Variational Bayesian approximation of inverse problems using sparse precision matrices
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Publication:2138759
DOI10.1016/J.CMA.2022.114712OpenAlexW3210999712WikidataQ114196835 ScholiaQ114196835MaRDI QIDQ2138759FDOQ2138759
Authors: Jan Povala, Ieva Kazlauskaite, Eky Febrianto, F. Cirak, M. Girolami 
Publication date: 12 May 2022
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.11840
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Inverse problems for PDEs (35R30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Software, source code, etc. for problems pertaining to partial differential equations (35-04)
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Cited In (15)
- VI-DGP: a variational inference method with deep generative prior for solving high-dimensional inverse problems
- Variational Bayes' Method for Functions with Applications to Some Inverse Problems
- Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems
- Variational Bayesian strategies for high-dimensional, stochastic design problems
- Stein variational reduced basis Bayesian inversion
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- Inverse scattering with sparse Bayesian vector regression
- Fully probabilistic deep models for forward and inverse problems in parametric PDEs
- Variational Bayesian surrogate modelling with application to robust design optimisation
- Uncertainty propagation of initial conditions in thermal models
- bip-pde-vi
- Sparsity in Bayesian inversion of parametric operator equations
- Weak neural variational inference for solving Bayesian inverse problems \textit{without} forward models: applications in elastography
- Solving Inverse Problems With Piecewise Linear Estimators: From Gaussian Mixture Models to Structured Sparsity
- Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients
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