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Computational imaging plays a pivotal role in determining hidden information from sparse measurements. A robust inverse solver is crucial to fully characterize the uncertainty induced by these measurements, as it allows for the estimation…

Computer Vision and Pattern Recognition · Computer Science 2023-11-17 Sirui Bi , Victor Fung , Jiaxin Zhang

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

Optimization and Control · Mathematics 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…

Methodology · Statistics 2023-09-28 Youngsoo Baek , Wilkins Aquino , Sayan Mukherjee

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

Machine Learning · Computer Science 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

Machine Learning · Computer Science 2022-05-27 Katiana Kontolati , Dimitrios Loukrezis , Dimitris G. Giovanis , Lohit Vandanapu , Michael D. Shields

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

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

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

Methodology · Statistics 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

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 paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

Machine Learning · Computer Science 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

The Bayesian uncertainty quantification technique has become well established in turbulence modeling over the past few years. However, it is computationally expensive to construct a globally accurate surrogate model for Bayesian inference…

Data Analysis, Statistics and Probability · Physics 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

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

Neural PDE surrogates are often deployed in data-limited or partially observed regimes where downstream decisions depend on calibrated uncertainty in addition to low prediction error. Existing approaches obtain uncertainty through ensemble…

Machine Learning · Computer Science 2026-02-12 Carlos Stein Brito

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

Applications · Statistics 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

Machine Learning · Computer Science 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

Bayesian inverse design provides a principled framework for inferring aerodynamic geometries from sparse flow observations while quantifying uncertainty. However, its practical use in computational fluid dynamics (CFD) is severely limited…

Fluid Dynamics · Physics 2026-05-26 Bipin Tiwari , Omer San