报告人:贾骏雄
报告地点:腾讯会议ID: 727299190
报告时间:2024年11月06日星期三19:30-20:30
邀请人:祖建、高忆先
报告摘要:
As a general uncertainty quantification framework of inverse problems of partial differential equations (IPofPDEs), the Bayesian inverse method has attracted many researchers' attention. One of the critical obstacles to applying the Bayesian inverse approach is how to efficiently compute the statistical quantities (e.g., posterior mean and variances). Similar difficulties also meet in the investigations of uncertainty quantification of machine learning models. In the machine learning community, the researchers proposed the variational inference (VI) approach, which balances accuracy and efficiency. However, due to the infinite-dimensional formulation of the IPofPDEs, there are few investigations on VI approaches to IPofPDEs. In this talk, we briefly introduce the main ideas of VI methods. Then we construct the infinite-dimensional mean-field based VI approach for general linear problems and the infinite-dimensional transformation based VI approach for nonliear inverse problems. Both of the classical and neural network related VI methods are discussed under the circumstances of solving IPofPDEs.
主讲人简介:
贾骏雄,西安交通大学数学与统计学院教授,国家级高层次青年人才,主要从事反问题的贝叶斯推断理论与机器学习方法研究。至今在Inverse Problems、J. Mach. Learn. Res.、SIAM系列(SINUM、SISC)、Math. Comp. 、J. Funct. Anal. 等权威期刊共发表学术论文三十余篇,主持国家自然科学基金项目四项。