相关论文: Hyper-differential sensitivity analysis for nonlin…

In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex mathematical programs expressed as sums and differences of…

In recent years, neural networks have revolutionized various domains, yet challenges such as hyperparameter tuning and overfitting remain significant hurdles. Bayesian neural networks offer a framework to address these challenges by…

Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…

We discuss the Bayesian approach to the solution of inverse problems and apply the formalism to analyse the closure tests performed by the NNPDF collaboration. Starting from a comparison with the approach that is currently used for the…

In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…

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…

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

High dimensional data has introduced challenges that are difficult to address when attempting to implement classical approaches of statistical process control. This has made it a topic of interest for research due in recent years. However,…

This paper introduces a novel hierarchical Bayesian model specifically designed to address challenges in Inverse Uncertainty Quantification (IUQ) for time-dependent problems in nuclear Thermal Hydraulics (TH) systems. The unique…

We present a latent diffusion-based differentiable inversion method (LD-DIM) for PDE-constrained inverse problems involving high-dimensional spatially distributed coefficients. LD-DIM couples a pretrained latent diffusion prior with an…

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

In this paper, we present a theoretical and computational workflow for the non-parametric Bayesian inference of drift and diffusion functions of autonomous diffusion processes. We base the inference on the partial differential equations…