{"title":"Uncertainty quantification for goal-oriented inverse problems via variational encoder-decoder networks","authors":"B. Afkham, Julianne Chung, Matthias Chung","doi":"10.1088/1361-6420/ad5373","DOIUrl":null,"url":null,"abstract":"\n In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient uncertainty quantification for goal-oriented inverse problems. Contrary to standard inverse problems, these approaches are goal-oriented in that the goal is to estimate some quantities of interest (QoI) that are functions of the solution of an inverse problem, rather than the solution itself. Moreover, we are interested in computing uncertainty metrics associated with the QoI, thus utilizing a Bayesian approach for inverse problems that incorporates the prediction operator and techniques for exploring the posterior. This may be particularly challenging, especially for nonlinear, possibly unknown, operators and nonstandard prior assumptions. We harness recent advances in machine learning, i.e., VED networks, to describe a data-driven approach to large-scale inverse problems. This enables a real-time uncertainty quantification for the QoI. One of the advantages of our approach is that we avoid the need to solve challenging inversion problems by training a network to approximate the mapping from observations to QoI. Another main benefit is that we enable uncertainty quantification for the QoI by leveraging probability distributions in the latent and target spaces. This allows us to efficiently generate QoI samples and circumvent complicated or even unknown forward models and prediction operators. Numerical results from medical tomography reconstruction and nonlinear hydraulic tomography demonstrate the potential and broad applicability of the approach.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":null,"pages":null},"PeriodicalIF":2.0000,"publicationDate":"2024-06-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Inverse Problems","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1088/1361-6420/ad5373","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
Abstract
In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient uncertainty quantification for goal-oriented inverse problems. Contrary to standard inverse problems, these approaches are goal-oriented in that the goal is to estimate some quantities of interest (QoI) that are functions of the solution of an inverse problem, rather than the solution itself. Moreover, we are interested in computing uncertainty metrics associated with the QoI, thus utilizing a Bayesian approach for inverse problems that incorporates the prediction operator and techniques for exploring the posterior. This may be particularly challenging, especially for nonlinear, possibly unknown, operators and nonstandard prior assumptions. We harness recent advances in machine learning, i.e., VED networks, to describe a data-driven approach to large-scale inverse problems. This enables a real-time uncertainty quantification for the QoI. One of the advantages of our approach is that we avoid the need to solve challenging inversion problems by training a network to approximate the mapping from observations to QoI. Another main benefit is that we enable uncertainty quantification for the QoI by leveraging probability distributions in the latent and target spaces. This allows us to efficiently generate QoI samples and circumvent complicated or even unknown forward models and prediction operators. Numerical results from medical tomography reconstruction and nonlinear hydraulic tomography demonstrate the potential and broad applicability of the approach.
期刊介绍:
An interdisciplinary journal combining mathematical and experimental papers on inverse problems with theoretical, numerical and practical approaches to their solution.
As well as applied mathematicians, physical scientists and engineers, the readership includes those working in geophysics, radar, optics, biology, acoustics, communication theory, signal processing and imaging, among others.
The emphasis is on publishing original contributions to methods of solving mathematical, physical and applied problems. To be publishable in this journal, papers must meet the highest standards of scientific quality, contain significant and original new science and should present substantial advancement in the field. Due to the broad scope of the journal, we require that authors provide sufficient introductory material to appeal to the wide readership and that articles which are not explicitly applied include a discussion of possible applications.