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arXiv 2412.04565cs.LG
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利用噪声和不完整数据通过摊销无似然推断求解高维反问题

Solving High-dimensional Inverse Problems Using Amortized Likelihood-free Inference with Noisy and Incomplete Data

Pacific Northwest National Laboratory(太平洋西北国家实验室);University of Illinois Urbana-Champaign(伊利诺伊大学厄巴纳-香槟分校)

Jice Zeng, Yuanzhe Wang, Alexandre M. Tartakovsky, David Barajas-Solano

AI总结:

本文提出基于归一化流的无似然概率反演方法,通过摘要网络与推断网络协同工作,在高维地下水反问题中以706个自由度准确估计参数后验分布,推断时间显著少于PEST-IES。

摘要:

我们提出一种基于归一化流的无似然概率反演方法,用于高维反问题。所提方法由两个互补网络组成:一个用于数据压缩的摘要网络和一个用于参数估计的推断网络。摘要网络将原始观测编码为固定大小的摘要特征向量,而推断网络基于这些摘要特征生成模型参数近似后验分布的样本。后验样本以深度生成方式产生:从潜在高斯分布中采样,并将这些样本通过一个可逆变换。我们通过依次交替条件可逆神经网络层和条件神经样条流层来构造该可逆变换。摘要网络和推断网络同时训练。我们将所提方法应用于地下水水文学中的一个反演问题,以估计在对系统水头响应的空间稀疏时间序列观测条件下的对数导水率场的后验分布。在所考虑的问题中,导水率场以706个自由度表示。与基于似然的迭代集成平滑器PEST-IES方法的比较表明,所提方法能够准确估计参数后验分布和观测的预测后验分布,且推断时间仅为PEST-IES的一小部分。

英文摘要:

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system's hydraulic head responses.The conductivity field is represented with 706 degrees of freedom in the considered problem.The comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations' predictive posterior distribution at a fraction of the inference time of PEST-IES.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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