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At least 37 records · Page 2

Statistical Treatment of Inverse Problems Constrained by Differential Equations-based Models with Stochastic Terms

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is to formulate the inverse problem, in particular the objective function, to find the closest forward distribution (i.e., the output of the stochastic forward problem) that best explains the distribution of the observations in a certain metric. We use proper scoring rules, a concept employed in statistical forecast verification, namely energy, variogram, and hybrid (i.e., combination of the two) scores. We study the performance of the proposed formulation in the context of two applications: a coefficient field inversion for subsurface flow governed by an elliptic partial differential equation with a stochastic source and a parameter inversion for power grid governed by differential-algebraic equations. In both cases we show that the variogram and the hybrid scores produce better parameter inversion results than does the energy score, whereas the energy score leads to better probabilistic predictions.

97 MATHEMATICS AND COMPUTING↗

Towards optimal sensor placement for inverse problems in spaces of measures

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in the sensor configuration and robust with respect to the source, yet relatively easy to compute in practice, compared to a direct evaluation of the error by a large number of samples. In particular, we consider the identification of a measure consisting of an unknown linear combination of point sources from a finite number of measurements contaminated by Gaussian noise. The statistical framework for recovery relies on two main ingredients: first, a convex but non-smooth variational Tikhonov point estimator over the space of Radon measures and, second, a suitable mean-squared error based on its Hellinger–Kantorovich distance to the ground truth. To quantify the error, we employ a non-degenerate source condition as well as careful linearization arguments to derive a computable upper bound. This leads to asymptotically sharp error estimates in expectation that are explicit in the sensor configuration. Thus they can be used to estimate the expected reconstruction error for a given sensor configuration and guide the placement of sensors in sparse inverse problems.

97 MATHEMATICS AND COMPUTING↗

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗

Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data

Here, we present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system’s hydraulic head responses. The conductivity field is represented with 706 degrees of freedom in the considered problem. Comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations’ predictive posterior distribution at a fraction of the inference time of PEST-IES.

conditional invertible neural network↗

Stability and Convergence of Solutions to Stochastic Inverse Problems Using Approximate Probability Densities

Data-consistent inversion is designed to solve a class of stochastic inverse problems where the solution is a pullback of a probability measure specified on the outputs of a quantities of interest (QoI) map. Here, this work presents stability and convergence results for the case where finite QoI data result in an approximation of the solution as a density. Given their popularity in the literature, separate results are proven for three different approaches to measuring discrepancies between probability measures: f-divergences, integral probability metrics, and L p metrics. In the context of integral probability metrics, we also introduce a pullback probability metric that is well-suited for data-consistent inversion. This fills a theoretical gap in the convergence and stability results for data-consistent inversion that have mostly focused on convergence of solutions associated with approximate maps. Numerical results are included to illustrate key theoretical results with intuitive and reproducible test problems that include a demonstration of convergence in the measure-theoretic "almost" sense.

97 MATHEMATICS AND COMPUTING↗

On unifying randomized methods for inverse problems

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems with Gaussian priors by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a sample average approximation (SAA). More importantly, we are able to prove a single theoretical result that guarantees the asymptotic convergence for a variety of randomized methods. Additionally, viewing randomized methods as an SAA enables us to prove, for the first time, a single non-asymptotic error result that holds for randomized methods under consideration. Another important consequence of our unified framework is that it allows us to discover new randomization methods. Here, we present various numerical results for linear, nonlinear, algebraic, and PDE-constrained inverse problems that verify the theoretical convergence results and provide a discussion on the apparently different convergence rates and the behavior for various randomized methods.

42 ENGINEERING↗

Large-momentum effective theory’s asymptotic extrapolation vs the inverse problem

Large-momentum effective theory is a physics-guided systematic expansion to calculate light-cone parton distributions, including collinear (PDFs) and transverse-momentum-dependent ones, at any fixed momentum fraction 𝑥 within a range of [𝑥 min , 𝑥 max ]. It theoretically solves the ill-posed inverse problem that afflicts other theoretical approaches to collinear PDFs, such as short-distance factorizations. Recently, Dutrieux et al. raised practical concerns about whether current or even future lattice data will have sufficient precision in the subasymptotic correlation region to support an error-controlled extrapolation—and if not, whether it becomes an inverse problem where the relevant uncertainties cannot be properly quantified. While we agree that not all current lattice data have the desired precision to qualify for an asymptotic extrapolation, some calculations do, and more are expected in the future. We comment on the analysis and results in Dutrieux et al. and argue that a physics-based systematic extrapolation still provides the most reliable error estimates, even when the data quality is not ideal. In contrast, reframing the long-distance asymptotic extrapolation as a data-driven-only inverse problem with ad hoc mathematical conditioning could lead to unnecessarily conservative errors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Scalable Algorithms for Inverse Problems With High-Dimensional Parameter Spaces

