Inverse problems for physics-based process models

D Bingham, T Butler, D Estep - Annual Review of Statistics and …, 2024 - annualreviews.org
We describe and compare two formulations of inverse problems for a physics-based process
model in the context of uncertainty and random variability: the Bayesian inverse problem …

Machine learning of linear differential equations using Gaussian processes

M Raissi, P Perdikaris, GE Karniadakis - Journal of Computational Physics, 2017 - Elsevier
This work leverages recent advances in probabilistic machine learning to discover
governing equations expressed by parametric linear operators. Such equations involve, but …

Solving and learning nonlinear PDEs with Gaussian processes

Y Chen, B Hosseini, H Owhadi, AM Stuart - Journal of Computational …, 2021 - Elsevier
We introduce a simple, rigorous, and unified framework for solving nonlinear partial
differential equations (PDEs), and for solving inverse problems (IPs) involving the …

[HTML][HTML] Physics informed machine learning: Seismic wave equation

S Karimpouli, P Tahmasebi - Geoscience Frontiers, 2020 - Elsevier
Similar to many fields of sciences, recent deep learning advances have been applied
extensively in geosciences for both small-and large-scale problems. However, the necessity …

Bayesian probabilistic numerical methods

J Cockayne, CJ Oates, TJ Sullivan, M Girolami - SIAM review, 2019 - SIAM
Over forty years ago average-case error was proposed in the applied mathematics literature
as an alternative criterion with which to assess numerical methods. In contrast to worst-case …

[HTML][HTML] A modern retrospective on probabilistic numerics

CJ Oates, TJ Sullivan - Statistics and computing, 2019 - Springer
This article attempts to place the emergence of probabilistic numerics as a mathematical–
statistical research field within its historical context and to explore how its gradual …

Error analysis of kernel/GP methods for nonlinear and parametric PDEs

P Batlle, Y Chen, B Hosseini, H Owhadi… - Journal of Computational …, 2024 - Elsevier
We introduce a priori Sobolev-space error estimates for the solution of arbitrary nonlinear,
and possibly parametric, PDEs that are defined in the strong sense, using Gaussian process …

Gaussian process priors for systems of linear partial differential equations with constant coefficients

M Harkonen, M Lange-Hegermann… - … on machine learning, 2023 - proceedings.mlr.press
Partial differential equations (PDEs) are important tools to model physical systems and
including them into machine learning models is an important way of incorporating physical …

Bayesian inverse problems are usually well-posed

J Latz - SIAM Review, 2023 - SIAM
Inverse problems describe the task of blending a mathematical model with observational
data---a fundamental task in many scientific and engineering disciplines. The solvability of …

[图书][B] Probabilistic Numerics: Computation as Machine Learning

P Hennig, MA Osborne, HP Kersting - 2022 - books.google.com
Probabilistic numerical computation formalises the connection between machine learning
and applied mathematics. Numerical algorithms approximate intractable quantities from …