Abstract: |
To assess the uncertainties inherent in the inverse problems associated with partial differential equations, we employ Bayes` theorem to frame these as statistical inference challenges. Recently, well justified infinite-dimensional Bayesian analysis methods have been developed to construct dimension-independent algorithms. However, it is difficult to sample directly from the posterior of the Bayes` formula. To address this issue, a normalizing flows based infinite-dimensional variational inference (NF-iVI) has been proposed. Specifically, by introducing some well defined transformations, the prior of the Bayes` formula will be transformed into some complex measures. We will use the post-transformed measures to construct posterior approximations. To avoid the mutually singular obstacle that occurred in the infinite-dimensional variational inference approach, we proposed a rigorous theory of the transformations so that the post-transformed measure will be equivalent to the pre-transformed measure. In addition, we also introduce the conditional normalizing flows based infinite-dimensional variational inference (CNF-iVI), which can mitigate the computational cost of NF-iVI. The proposed algorithms are applied to two inverse problems governed by the simple smooth equation and the steady-state Darcy flow equation. Numerical results confirm our theoretical findings, illustrate the efficiency of our algorithms, and verify the mesh-independent property. |
|