相关论文: Variational Bayesian Optimal Experimental Design w…

We introduce a gradient-free framework for Bayesian Optimal Experimental Design (BOED) in sequential settings, aimed at complex systems where gradient information is unavailable. Our method combines Ensemble Kalman Inversion (EKI) for…

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Normalizing flows model complex probability distributions by combining a base distribution with a series of bijective neural networks. State-of-the-art architectures rely on coupling and autoregressive transformations to lift up invertible…

Due to the significant process variations, designers have to optimize the statistical performance distribution of nano-scale IC design in most cases. This problem has been investigated for decades under the formulation of stochastic…

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Ordinary differential equations (ODEs) are a mathematical model used in many application areas such as climatology, bioinformatics, and chemical engineering with its intuitive appeal to modeling. Despite ODE's wide usage in modeling, the…

Variational logistic regression is a popular method for approximate Bayesian inference seeing wide-spread use in many areas of machine learning including: Bayesian optimization, reinforcement learning and multi-instance learning to name a…

Normalizing flows provide an elegant approach to generative modeling that allows for efficient sampling and exact density evaluation of unknown data distributions. However, current techniques have significant limitations in their…

While many advanced statistical methods for the design of experiments exist, it is still typical for physical experiments to be performed adaptively based on human intuition. As a consequence, experimental resources are wasted on…

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

A framework to boost the efficiency of Bayesian inference in probabilistic programs is introduced by embedding a sampler inside a variational posterior approximation. We call it the refined variational approximation. Its strength lies both…

Normalizing flows (NFs) provide a powerful tool to construct an expressive distribution by a sequence of trackable transformations of a base distribution and form a probabilistic model of underlying data. Rotation, as an important quantity…

Fast inference of numerical model parameters from data is an important prerequisite to generate predictive models for a wide range of applications. Use of sampling-based approaches such as Markov chain Monte Carlo may become intractable…

We investigate the use of normalizing flow (NF) models as flexible priors in Bayesian inference via Markov Chain Monte Carlo (MCMC) sampling for iterative Bayesian calibration. Trained on posteriors from previous analyses, these models can…

In Bayesian inference, the posterior distributions are difficult to obtain analytically for complex models such as neural networks. Variational inference usually uses a parametric distribution for approximation, from which we can easily…

Stochastic variational inference for Bayesian deep neural network (DNN) requires specifying priors and approximate posterior distributions over neural network weights. Specifying meaningful weight priors is a challenging problem,…

Inference in both brains and machines can be formalized by optimizing a shared objective: maximizing the evidence lower bound (ELBO) in machine learning, or minimizing variational free energy (F) in neuroscience (ELBO = -F). While this…

We develop a framework for goal-oriented optimal design of experiments (GOODE) for large-scale Bayesian linear inverse problems governed by PDEs. This framework differs from classical Bayesian optimal design of experiments (ODE) in the…

Stokes inversion techniques are very powerful methods for obtaining information on the thermodynamic and magnetic properties of solar and stellar atmospheres. In recent years, very sophisticated inversion codes have been developed that are…

One-step generative modeling has emerged as a leading approach to amortize the inference cost of diffusion and flow-matching models. Among distillation-free methods, MeanFlow training is notoriously unstable, with non-decreasing loss and…