Uncertainty quantification in machine learning for engineering design and health prognostics: A tutorial
On top of machine learning (ML) models, uncertainty quantification (UQ) functions as an
essential layer of safety assurance that could lead to more principled decision making by …
essential layer of safety assurance that could lead to more principled decision making by …
Stein's method meets computational statistics: A review of some recent developments
Stein's method compares probability distributions through the study of a class of linear
operators called Stein operators. While mainly studied in probability and used to underpin …
operators called Stein operators. While mainly studied in probability and used to underpin …
Prolificdreamer: High-fidelity and diverse text-to-3d generation with variational score distillation
Score distillation sampling (SDS) has shown great promise in text-to-3D generation by
distilling pretrained large-scale text-to-image diffusion models, but suffers from over …
distilling pretrained large-scale text-to-image diffusion models, but suffers from over …
Learning physics-based models from data: perspectives from inverse problems and model reduction
This article addresses the inference of physics models from data, from the perspectives of
inverse problems and model reduction. These fields develop formulations that integrate data …
inverse problems and model reduction. These fields develop formulations that integrate data …
Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler
Solving inverse problems without the use of derivatives or adjoints of the forward model is
highly desirable in many applications arising in science and engineering. In this paper we …
highly desirable in many applications arising in science and engineering. In this paper we …
On the geometry of Stein variational gradient descent
Bayesian inference problems require sampling or approximating high-dimensional
probability distributions. The focus of this paper is on the recently introduced Stein …
probability distributions. The focus of this paper is on the recently introduced Stein …
A non-asymptotic analysis for Stein variational gradient descent
Abstract We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises
a set of particles to approximate a target probability distribution $\pi\propto e^{-V} $ on $\R …
a set of particles to approximate a target probability distribution $\pi\propto e^{-V} $ on $\R …
Inference via low-dimensional couplings
We investigate the low-dimensional structure of deterministic transformations between
random variables, ie, transport maps between probability measures. In the context of …
random variables, ie, transport maps between probability measures. In the context of …
Coupling techniques for nonlinear ensemble filtering
We consider filtering in high-dimensional non-Gaussian state-space models with intractable
transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in …
transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in …
Minimum stein discrepancy estimators
When maximum likelihood estimation is infeasible, one often turns to score matching,
contrastive divergence, or minimum probability flow to obtain tractable parameter estimates …
contrastive divergence, or minimum probability flow to obtain tractable parameter estimates …