Generative Network-Based Reduced-Order Model for Prediction, Data
Assimilation and Uncertainty Quantification
- URL: http://arxiv.org/abs/2105.13859v4
- Date: Tue, 5 Sep 2023 09:41:09 GMT
- Title: Generative Network-Based Reduced-Order Model for Prediction, Data
Assimilation and Uncertainty Quantification
- Authors: Vinicius L. S. Silva, Claire E. Heaney, Nenko Nenov, Christopher C.
Pain
- Abstract summary: We propose a new method in which a generative network (GN) integrate into a reduced-order model (ROM) framework.
The aim is to match available measurements and estimate the corresponding uncertainties associated with the states and parameters of a physical simulation.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a new method in which a generative network (GN) integrate into a
reduced-order model (ROM) framework is used to solve inverse problems for
partial differential equations (PDE). The aim is to match available
measurements and estimate the corresponding uncertainties associated with the
states and parameters of a numerical physical simulation. The GN is trained
using only unconditional simulations of the discretized PDE model. We compare
the proposed method with the golden standard Markov chain Monte Carlo. We apply
the proposed approaches to a spatio-temporal compartmental model in
epidemiology. The results show that the proposed GN-based ROM can efficiently
quantify uncertainty and accurately match the measurements and the golden
standard, using only a few unconditional simulations of the full-order
numerical PDE model.
Related papers
- Gaussian Mixture Solvers for Diffusion Models [84.83349474361204]
We introduce a novel class of SDE-based solvers called GMS for diffusion models.
Our solver outperforms numerous SDE-based solvers in terms of sample quality in image generation and stroke-based synthesis.
arXiv Detail & Related papers (2023-11-02T02:05:38Z) - Efficient Training of Energy-Based Models Using Jarzynski Equality [13.636994997309307]
Energy-based models (EBMs) are generative models inspired by statistical physics.
The computation of its gradient with respect to the model parameters requires sampling the model distribution.
Here we show how results for nonequilibrium thermodynamics based on Jarzynski equality can be used to perform this computation efficiently.
arXiv Detail & Related papers (2023-05-30T21:07:52Z) - Monte Carlo Neural PDE Solver for Learning PDEs via Probabilistic Representation [59.45669299295436]
We propose a Monte Carlo PDE solver for training unsupervised neural solvers.
We use the PDEs' probabilistic representation, which regards macroscopic phenomena as ensembles of random particles.
Our experiments on convection-diffusion, Allen-Cahn, and Navier-Stokes equations demonstrate significant improvements in accuracy and efficiency.
arXiv Detail & Related papers (2023-02-10T08:05:19Z) - Deep Learning Aided Laplace Based Bayesian Inference for Epidemiological
Systems [2.596903831934905]
We propose a hybrid approach where Laplace-based Bayesian inference is combined with an ANN architecture for obtaining approximations to the ODE trajectories.
The effectiveness of our proposed methods is demonstrated using an epidemiological system with non-analytical solutions, the Susceptible-Infectious-Removed (SIR) model for infectious diseases.
arXiv Detail & Related papers (2022-10-17T09:02:41Z) - Mixed Effects Neural ODE: A Variational Approximation for Analyzing the
Dynamics of Panel Data [50.23363975709122]
We propose a probabilistic model called ME-NODE to incorporate (fixed + random) mixed effects for analyzing panel data.
We show that our model can be derived using smooth approximations of SDEs provided by the Wong-Zakai theorem.
We then derive Evidence Based Lower Bounds for ME-NODE, and develop (efficient) training algorithms.
arXiv Detail & Related papers (2022-02-18T22:41:51Z) - Inverting brain grey matter models with likelihood-free inference: a
tool for trustable cytoarchitecture measurements [62.997667081978825]
characterisation of the brain grey matter cytoarchitecture with quantitative sensitivity to soma density and volume remains an unsolved challenge in dMRI.
We propose a new forward model, specifically a new system of equations, requiring a few relatively sparse b-shells.
We then apply modern tools from Bayesian analysis known as likelihood-free inference (LFI) to invert our proposed model.
arXiv Detail & Related papers (2021-11-15T09:08:27Z) - Information Theoretic Structured Generative Modeling [13.117829542251188]
A novel generative model framework called the structured generative model (SGM) is proposed that makes straightforward optimization possible.
The implementation employs a single neural network driven by an orthonormal input to a single white noise source adapted to learn an infinite Gaussian mixture model.
Preliminary results show that SGM significantly improves MINE estimation in terms of data efficiency and variance, conventional and variational Gaussian mixture models, as well as for training adversarial networks.
arXiv Detail & Related papers (2021-10-12T07:44:18Z) - Community Detection in the Stochastic Block Model by Mixed Integer
Programming [3.8073142980733]
Degree-Corrected Block Model (DCSBM) is a popular model to generate random graphs with community structure given an expected degree sequence.
Standard approach of community detection based on the DCSBM is to search for the model parameters that are the most likely to have produced the observed network data through maximum likelihood estimation (MLE)
We present mathematical programming formulations and exact solution methods that can provably find the model parameters and community assignments of maximum likelihood given an observed graph.
arXiv Detail & Related papers (2021-01-26T22:04:40Z) - Autoregressive Score Matching [113.4502004812927]
We propose autoregressive conditional score models (AR-CSM) where we parameterize the joint distribution in terms of the derivatives of univariable log-conditionals (scores)
For AR-CSM models, this divergence between data and model distributions can be computed and optimized efficiently, requiring no expensive sampling or adversarial training.
We show with extensive experimental results that it can be applied to density estimation on synthetic data, image generation, image denoising, and training latent variable models with implicit encoders.
arXiv Detail & Related papers (2020-10-24T07:01:24Z) - Identification of Probability weighted ARX models with arbitrary domains [75.91002178647165]
PieceWise Affine models guarantees universal approximation, local linearity and equivalence to other classes of hybrid system.
In this work, we focus on the identification of PieceWise Auto Regressive with eXogenous input models with arbitrary regions (NPWARX)
The architecture is conceived following the Mixture of Expert concept, developed within the machine learning field.
arXiv Detail & Related papers (2020-09-29T12:50:33Z) - Adaptive Physics-Informed Neural Networks for Markov-Chain Monte Carlo [2.741266294612776]
We focus on a class of parameter estimation problems for which computing the likelihood function requires solving a PDE.
The proposed method consists of: (1) constructing an offline PINN-UQ model as an approximation to the forward model; and (2) refining this approximate model on the fly using samples generated from the MCMC sampler.
We numerically demonstrate the performance of the proposed APINN method in solving a parameter estimation problem for a system governed by the Poisson equation.
arXiv Detail & Related papers (2020-08-03T15:25:10Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.