Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

DOI10.1016/j.jcp.2021.110134OpenAlexW3039635988MaRDI QIDQ2128484

Wei Deng, Yating Wang, Guang Lin

Publication date: 22 April 2022

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

Full work available at URL: https://arxiv.org/abs/2006.16376

zbMATH Keywords

stochastic approximationdeep learningdeep neural networkadaptive hierarchical posteriorBayesian sparse learningpreconditioned stochastic gradient MCMC

Mathematics Subject Classification ID

Parametric inference (62Fxx) Artificial intelligence (68Txx) Numerical methods for partial differential equations, boundary value problems (65Nxx)

Related Items (3)

Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN ⋮ AMS-Net: Adaptive Multiscale Sparse Neural Network with Interpretable Basis Expansion for Multiphase Flow Problems ⋮ On a neural network approach for solving potential control problem of the semiclassical Schrödinger equation

Uses Software

• SGD-QN
• RMSprop
• EMVS
• torchdiffeq
• MgNet

Cites Work

• Unnamed Item
• Unnamed Item
• A Stochastic Quasi-Newton Method for Large-Scale Optimization
• Generalized multiscale finite element methods (GMsFEM)
• The Deep Ritz Method: a deep learning-based numerical algorithm for solving variational problems
• Deep global model reduction learning in porous media flow simulation
• Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data
• Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems
• Reduced-order deep learning for flow dynamics. The interplay between deep learning and model reduction
• Deep multiscale model learning
• MgNet: a unified framework of multigrid and convolutional neural network
• Homogenization-Based Mixed Multiscale Finite Elements for Problems with Anisotropy
• Mixed Multiscale Finite Element Methods for Stochastic Porous Media Flows
• Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
• EMVS: The EM Approach to Bayesian Variable Selection
• A Multiscale Neural Network Based on Hierarchical Matrices
• Mixed Generalized Multiscale Finite Element Methods and Applications
• Online adaptive local multiscale model reduction for heterogeneous problems in perforated domains

This page was built for publication: Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications