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Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art…

计算物理 · 物理学 2020-10-01 Pierre Jacquier , Azzedine Abdedou , Vincent Delmas , Azzeddine Soulaimani

Uncertainty estimation is an essential step in the evaluation of the robustness for deep learning models in computer vision, especially when applied in risk-sensitive areas. However, most state-of-the-art deep learning models either fail to…

计算机视觉与模式识别 · 计算机科学 2022-01-12 Lu Mi , Hao Wang , Yonglong Tian , Hao He , Nir Shavit

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

信号处理 · 电气工程与系统科学 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Well-established methods for the solution of stochastic partial differential equations (SPDEs) typically struggle in problems with high-dimensional inputs/outputs. Such difficulties are only amplified in large-scale applications where even…

机器学习 · 统计学 2019-09-10 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and…

机器学习 · 计算机科学 2022-12-12 AmirEhsan Khorashadizadeh , Ali Aghababaei , Tin Vlašić , Hieu Nguyen , Ivan Dokmanić

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

机器学习 · 统计学 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

数值分析 · 数学 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by…

In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we…

机器学习 · 统计学 2020-07-17 Ali Siahkoohi , Gabrio Rizzuti , Philipp A. Witte , Felix J. Herrmann

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

机器学习 · 统计学 2025-02-05 Haoxian Chen , Henry Lam

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

机器学习 · 计算机科学 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…

机器学习 · 计算机科学 2026-05-29 Yueyang Wang , Xili Wang , Kejun Tang , Xiaoliang Wan , Tao Zhou , Chao Yang

We present a hybrid sampling-surrogate approach for reducing the computational expense of uncertainty quantification in nonlinear dynamical systems. Our motivation is to enable rapid uncertainty quantification in complex mechanical systems…

统计计算 · 统计学 2022-01-27 Hang Yang , Yuji Fujii , K. W. Wang , Alex A. Gorodetsky

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

数值分析 · 数学 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

统计计算 · 统计学 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

Inverse problems governed by partial differential equations (PDEs) play a crucial role in various fields, including computational science, image processing, and engineering. Particularly, Darcy flow equation is a fundamental equation in…

机器学习 · 统计学 2025-07-24 Hongji Wang , Hongqiao Wang , Jinyong Ying , Qingping Zhou

Quantification of the impact of uncertainty in material properties as well as the input ground motion on structural responses is an important step in implementing a performance-based earthquake engineering (PBEE) framework. Among various…

计算工程、金融与科学 · 计算机科学 2020-08-12 Mohammad Amin Hariri-Ardebili , Farhad Pourkamali-Anaraki , Siamak Sattar

The development of a reliable and robust surrogate model is often constrained by the dimensionality of the problem. For a system with high-dimensional inputs/outputs (I/O), conventional approaches usually use a low-dimensional manifold to…

图像与视频处理 · 电气工程与系统科学 2020-10-01 Xihaier Luo , Ahsan Kareem

Deep unrolling is an emerging deep learning-based image reconstruction methodology that bridges the gap between model-based and purely deep learning-based image reconstruction methods. Although deep unrolling methods achieve…

图像与视频处理 · 电气工程与系统科学 2022-12-21 Canberk Ekmekci , Mujdat Cetin

Image reconstruction methods based on deep neural networks have shown outstanding performance, equalling or exceeding the state-of-the-art results of conventional approaches, but often do not provide uncertainty information about the…

计算机视觉与模式识别 · 计算机科学 2020-12-01 Riccardo Barbano , Željko Kereta , Chen Zhang , Andreas Hauptmann , Simon Arridge , Bangti Jin