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Approximate inference in Bayesian deep networks exhibits a dilemma of how to yield high fidelity posterior approximations while maintaining computational efficiency and scalability. We tackle this challenge by introducing a novel…

机器学习 · 计算机科学 2021-11-01 Son Nguyen , Duong Nguyen , Khai Nguyen , Khoat Than , Hung Bui , Nhat Ho

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

机器学习 · 计算机科学 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

We consider optimal experimental design (OED) for nonlinear inverse problems within the Bayesian framework. Optimizing the data acquisition process for large-scale nonlinear Bayesian inverse problems is a computationally challenging task…

数值分析 · 数学 2024-05-14 Karina Koval , Ruanui Nicholson

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. However, due to the curse of dimensionality and the nonlinear…

数值分析 · 数学 2020-03-03 Liang Yan , Tao Zhou

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

统计计算 · 统计学 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

计算工程、金融与科学 · 计算机科学 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

机器学习 · 统计学 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

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

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

This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…

机器学习 · 计算机科学 2025-06-10 Baojun Che , Yifan Chen , Zhenghao Huan , Daniel Zhengyu Huang , Weijie Wang

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

统计计算 · 统计学 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

数值分析 · 数学 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…

机器学习 · 计算机科学 2025-01-03 Daniela de Albuquerque , John Pearson

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

统计方法学 · 统计学 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

We present a unified, finite-element-native variational inference framework for very high-dimensional Bayesian spatial field reconstruction in physics-based problems governed by partial differential equations (PDEs) that are nonlinear in…

计算工程、金融与科学 · 计算机科学 2026-05-26 Jonas Nitzler , Maximilian Bergbauer , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

统计计算 · 统计学 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

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

We present a dimension-reduced KRnet map approach (DR-KRnet) for high-dimensional Bayesian inverse problems, which is based on an explicit construction of a map that pushes forward the prior measure to the posterior measure in the latent…

机器学习 · 统计学 2023-03-09 Yani Feng , Kejun Tang , Xiaoliang Wan , Qifeng Liao

Variational autoencoder (VAE) is a very successful generative model whose key element is the so called amortized inference network, which can perform test time inference using a single feed forward pass. Unfortunately, this comes at the…

机器学习 · 计算机科学 2021-02-08 Minyoung Kim , Vladimir Pavlovic

Ill-posed imaging inverse problems remain challenging due to the ambiguity in mapping degraded observations to clean images. Diffusion-based generative priors have recently shown promise, but typically rely on computationally intensive…

图像与视频处理 · 电气工程与系统科学 2026-02-13 Ayush Varshney , Katherine L. Bouman , Berthy T. Feng