Stein variational gradient descent with local approximations

DOI10.1016/J.CMA.2021.114087OpenAlexW3153112662WikidataQ114196882 ScholiaQ114196882MaRDI QIDQ2246277

Liang Yan, Tao Zhou

Publication date: 16 November 2021

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.06276

zbMATH Keywords

Bayesian inferencelocal approximationdeep learningStein variational gradient decent

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (2)

VI-DGP: a variational inference method with deep generative prior for solving high-dimensional inverse problems ⋮ Surrogate modeling for Bayesian inverse problems based on physics-informed neural networks

Uses Software

• BayesDA
• RMSprop
• Adam
• ADADELTA
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Emulation of higher-order tensors in manifold Monte Carlo methods for Bayesian inverse problems
• A stochastic version of Stein variational gradient descent for efficient sampling
• Bayesian deep convolutional encoder-decoder networks for surrogate modeling and uncertainty quantification
• Statistical and computational inverse problems.
• Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
• Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems
• Gradient-free Stein variational gradient descent with kernel approximation
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Finite difference/spectral approximations for the time-fractional diffusion equation
• Inverse problems: A Bayesian perspective
• A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
• Randomize-Then-Optimize: A Method for Sampling from Posterior Distributions in Nonlinear Inverse Problems
• Large-Scale Machine Learning with Stochastic Gradient Descent
• Handbook of Markov Chain Monte Carlo
• Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
• Convergence analysis of surrogate-based methods for Bayesian inverse problems
• Deep learning in high dimension: Neural network expression rates for generalized polynomial chaos expansions in UQ
• Scaling Limit of the Stein Variational Gradient Descent: The Mean Field Regime
• Solving high-dimensional partial differential equations using deep learning
• AN ADAPTIVE MULTIFIDELITY PC-BASED ENSEMBLE KALMAN INVERSION FOR INVERSE PROBLEMS
• Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman Sampler
• An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems
• Stochastic Collocation Algorithms Using $l_1$-Minimization for Bayesian Solution of Inverse Problems
• A Stochastic Approximation Method

This page was built for publication: Stein variational gradient descent with local approximations