Bayesian inference with optimal maps

DOI10.1016/J.JCP.2012.07.022zbMath1318.62087arXiv1109.1516OpenAlexW2023103251MaRDI QIDQ695159

Tarek A. El Moselhy, Youssef M. Marzouk

Publication date: 20 December 2012

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1109.1516

zbMATH Keywords

inverse problems measure-preserving maps Bayesian inference numerical optimization optimal transport polynomial chaos

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (76)

Sequential ensemble transform for Bayesian inverse problems ⋮ Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion ⋮ Bayesian model inversion using stochastic spectral embedding ⋮ Efficient derivative-free Bayesian inference for large-scale inverse problems ⋮ Coupling Techniques for Nonlinear Ensemble Filtering ⋮ Bayesian inversion using adaptive polynomial chaos kriging within subset simulation ⋮ Fast $L^2$ Optimal Mass Transport via Reduced Basis Methods for the Monge--Ampère Equation ⋮ Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation ⋮ Transport Map Accelerated Markov Chain Monte Carlo ⋮ Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints ⋮ Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions ⋮ A Multiscale Strategy for Bayesian Inference Using Transport Maps ⋮ Reduced Space Dynamics-Based Geo-Statistical Prior Sampling for Uncertainty Quantification of End Goal Decisions ⋮ Entropical optimal transport, Schrödinger's system and algorithms ⋮ Diffeomorphic Density Matching by Optimal Information Transport ⋮ Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography ⋮ Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference ⋮ Minimization for conditional simulation: relationship to optimal transport ⋮ Unnamed Item ⋮ Multilevel Monte Carlo for Smoothing via Transport Methods ⋮ Sampling-free linear Bayesian update of polynomial chaos representations ⋮ Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography ⋮ Sparse approximation of triangular transports. I: The finite-dimensional case ⋮ Sparse approximation of triangular transports. II: The infinite-dimensional case ⋮ Generative Stochastic Modeling of Strongly Nonlinear Flows with Non-Gaussian Statistics ⋮ A new network approach to Bayesian inference in partial differential equations ⋮ Scaling limits in computational Bayesian inversion ⋮ Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport ⋮ Data‐driven physics‐based digital twins via a library of component‐based reduced‐order models ⋮ Adaptive mesh methods on compact manifolds via optimal transport and optimal information transport ⋮ Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler ⋮ Ensemble transport smoothing. I: Unified framework ⋮ Solving linear Bayesian inverse problems using a fractional total variation-Gaussian (FTG) prior and transport map ⋮ Horseshoe Priors for Edge-Preserving Linear Bayesian Inversion ⋮ A Continuation Method in Bayesian Inference ⋮ Bayesian learning with Wasserstein barycenters ⋮ Quantum Wasserstein isometries on the qubit state space ⋮ Some models are useful, but how do we know which ones? Towards a unified Bayesian model taxonomy ⋮ Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ A dimension-reduced variational approach for solving physics-based inverse problems using generative adversarial network priors and normalizing flows ⋮ Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate ⋮ Computation and learning in high dimensions. Abstracts from the workshop held August 1--7, 2021 (hybrid meeting) ⋮ Iterative Importance Sampling Algorithms for Parameter Estimation ⋮ Diffusion Map-based Algorithm for Gain Function Approximation in the Feedback Particle Filter ⋮ Bayesian Inverse Problems with $l_1$ Priors: A Randomize-Then-Optimize Approach ⋮ Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems ⋮ A modified randomized maximum likelihood for improved Bayesian history matching ⋮ Sequential Monte Carlo with kernel embedded mappings: the mapping particle filter ⋮ Transport Map Accelerated Adaptive Importance Sampling, and Application to Inverse Problems Arising from Multiscale Stochastic Reaction Networks ⋮ MALA-within-Gibbs Samplers for High-Dimensional Distributions with Sparse Conditional Structure ⋮ A Distributed Framework for the Construction of Transport Maps ⋮ Unnamed Item ⋮ Bayesian inference of random fields represented with the Karhunen-Loève expansion ⋮ Stability of Gibbs Posteriors from the Wasserstein Loss for Bayesian Full Waveform Inversion ⋮ Spectral likelihood expansions for Bayesian inference ⋮ p-kernel Stein variational gradient descent for data assimilation and history matching ⋮ Deterministic Mean-Field Ensemble Kalman Filtering ⋮ Gaussian functional regression for linear partial differential equations ⋮ A Minimum Free Energy Model of Motor Learning ⋮ Iterative construction of Gaussian process surrogate models for Bayesian inference ⋮ A transport-based multifidelity preconditioner for Markov chain Monte Carlo ⋮ Particle-based energetic variational inference ⋮ Implicit sampling for hierarchical Bayesian inversion and applications in fractional multiscale diffusion models ⋮ Ensemble Transport Adaptive Importance Sampling ⋮ Data assimilation: The Schrödinger perspective ⋮ Conditional deep surrogate models for stochastic, high-dimensional, and multi-fidelity systems ⋮ Unnamed Item ⋮ Stein Variational Reduced Basis Bayesian Inversion ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization ⋮ A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems ⋮ Bayesian Inverse Problems and Kalman Filters ⋮ Deep composition of tensor-trains using squared inverse Rosenblatt transports ⋮ A hierarchically low-rank optimal transport dissimilarity measure for structured data ⋮ Affine-mapping based variational ensemble Kalman filter ⋮ Sampling, feasibility, and priors in data assimilation

Uses Software

BayesDA

Cites Work

This page was built for publication: Bayesian inference with optimal maps