论文标题
偏差方程的统计逆问题的变分反相网络
Variational Inverting Network for Statistical Inverse Problems of Partial Differential Equations
论文作者
论文摘要
为了量化部分微分方程(PDE)的反问题的不确定性,我们将其制定为使用贝叶斯公式的统计推断问题。最近,已经开发了完善的无限差贝叶斯分析方法来构建独立于维度的算法。但是,这些无限维贝叶斯方法面临三个挑战:先前的措施通常充当正规化器,并且无法有效地纳入事先信息;复杂的噪声,例如更实用的非i.i.d。分布式噪声很少被考虑;需要耗时的前向PDE求解器来估计后统计数量。为了解决这些问题,已经根据无限维变量推理方法和深层生成模型提出了一个无限的推理框架。具体而言,通过引入一定的等效假设,我们在无限维度设置中得出了较低的证据,并提供了可能的参数策略,该策略产生了一个通用推理框架,称为变异反向反转网络(VINET)。此推论框架可以在学习示例中编码先验和噪声信息。此外,依靠深神经网络的力量,可以在推理阶段有效,明确地产生后均值和方差。在数值实验中,我们设计了特定的网络结构,这些结构从一般推理框架中产生可计算的Vinet。提出了椭圆方程和Helmholtz方程的线性反问题的数值示例,以说明所提出的推理框架的有效性。
To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have been developed to construct dimension-independent algorithms. However, there are three challenges for these infinite-dimensional Bayesian methods: prior measures usually act as regularizers and are not able to incorporate prior information efficiently; complex noises, such as more practical non-i.i.d. distributed noises, are rarely considered; and time-consuming forward PDE solvers are needed to estimate posterior statistical quantities. To address these issues, an infinite-dimensional inference framework has been proposed based on the infinite-dimensional variational inference method and deep generative models. Specifically, by introducing some measure equivalence assumptions, we derive the evidence lower bound in the infinite-dimensional setting and provide possible parametric strategies that yield a general inference framework called the Variational Inverting Network (VINet). This inference framework can encode prior and noise information from learning examples. In addition, relying on the power of deep neural networks, the posterior mean and variance can be efficiently and explicitly generated in the inference stage. In numerical experiments, we design specific network structures that yield a computable VINet from the general inference framework. Numerical examples of linear inverse problems of an elliptic equation and the Helmholtz equation are presented to illustrate the effectiveness of the proposed inference framework.