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Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…
Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…
We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…
In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…
Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…
The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…
Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…
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…
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…
This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…
In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…
We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…
Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…
Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…
We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…
One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…
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…
We present a dimension-reduced KRnet map approach (DR-KRnet) for high-dimensional Bayesian inverse problems, which is based on an explicit construction of a map that pushes forward the prior measure to the posterior measure in the latent…
Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…
Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…