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相关论文: Total Uncertainty Quantification in Inverse PDE So…

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Computational imaging plays a pivotal role in determining hidden information from sparse measurements. A robust inverse solver is crucial to fully characterize the uncertainty induced by these measurements, as it allows for the estimation…

计算机视觉与模式识别 · 计算机科学 2023-11-17 Sirui Bi , Victor Fung , Jiaxin Zhang

This work is in the context of blackbox optimization where the functions defining the problem are expensive to evaluate and where no derivatives are available. A tried and tested technique is to build surrogates of the objective and the…

最优化与控制 · 数学 2022-08-18 Charles Audet , Sébastien Le Digabel , Renaud Saltet

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…

统计方法学 · 统计学 2023-09-28 Youngsoo Baek , Wilkins Aquino , Sayan Mukherjee

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

机器学习 · 计算机科学 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional $\mathcal{O}(10^{\ge 2})$ stochastic inputs (e.g., forcing terms, boundary conditions,…

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

最优化与控制 · 数学 2025-03-14 Ji Li , Chao Wang

We build surrogate models for dynamic 3D subsurface single-phase flow problems with multiple vertical producing wells. The surrogate model provides efficient pressure estimation of the entire formation at any timestep given a stochastic…

计算工程、金融与科学 · 计算机科学 2021-11-17 Rui Xu , Dongxiao Zhang , Nanzhe Wang

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

数值分析 · 数学 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

数值分析 · 数学 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

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…

机器学习 · 计算机科学 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

地球物理 · 物理学 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

Bayesian inference provides a principled framework for probabilistic reasoning. If inference is performed in two steps, uncertainty propagation plays a crucial role in accounting for all sources of uncertainty and variability. This becomes…

统计方法学 · 统计学 2026-02-16 Svenja Jedhoff , Hadi Kutabi , Anne Meyer , Paul-Christian Bürkner

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

机器学习 · 统计学 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

In this paper we introduce a novel way of estimating prediction uncertainty in deep networks through the use of uncertainty surrogates. These surrogates are features of the penultimate layer of a deep network that are forced to match…

机器学习 · 计算机科学 2021-04-19 Radhakrishna Achanta , Natasa Tagasovska

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…

数据分析、统计与概率 · 物理学 2022-03-16 Fanzhi Zeng , Wei Zhang , Jinping Li , Tianxin Zhang , Chao Yan

Inverse modeling for computing a high-dimensional spatially-varying property field from indirect sparse and noisy observations is a challenging problem. This is due to the complex physical system of interest often expressed in the form of…

计算物理 · 物理学 2021-02-22 Govinda Anantha Padmanabha , Nicholas Zabaras

Neural PDE surrogates are often deployed in data-limited or partially observed regimes where downstream decisions depend on calibrated uncertainty in addition to low prediction error. Existing approaches obtain uncertainty through ensemble…

机器学习 · 计算机科学 2026-02-12 Carlos Stein Brito

We introduce a method to construct a stochastic surrogate model from the results of dimensionality reduction in forward uncertainty quantification. The hypothesis is that the high-dimensional input augmented by the output of a computational…

应用统计 · 统计学 2026-02-12 Jungho Kim , Sang-ri Yi , Ziqi Wang

Systems governed by partial differential equations (PDEs) require computationally intensive numerical solvers to predict spatiotemporal field evolution. While machine learning (ML) surrogates offer faster solutions, autoregressive inference…

机器学习 · 计算机科学 2025-07-08 Ishan Khurjekar , Indrashish Saha , Lori Graham-Brady , Somdatta Goswami

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…

流体动力学 · 物理学 2026-05-26 Bipin Tiwari , Omer San