Inverse problems, which involve inferring unknown parameters from observed data, present significant computational challenges, especially in large-scale settings with high-dimensional unknown parameters and nonlinear relationships between the unknowns and observations. Bayesian inference provides an approach for addressing these problems, often relying on sequential sampling methods like Markov chain Monte Carlo (MCMC) to approximate the posterior distribution of the parameters. However, MCMC methods become computationally demanding as the dimensionality of the problem increases, particularly in large-scale systems where likelihood evaluations rely on solving partial differential equations (PDEs) on large spatial domains with finely resolved meshes. To overcome these limitations, recent advancements have focused on designing scalable computa tional techniques – for both PDE simulations and sampling strategies – to make Bayesian methods feasible for high-dimensional problems.

97 MATHEMATICS AND COMPUTING↗

A Variational Inference Approach to Inverse Problems with Gamma Hyperpriors

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge L 1 and L 2 regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing methodologies are limited to maximum a posteriori estimation. The potential to perform uncertainty quantification has not yet been realized. This paper introduces a variational iterative alternating scheme for hierarchical inverse problems with gamma hyperpriors. The proposed variational inference approach yields accurate reconstruction, provides meaningful uncertainty quantification, and is easy to implement. In addition, it lends itself naturally to conduct model selection for the choice of hyperparameters. Here, we illustrate the performance of our methodology in several computed examples, including a deconvolution problem and sparse identification of dynamical systems from time series data.

Bayesian shrinkage↗

Inverse problem in the large momentum effective theory framework

One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed nonperturbatively. Lattice quantum chromodynamics (QCD) provides calculations of these matrix elements over a finite range of Fourier harmonics that are often noisy or unreliable in the largest computed harmonics. It has been suggested that enforcing an exponential decay of the missing harmonics helps alleviate this issue. Using nonperturbative data, we show that the uncertainty introduced by this inverse problem in a realistic setup remains significant without very restrictive assumptions, and that the importance of the exact asymptotic behavior is minimal for values of 𝑥 where the framework is currently applicable. We show that the crux of the inverse problem lies in harmonics of the order of 𝜆 = 𝑧⁢𝑃 𝑧 ∼ 5–15, where the signal in the lattice data is often barely existent in current studies, and the asymptotic behavior is not firmly established. We stress the need for more sophisticated techniques to account for this inverse problem, whether in the LaMET or related frameworks like the short-distance factorization. We also address a misconception that, with available lattice methods, the LaMET framework allows a “direct” computation of the 𝑥-dependence, whereas the alternative short-distance factorization only gives access to moments or fits of the 𝑥-dependence.

Dutrieux, Hervé [Aix-Marseille Université, Marseil↗

AutoTandemML: Active Learning Enhanced Tandem Neural Networks for Inverse Design Problems

Inverse design in science and engineering involves determining optimal design parameters that achieve desired performance outcomes, a process often hindered by the complexity and high dimensionality of design spaces, leading to significant computational costs. To tackle this challenge, we propose a novel hybrid approach that combines active learning with Tandem Neural Networks to enhance the efficiency and effectiveness of solving inverse design problems. Active learning allows to selectively sample the most informative data points, reducing the required dataset size without compromising accuracy. We investigate this approach using three benchmark problems: airfoil inverse design, photonic surface inverse design, and scalar boundary condition reconstruction in diffusion partial differential equations. We demonstrate that integrating active learning with Tandem Neural Networks outperforms standard approaches across the benchmark suite, achieving better accuracy with fewer training samples.

97 MATHEMATICS AND COMPUTING↗

Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint

This paper analyzes hierarchical Bayesian inverse problems using techniques from highdimensional statistics. Furthermore, our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain non-asymptotic bounds on the reconstruction error attained by maximum a posteriori estimators. The new theory explains how hierarchical Bayesian models that exploit sparsity, group sparsity, and sparse representations of the unknown parameter can achieve accurate reconstructions in high-dimensional settings.

