Related papers: Annealed Stein Variational Gradient Descent for Im…

Envelope models provide a sufficient dimension reduction framework for multivariate regression analysis. Bayesian inference for these models has been developed primarily using Markov chain Monte Carlo (MCMC) methods. Specifically, Gibbs…

Full-waveform inversion (FWI) is a high-resolution and computationally intensive imaging technique to reconstruct unknown parameters in the computational model in which the waves propagate; however, an accurate model of only part of this…

Full-waveform inversion (FWI) is an advanced technique for reconstructing high-resolution subsurface physical parameters by progressively minimizing the discrepancy between observed and predicted seismic data. However, conventional FWI…

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

We provide finite-particle convergence rates for the Stein Variational Gradient Descent (SVGD) algorithm in the Kernelized Stein Discrepancy ($\mathsf{KSD}$) and Wasserstein-2 metrics. Our key insight is that the time derivative of the…

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,…

Full waveform inversion (FWI) is an iterative identification process that serves to minimize the misfit of model-based simulated and experimentally measured wave field data, with the goal of identifying a field of parameters for a given…

We empirically evaluate a stochastic annealing strategy for Bayesian posterior optimization with variational inference. Variational inference is a deterministic approach to approximate posterior inference in Bayesian models in which a…

Anomaly detection (AD) has been an active research area in various domains. Yet, the increasing data scale, complexity, and dimension turn the traditional methods into challenging. Recently, the deep generative model, such as the…

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

We propose a way to favorably employ neural networks in the field of non-destructive testing using Full Waveform Inversion (FWI). The presented methodology discretizes the unknown material distribution in the domain with a neural network…

We present Sequential Neural Variational Inference (SNVI), an approach to perform Bayesian inference in models with intractable likelihoods. SNVI combines likelihood-estimation (or likelihood-ratio-estimation) with variational inference to…

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Variational inference (VI) can be cast as an optimization problem in which the variational parameters are tuned to closely align a variational distribution with the true posterior. The optimization task can be approached through vanilla…

Seismic full-waveform inversion (FWI) is a nonlinear computational imaging technique that can provide detailed estimates of subsurface geophysical properties. Solving the FWI problem can be challenging due to its ill-posedness and high…

Seismic full-waveform inversion (FWI) techniques aim to find a high-resolution subsurface geophysical model provided with waveform data. Some recent effort in data-driven FWI has shown some encouraging results in obtaining 2D velocity maps.…

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

Stochastic gradient Markov Chain Monte Carlo (SGMCMC) is considered the gold standard for Bayesian inference in large-scale models, such as Bayesian neural networks. Since practitioners face speed versus accuracy tradeoffs in these models,…