相关论文: Multi-variance replica exchange stochastic gradien…

In this paper, we present a novel methodology for automatic adaptive weighting of Bayesian Physics-Informed Neural Networks (BPINNs), and we demonstrate that this makes it possible to robustly address multi-objective and multi-scale…

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Markov Chain Monte Carlo (MCMC) algorithms are standard approaches to solve imaging inverse problems and quantify estimation uncertainties, a key requirement in absence of ground-truth data. To improve estimation quality, Plug-and-Play MCMC…

Bayesian inference for doubly intractable distributions is challenging because they include intractable terms, which are functions of parameters of interest. Although several alternatives have been developed for such models, they are…

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

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…

Recently it has been shown that using diffusion models for inverse problems can lead to remarkable results. However, these approaches require a closed-form expression of the degradation model and can not support complex degradations. To…

A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…

This paper focuses on a challenging class of inverse problems that is often encountered in applications. The forward model is a complex non-linear black-box, potentially non-injective, whose outputs cover multiple decades in amplitude.…

Two popular classes of methods for approximate inference are Markov chain Monte Carlo (MCMC) and variational inference. MCMC tends to be accurate if run for a long enough time, while variational inference tends to give better approximations…

This work presents a multilevel variant of Stein variational gradient descent to more efficiently sample from target distributions. The key ingredient is a sequence of distributions with growing fidelity and costs that converges to the…

Markov chain Monte Carlo (MCMC) methods form one of the algorithmic foundations of Bayesian inverse problems. The recent development of likelihood-informed subspace (LIS) methods offers a viable route to designing efficient MCMC methods for…

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…

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Despite recent advances, sampling-based inference for Bayesian Neural Networks (BNNs) remains a significant challenge in probabilistic deep learning. While sampling-based approaches do not require a variational distribution assumption,…

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

Radiation heat transfer in a graded-index medium often suffers accuracy problems due to the gradual changes in the refractive index. The finite element method, meshfree, and other numerical methods often struggle to maintain accuracy when…

In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…