Variational Bayesian inference for PDE based inverse problems
- đ¤ Speaker: Ieva Kazlauskaite (University of Cambridge)
- đ Date & Time: Friday 27 January 2023, 14:00 - 15:00
- đ Venue: MR12, Centre for Mathematical Sciences
Abstract
In this talk I will discuss inference in PDE based Bayesian inverse problems and present our recent work on variational inference as an alternative to MCMC for this class of problems. In this work, we propose a family of Gaussian trial distributions parametrised by precision matrices, taking advantage of the inherent sparsity of the inverse problem encoded in its finite element discretisation. We utilise stochastic optimisation to efficiently estimate the variational objective and provide an empirical assessment of the performance. Furthermore, I will mention some recent work that utilises physics-informed neural network as an alternative to the classical finite element solvers and illustrate how these can be used in PDE based forward and inverse problems.
Series This talk is part of the Statistics series.
Included in Lists
- All CMS events
- All Talks (aka the CURE list)
- bld31
- Cambridge Forum of Science and Humanities
- Cambridge Language Sciences
- Cambridge talks
- Chris Davis' list
- CMS Events
- custom
- DPMMS info aggregator
- DPMMS lists
- DPMMS Lists
- Guy Emerson's list
- Hanchen DaDaDash
- Interested Talks
- Machine Learning
- MR12, Centre for Mathematical Sciences
- rp587
- School of Physical Sciences
- Statistical Laboratory info aggregator
- Statistics
- Statistics Group
Note: Ex-directory lists are not shown.
![[Talks.cam]](/static/images/talkslogosmall.gif)


Friday 27 January 2023, 14:00-15:00