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 …

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 …

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 …

Derivative-informed neural operator: an efficient framework for high-dimensional parametric derivative learning

T O'Leary-Roseberry, P Chen, U Villa… - Journal of Computational …, 2024 - Elsevier
We propose derivative-informed neural operators (DINOs), a general family of neural
networks to approximate operators as infinite-dimensional map**s from input function …

Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs

T O'Leary-Roseberry, U Villa, P Chen… - Computer Methods in …, 2022 - Elsevier
Many-query problems–arising from, eg, uncertainty quantification, Bayesian inversion,
Bayesian optimal experimental design, and optimization under uncertainty–require …

Sampling in unit time with kernel fisher-rao flow

A Maurais, Y Marzouk - arxiv preprint arxiv:2401.03892, 2024 - arxiv.org
We introduce a new mean-field ODE and corresponding interacting particle systems (IPS)
for sampling from an unnormalized target density. The IPS are gradient-free, available in …

Projected Stein variational gradient descent

P Chen, O Ghattas - Advances in Neural Information …, 2020 - proceedings.neurips.cc
The curse of dimensionality is a longstanding challenge in Bayesian inference in high
dimensions. In this work, we propose a {projected Stein variational gradient …

Optimal design of acoustic metamaterial cloaks under uncertainty

P Chen, MR Haberman, O Ghattas - Journal of Computational Physics, 2021 - Elsevier
In this work, we consider the problem of optimal design of an acoustic cloak under
uncertainty and develop scalable approximation and optimization methods to solve this …

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

L Cao, T O'Leary-Roseberry, PK Jha, JT Oden… - Journal of …, 2023 - Elsevier
We explore using neural operators, or neural network representations of nonlinear maps
between function spaces, to accelerate infinite-dimensional Bayesian inverse problems …

Improving the performance of Stein variational inference through extreme sparsification of physically-constrained neural network models

GA Padmanabha, JN Fuhg, C Safta, RE Jones… - Computer Methods in …, 2024 - Elsevier
Most scientific machine learning (SciML) applications of neural networks involve hundreds
to thousands of parameters, and hence, uncertainty quantification for such models is …