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Variational Inference for Statistical Inverse Problems
时间:2024年11月05日 18:49 点击数:

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。

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