Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN

DOI10.1016/J.JCP.2022.111173MaRDI QIDQ2137979zbMATH OpenOpenAlexFDO

Authors Guang Lin, Yating Wang, Zecheng Zhang

Publication date 11 May 2022

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

Full work available at URL https://arxiv.org/abs/2107.06330

zbMATH Keywords

Bayesian physics-informed neural networkdeep learninginverse problemmachine learningneural networkreplica exchange

Mathematics Subject Classification ID

Markov processes (60Jxx) Probabilistic methods, stochastic differential equations (65Cxx) Numerical methods for ordinary differential equations (65Lxx)

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• Surrogate modeling for Bayesian inverse problems based on physics-informed neural networks
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Cites work

• An adaptive Hessian approximated stochastic gradient MCMC method
• An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
• B-PINNs: Bayesian physics-informed neural networks for forward and inverse PDE problems with noisy data
• Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications
• Consistency and fluctuations for stochastic gradient Langevin dynamics
• Exploration of the (non-)asymptotic bias and variance of stochastic gradient Langevin dynamics
• Inverse problems: a Bayesian perspective
• Langevin diffusions and Metropolis-Hastings algorithms
• On the eigenvector bias of Fourier feature networks: from regression to solving multi-scale PDEs with physics-informed neural networks
• Physics-informed neural networks: a deep learning framework for solving forward and inverse problems involving nonlinear partial differential equations
• Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models

Cited in

(10)

• Adaptive weighting of Bayesian physics informed neural networks for multitask and multiscale forward and inverse problems
• Multi-variance replica exchange stochastic gradient MCMC for inverse and forward Bayesian physics-informed neural network
• Correcting model misspecification in physics-informed neural networks (PINNs)
• Efficient Bayesian physics informed neural networks for inverse problems via ensemble Kalman inversion
• Bayesian deep operator learning for homogenized to fine-scale maps for multiscale PDE
• MODNO: multi-operator learning with distributed neural operators
• Conformalized-DeepONet: a distribution-free framework for uncertainty quantification in deep operator networks
• Multi-head physics-informed neural networks for learning functional priors and uncertainty quantification
• A replica exchange preconditioned Crank-Nicolson Langevin dynamic MCMC method with multi-variance strategy for Bayesian inverse problems
• Fast replica exchange stochastic gradient Langevin dynamics

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