MAP estimation↗

Optimal Experimental Design for Inverse Problems in the Presence of Observation Correlations

Optimal experimental design (OED) is the general formalism of sensor placement and decisions on the data collection strategy for engineered or natural experiments. This problem is prevalent in many critical fields such as battery design, numerical weather prediction, geosciences, environmental and urban studies. State-of-the-art computational methods for experimental design do not accommodate correlation structure in observational errors produced by many expensive-to-operate devices such as X-ray machines, radars, and satellites. Discarding evident data correlations leads to biased results, higher expenses, and waste of valuable resources. We present a general formulation of the OED formalism for model-constrained large-scale Bayesian linear inverse problems, where measurement errors are generally correlated. The proposed approach utilizes the Hadamard product of matrices to formulate the weighted-likelihood, and is valid for both finite as well as infinite-dimensional Bayesian inverse problems. Extensive numerical experiments are carried out for empirical verification of the proposed approach using an advection-diffusion model, where the objective is to optimally place a small set of sensors, under a limited budget, to predict the concentration of a contaminant in a closed and bounded domain.

Correlated observations↗

Leveraging differentiable programming in the inverse problem of neutron stars

Neutron stars (NSs) probe the high-density regime of the nuclear equation of state (EOS). However, inferring the EOS from observations of NSs is a computationally challenging task. Here, in this work, we efficiently solve this inverse problem by leveraging differential programming in two ways. First, we enable full Bayesian inference in under one hour of wall time on a GPU by using gradient-based samplers, without requiring pretrained machine learning emulators. Moreover, we demonstrate efficient scaling to high-dimensional parameter spaces. Second, we introduce a novel gradient-based optimization scheme that recovers the EOS of a given NS mass-radius curve. We demonstrate how our framework can reveal consistencies or tensions between nuclear physics and astrophysics. First, we show how the breakdown density of a metamodel description of the EOS can be determined from NS observations. Second, we demonstrate how degeneracies in EOS modeling using nuclear empirical parameters can influence the inverse problem during gradient-based optimization. Looking ahead, our approach opens up new theoretical studies of the relation between NS properties and the EOS, while effectively tackling the data analysis challenges brought by future detectors.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Solving multiphysics-based inverse problems with learned surrogates and constraints

Abstract Solving multiphysics-based inverse problems for geological carbon storage monitoring can be challenging when multimodal time-lapse data are expensive to collect and costly to simulate numerically. We overcome these challenges by combining computationally cheap learned surrogates with learned constraints. Not only does this combination lead to vastly improved inversions for the important fluid-flow property, permeability, it also provides a natural platform for inverting multimodal data including well measurements and active-source time-lapse seismic data. By adding a learned constraint, we arrive at a computationally feasible inversion approach that remains accurate. This is accomplished by including a trained deep neural network, known as a normalizing flow, which forces the model iterates to remain in-distribution, thereby safeguarding the accuracy of trained Fourier neural operators that act as surrogates for the computationally expensive multiphase flow simulations involving partial differential equation solves. By means of carefully selected experiments, centered around the problem of geological carbon storage, we demonstrate the efficacy of the proposed constrained optimization method on two different data modalities, namely time-lapse well and time-lapse seismic data. While permeability inversions from both these two modalities have their pluses and minuses, their joint inversion benefits from either, yielding valuable superior permeability inversions and CO 2 plume predictions near, and far away, from the monitoring wells.

Yin, Ziyi (ORCID:0000000250248771)↗

Solving inverse problems in stochastic models using deep neural networks and adversarial training

Inverse problems associated with stochastic models constitute a significant portion of scientific and engineering applications. In such cases the unknown quantities are distributions. The applicability of traditional methods is limited because of their demanding assumptions or prohibitive computational consumption; for example, maximum likelihood methods require closed-form density functions, and Markov Chain Monte Carlo needs a large number of simulations. We propose a new method that estimates the unknown distribution by matching the statistical properties between observed and simulated random processes. We leverage the expressive power of neural networks to approximate the unknown distribution and use a discriminative neural network for computing the statistical discrepancies between the observed and simulated random processes. Here we demonstrated numerically that the proposed methods can estimate both the model parameters and learn complicated unknown distributions.

42 ENGINEERING↗

Approaches to the Inverse Problem

In this talk, I describe some recent ideas relating to the spectral reconstruction inverse problem, which arises frequently in lattice QCD calculations of inclusive hadronic quantities, and provide some physical context for this work. Particular emphasis is given to a new method for rigorously bounding uncertainties using techniques from complex analysis.

Jay, William [Massachusetts Institute of Technolog↗