Related papers: Bayesian Inference for PDE-based Inverse Problems …
We consider systems of ordinary differential equations (ODEs) of the form ${\cal B}{\mathbf K}=0$, where $\cal B$ is a Hamiltonian operator of a completely integrable partial differential equation (PDE) hierarchy, and ${\mathbf K}=(K,L)^T$.…
Ordinary differential equations (ODEs) are used to model dynamic systems appearing in engineering, physics, biomedical sciences and many other fields. These equations contain unknown parameters, say $\theta$ of physical significance which…
Inverse protein folding -- the task of predicting a protein sequence from its backbone atom coordinates -- has surfaced as an important problem in the "top down", de novo design of proteins. Contemporary approaches have cast this problem as…
We extend the methodology in [Yang et al., 2023] to learn autonomous continuous-time dynamical systems from invariant measures. The highlight of our approach is to reformulate the inverse problem of learning ODEs or SDEs from data as a…
Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…
We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fields (which are…
Solving partial differential equations (PDEs) is the canonical approach for understanding the behavior of physical systems. However, large scale solutions of PDEs using state of the art discretization techniques remains an expensive…
Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…
This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…
In this paper, we introduce an innovative approach for addressing Bayesian inverse problems through the utilization of physics-informed invertible neural networks (PI-INN). The PI-INN framework encompasses two sub-networks: an invertible…
In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…
Bayesian optimal experimental design (OED) seeks to conduct the most informative experiment under budget constraints to update the prior knowledge of a system to its posterior from the experimental data in a Bayesian framework. Such…
Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…
The main contribution of this paper is to develop a hierarchical Bayesian formulation of PINNs for linear inverse problems, which is called BPINN-IP. The proposed methodology extends PINN to account for prior knowledge on the nature of the…
Optimization constrained by high-fidelity computational models has potential for transformative impact. However, such optimization is frequently unattainable in practice due to the complexity and computational intensity of the model. An…
Often the regression function appearing in fields like economics, engineering, biomedical sciences obeys a system of higher order ordinary differential equations (ODEs). The equations are usually not analytically solvable. We are interested…
We present Posterior Temperature Optimized Bayesian Inverse Models (POTOBIM), an unsupervised Bayesian approach to inverse problems in medical imaging using mean-field variational inference with a fully tempered posterior. Bayesian methods…
The ability to design effective experiments is crucial for obtaining data that can substantially reduce the uncertainty in the predictions made using computational models. An optimal experimental design (OED) refers to the choice of a…
In this paper, we introduce a novel, data-driven approach for solving high-dimensional Bayesian inverse problems based on partial differential equations (PDEs), called Weak Neural Variational Inference (WNVI). The method complements real…
Inverse problems arise across scientific and engineering domains, where the goal is to infer hidden parameters or physical fields from indirect and noisy observations. Classical approaches, such as variational regularization and Bayesian…