Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2023
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| _version_ | 1866916298175283200 |
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| author | Bai, Tianming Teckentrup, Aretha L. Zygalakis, Konstantinos C. |
| author_facet | Bai, Tianming Teckentrup, Aretha L. Zygalakis, Konstantinos C. |
| contents | This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is available. In this regime the type of Gaussian prior used is of critical importance with respect to how well the surrogate model will perform in terms of Bayesian inversion. We extend the framework of Raissi et. al. (2017) to construct PDE-informed Gaussian priors that we then use to construct different approximate posteriors. A number of different numerical experiments illustrate the superiority of the PDE-informed Gaussian priors over more traditional priors. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2307_08343 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Gaussian processes for Bayesian inverse problems associated with linear partial differential equations Bai, Tianming Teckentrup, Aretha L. Zygalakis, Konstantinos C. Machine Learning This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is available. In this regime the type of Gaussian prior used is of critical importance with respect to how well the surrogate model will perform in terms of Bayesian inversion. We extend the framework of Raissi et. al. (2017) to construct PDE-informed Gaussian priors that we then use to construct different approximate posteriors. A number of different numerical experiments illustrate the superiority of the PDE-informed Gaussian priors over more traditional priors. |
| title | Gaussian processes for Bayesian inverse problems associated with linear partial differential equations |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2307.08343 |