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Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Variational autoencoders employ an amortized inference model to approximate the posterior of latent variables. However, such amortized variational inference faces two challenges: (1) the limited posterior expressiveness of fully-factorized…

Machine Learning · Computer Science 2022-12-01 Yookoon Park , Chris Dongjoo Kim , Gunhee Kim

This study examines the challenges of modeling complex and noisy data related to socioeconomic factors over time, with a focus on data from various districts in Odisha, India. Traditional time-series models struggle to capture both trends…

Machine Learning · Computer Science 2026-04-02 Sandeep Kumar Samota , Reema Gupta , Snehashish Chakraverty

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We propose a novel composite framework to find unknown fields in the context of inverse problems for partial differential equations (PDEs). We blend the high expressibility of deep neural networks as universal function estimators with the…

Numerical Analysis · Mathematics 2021-06-02 Samira Pakravan , Pouria A. Mistani , Miguel Angel Aragon-Calvo , Frederic Gibou

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

While Variational Inequality (VI) is a well-established mathematical framework that subsumes Nash equilibrium and saddle-point problems, less is known about its extension, Quasi-Variational Inequalities (QVI). QVI allows for cases where the…

Optimization and Control · Mathematics 2025-11-25 Zeinab Alizadeh , Afrooz Jalilzadeh

Inference networks of traditional Variational Autoencoders (VAEs) are typically amortized, resulting in relatively inaccurate posterior approximation compared to instance-wise variational optimization. Recent semi-amortized approaches were…

Machine Learning · Computer Science 2020-11-18 Minyoung Kim , Vladimir Pavlovic

One of the most popular recent areas of machine learning predicates the use of neural networks augmented by information about the underlying process in the form of Partial Differential Equations (PDEs). These physics-informed neural…

Fluid Dynamics · Physics 2025-06-17 Luca Menicali , David H. Richter , Stefano Castruccio

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

The numerical simulation and optimization of technical systems described by partial differential equations is expensive, especially in multi-query scenarios in which the underlying equations have to be solved for different parameters. A…

Numerical Analysis · Mathematics 2025-04-09 Franziska Griese , Fabian Hoppe , Alexander Rüttgers , Philipp Knechtges

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

Complex network reconstruction is a hot topic in many fields. Currently, the most popular data-driven reconstruction framework is based on lasso. However, it is found that, in the presence of noise, lasso loses efficiency for weighted…

Machine Learning · Statistics 2020-03-03 Shuang Xu , Chun-Xia Zhang , Pei Wang , Jiangshe Zhang

In recent years we have witnessed a growth in mathematics for deep learning, which has been used to solve inverse problems of partial differential equations (PDEs). However, most deep learning-based inversion methods either require paired…

Numerical Analysis · Mathematics 2024-04-23 Enze Jiang , Jishen Peng , Zheng Ma , Xiong-Bin Yan

Full-Waveform Inversion seeks to achieve a high-resolution model of the subsurface through the application of multi-variate optimization to the seismic inverse problem. Although now a mature technology, FWI has limitations related to the…

Geophysics · Physics 2025-02-26 Christopher Zerafa , Pauline Galea , Cristiana Sebu

We propose a physics-constrained convolutional neural network (PC-CNN) to solve two types of inverse problems in partial differential equations (PDEs), which are nonlinear and vary both in space and time. In the first inverse problem, we…

Fluid Dynamics · Physics 2024-12-03 Daniel Kelshaw , Luca Magri

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

Full waveform inversion (FWI) commonly stands for the state-of-the-art approach for imaging subsurface structures and physical parameters, however, its implementation usually faces great challenges, such as building a good initial model to…

Geophysics · Physics 2023-04-05 Jian Sun , Kristopher Innanen

Bayesian inverse problems are often computationally challenging when the forward model is governed by complex partial differential equations (PDEs). This is typically caused by expensive forward model evaluations and high-dimensional…

Machine Learning · Statistics 2023-02-08 Zhihang Xu , Yingzhi Xia , Qifeng Liao

Deep learning has revolutionized the last decade, being at the forefront of extraordinary advances in a wide range of tasks including computer vision, natural language processing, and reinforcement learning, to name but a few. However, it…

Machine Learning · Computer Science 2024-01-24 Sebastian W. Ober