Uncertainty quantification in machine learning for engineering design and health prognostics: A tutorial

V Nemani, L Biggio, X Huan, Z Hu, O Fink… - … Systems and Signal …, 2023 - Elsevier
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 …

Stein's method meets computational statistics: A review of some recent developments

A Anastasiou, A Barp, FX Briol, B Ebner… - Statistical …, 2023 - projecteuclid.org
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 …

Prolificdreamer: High-fidelity and diverse text-to-3d generation with variational score distillation

Z Wang, C Lu, Y Wang, F Bao, C Li… - Advances in Neural …, 2024 - proceedings.neurips.cc
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 …

Learning physics-based models from data: perspectives from inverse problems and model reduction

O Ghattas, K Willcox - Acta Numerica, 2021 - cambridge.org
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 …

Interacting Langevin diffusions: Gradient structure and ensemble Kalman sampler

A Garbuno-Inigo, F Hoffmann, W Li, AM Stuart - SIAM Journal on Applied …, 2020 - SIAM
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 …

On the geometry of Stein variational gradient descent

A Duncan, N Nüsken, L Szpruch - Journal of Machine Learning Research, 2023 - jmlr.org
Bayesian inference problems require sampling or approximating high-dimensional
probability distributions. The focus of this paper is on the recently introduced Stein …

A non-asymptotic analysis for Stein variational gradient descent

A Korba, A Salim, M Arbel, G Luise… - Advances in Neural …, 2020 - proceedings.neurips.cc
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 …

Inference via low-dimensional couplings

A Spantini, D Bigoni, Y Marzouk - Journal of Machine Learning Research, 2018 - jmlr.org
We investigate the low-dimensional structure of deterministic transformations between
random variables, ie, transport maps between probability measures. In the context of …

Coupling techniques for nonlinear ensemble filtering

A Spantini, R Baptista, Y Marzouk - SIAM Review, 2022 - SIAM
We consider filtering in high-dimensional non-Gaussian state-space models with intractable
transition kernels, nonlinear and possibly chaotic dynamics, and sparse observations in …

Minimum stein discrepancy estimators

A Barp, FX Briol, A Duncan… - Advances in Neural …, 2019 - proceedings.neurips.cc
When maximum likelihood estimation is infeasible, one often turns to score matching,
contrastive divergence, or minimum probability flow to obtain tractable parameter estimates …