Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs
- URL: http://arxiv.org/abs/2506.02337v1
- Date: Tue, 03 Jun 2025 00:25:49 GMT
- Title: Discovery of Probabilistic Dirichlet-to-Neumann Maps on Graphs
- Authors: Adrienne M. Propp, Jonas A. Actor, Elise Walker, Houman Owhadi, Nathaniel Trask, Daniel M. Tartakovsky,
- Abstract summary: We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes.<n>We show that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity.
- Score: 1.385411134620987
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Dirichlet-to-Neumann maps enable the coupling of multiphysics simulations across computational subdomains by ensuring continuity of state variables and fluxes at artificial interfaces. We present a novel method for learning Dirichlet-to-Neumann maps on graphs using Gaussian processes, specifically for problems where the data obey a conservation constraint from an underlying partial differential equation. Our approach combines discrete exterior calculus and nonlinear optimal recovery to infer relationships between vertex and edge values. This framework yields data-driven predictions with uncertainty quantification across the entire graph, even when observations are limited to a subset of vertices and edges. By optimizing over the reproducing kernel Hilbert space norm while applying a maximum likelihood estimation penalty on kernel complexity, our method ensures that the resulting surrogate strictly enforces conservation laws without overfitting. We demonstrate our method on two representative applications: subsurface fracture networks and arterial blood flow. Our results show that the method maintains high accuracy and well-calibrated uncertainty estimates even under severe data scarcity, highlighting its potential for scientific applications where limited data and reliable uncertainty quantification are critical.
Related papers
- Inflationary Flows: Calibrated Bayesian Inference with Diffusion-Based Models [0.0]
We show how diffusion-based models can be repurposed for performing principled, identifiable Bayesian inference.<n>We show how such maps can be learned via standard DBM training using a novel noise schedule.<n>The result is a class of highly expressive generative models, uniquely defined on a low-dimensional latent space.
arXiv Detail & Related papers (2024-07-11T19:58:19Z) - Curvature-Independent Last-Iterate Convergence for Games on Riemannian
Manifolds [77.4346324549323]
We show that a step size agnostic to the curvature of the manifold achieves a curvature-independent and linear last-iterate convergence rate.
To the best of our knowledge, the possibility of curvature-independent rates and/or last-iterate convergence has not been considered before.
arXiv Detail & Related papers (2023-06-29T01:20:44Z) - Sampling from Gaussian Process Posteriors using Stochastic Gradient
Descent [43.097493761380186]
gradient algorithms are an efficient method of approximately solving linear systems.
We show that gradient descent produces accurate predictions, even in cases where it does not converge quickly to the optimum.
Experimentally, gradient descent achieves state-of-the-art performance on sufficiently large-scale or ill-conditioned regression tasks.
arXiv Detail & Related papers (2023-06-20T15:07:37Z) - Stochastic Marginal Likelihood Gradients using Neural Tangent Kernels [78.6096486885658]
We introduce lower bounds to the linearized Laplace approximation of the marginal likelihood.
These bounds are amenable togradient-based optimization and allow to trade off estimation accuracy against computational complexity.
arXiv Detail & Related papers (2023-06-06T19:02:57Z) - Convergence of uncertainty estimates in Ensemble and Bayesian sparse
model discovery [4.446017969073817]
We show empirical success in terms of accuracy and robustness to noise with bootstrapping-based sequential thresholding least-squares estimator.
We show that this bootstrapping-based ensembling technique can perform a provably correct variable selection procedure with an exponential convergence rate of the error rate.
arXiv Detail & Related papers (2023-01-30T04:07:59Z) - Kernel-based off-policy estimation without overlap: Instance optimality
beyond semiparametric efficiency [53.90687548731265]
We study optimal procedures for estimating a linear functional based on observational data.
For any convex and symmetric function class $mathcalF$, we derive a non-asymptotic local minimax bound on the mean-squared error.
arXiv Detail & Related papers (2023-01-16T02:57:37Z) - Limitations of Information-Theoretic Generalization Bounds for Gradient
Descent Methods in Stochastic Convex Optimization [48.12845778927164]
We consider the prospect of establishing minimax rates for gradient descent in the setting of convex optimization.
We consider a common tactic employed in studying gradient methods, whereby the final iterate is corrupted by Gaussian noise, producing a noisy "surrogate" algorithm.
Our results suggest that new ideas are required to analyze gradient descent using information-theoretic techniques.
arXiv Detail & Related papers (2022-12-27T17:16:48Z) - Rigorous dynamical mean field theory for stochastic gradient descent
methods [17.90683687731009]
We prove closed-form equations for the exact high-dimensionals of a family of first order gradient-based methods.
This includes widely used algorithms such as gradient descent (SGD) or Nesterov acceleration.
arXiv Detail & Related papers (2022-10-12T21:10:55Z) - Riemannian Natural Gradient Methods [21.14740680011498]
We introduce the notion of Fisher information matrix in the manifold setting, which can be viewed as a natural extension of the natural gradient method.
We establish the almost-sure global convergence of our proposed method under standard assumptions.
Numerical experiments on applications arising from machine learning demonstrate the advantages of the proposed method over state-of-the-art ones.
arXiv Detail & Related papers (2022-07-15T04:33:10Z) - Posterior and Computational Uncertainty in Gaussian Processes [52.26904059556759]
Gaussian processes scale prohibitively with the size of the dataset.
Many approximation methods have been developed, which inevitably introduce approximation error.
This additional source of uncertainty, due to limited computation, is entirely ignored when using the approximate posterior.
We develop a new class of methods that provides consistent estimation of the combined uncertainty arising from both the finite number of data observed and the finite amount of computation expended.
arXiv Detail & Related papers (2022-05-30T22:16:25Z) - Optimal variance-reduced stochastic approximation in Banach spaces [114.8734960258221]
We study the problem of estimating the fixed point of a contractive operator defined on a separable Banach space.
We establish non-asymptotic bounds for both the operator defect and the estimation error.
arXiv Detail & Related papers (2022-01-21T02:46:57Z) - Keep it Tighter -- A Story on Analytical Mean Embeddings [0.6445605125467574]
Kernel techniques are among the most popular and flexible approaches in data science.
Mean embedding gives rise to a divergence measure referred to as maximum mean discrepancy (MMD)
In this paper we focus on the problem of MMD estimation when the mean embedding of one of the underlying distributions is available analytically.
arXiv Detail & Related papers (2021-10-15T21:29:27Z)
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.