vanja Dukic , David M. Bortz

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

Variational inference (VI) is a specific type of approximate Bayesian inference that approximates an intractable posterior distribution with a tractable one. VI casts the inference problem as an optimization problem, more specifically, the…

Machine Learning · Computer Science 2022-12-20 Felix Leibfried

Bayesian neural networks (BNNs) offer uncertainty quantification but come with the downside of substantially increased training and inference costs. Sparse BNNs have been investigated for efficient inference, typically by either slowly…

Machine Learning · Computer Science 2024-02-20 Junbo Li , Zichen Miao , Qiang Qiu , Ruqi Zhang

This paper proposes a fast two-stage variational Bayesian (VB) algorithm to estimate unrestricted panel spatial autoregressive models. Using Dirichlet-Laplace priors, we are able to uncover the spatial relationships between cross-sectional…

Econometrics · Economics 2023-08-23 Deborah Gefang , Stephen G. Hall , George S. Tavlas

We propose a new class of Bayesian neural networks (BNNs) that can be trained using noisy data of variable fidelity, and we apply them to learn function approximations as well as to solve inverse problems based on partial differential…

Machine Learning · Computer Science 2021-06-02 Xuhui Meng , Hessam Babaee , George Em Karniadakis

The paper proposes a deep learning method specifically dealing with the forward and inverse problem of variable coefficient partial differential equations -- Variable Coefficient Physical Information Neural Network (VC-PINN). The shortcut…

Computational Physics · Physics 2023-05-24 Zhengwu Miao , Yong Chen

Effective learning of asymmetric and local features in images and other data observed on multi-dimensional grids is a challenging objective critical for a wide range of image processing applications involving biomedical and natural images.…

Methodology · Statistics 2022-10-06 Meng Li , Li Ma

We consider a class of backward stochastic differential equations (BSDEs) driven by Brownian motion and Poisson random measure, and subject to constraints on the jump component. We prove the existence and uniqueness of the minimal solution…

Probability · Mathematics 2016-08-14 Idris Kharroubi , Jin Ma , Huyên Pham , Jianfeng Zhang

This paper is concerned with the development, analysis and numerical realization of a novel variational model for the regularization of inverse problems in imaging. The proposed model is inspired by the architecture of generative…

Optimization and Control · Mathematics 2021-11-10 Andreas Habring , Martin Holler

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

Artificial Neural Networks are connectionist systems that perform a given task by learning on examples without having prior knowledge about the task. This is done by finding an optimal point estimate for the weights in every node.…

Machine Learning · Computer Science 2019-01-10 Kumar Shridhar , Felix Laumann , Marcus Liwicki

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the…

Geophysics · Physics 2021-12-08 Amal Alghamdi , Marc Hesse , Jingyi Chen , Umberto Villa , Omar Ghattas

Seismic full waveform inversion (FWI) is a powerful geophysical imaging technique that produces high-resolution subsurface models by iteratively minimizing the misfit between the simulated and observed seismograms. Unfortunately,…

Image and Video Processing · Electrical Eng. & Systems 2021-09-24 Fangshu Yang , Jianwei Ma

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

Inverse problems often involve matching observational data using a physical model that takes a large number of parameters as input. These problems tend to be under-constrained and require regularization to impose additional structure on the…

Computational Physics · Physics 2019-06-07 Daniel O'Malley , John K. Golden , Velimir V. Vesselinov

Sparse Identification of Nonlinear Dynamics (SINDy) is a method of system discovery that has been shown to successfully recover governing dynamical systems from data (Brunton et al., PNAS, '16; Rudy et al., Sci. Adv. '17). Recently, several…

Numerical Analysis · Mathematics 2021-07-28 Daniel A. Messenger , David M. Bortz