Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David A. Barajas-Solano
{"title":"用有噪声和不完全数据的平摊无似然推理求解高维逆问题","authors":"Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David A. Barajas-Solano","doi":"10.1016/j.cma.2025.118064","DOIUrl":null,"url":null,"abstract":"<div><div>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.</div><div>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. 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.</div></div>","PeriodicalId":55222,"journal":{"name":"Computer Methods in Applied Mechanics and Engineering","volume":"443 ","pages":"Article 118064"},"PeriodicalIF":6.9000,"publicationDate":"2025-05-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data\",\"authors\":\"Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David A. Barajas-Solano\",\"doi\":\"10.1016/j.cma.2025.118064\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>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.</div><div>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. 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.</div></div>\",\"PeriodicalId\":55222,\"journal\":{\"name\":\"Computer Methods in Applied Mechanics and Engineering\",\"volume\":\"443 \",\"pages\":\"Article 118064\"},\"PeriodicalIF\":6.9000,\"publicationDate\":\"2025-05-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Computer Methods in Applied Mechanics and Engineering\",\"FirstCategoryId\":\"5\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0045782525003366\",\"RegionNum\":1,\"RegionCategory\":\"工程技术\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"ENGINEERING, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computer Methods in Applied Mechanics and Engineering","FirstCategoryId":"5","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0045782525003366","RegionNum":1,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"ENGINEERING, MULTIDISCIPLINARY","Score":null,"Total":0}
Solving high-dimensional inverse problems using amortized likelihood-free inference with noisy and incomplete data
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. 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.
期刊介绍:
Computer Methods in Applied Mechanics and Engineering stands as a cornerstone in the realm of computational science and engineering. With a history spanning over five decades, the journal has been a key platform for disseminating papers on advanced mathematical modeling and numerical solutions. Interdisciplinary in nature, these contributions encompass mechanics, mathematics, computer science, and various scientific disciplines. The journal welcomes a broad range of computational methods addressing the simulation, analysis, and design of complex physical problems, making it a vital resource for researchers in the field.