activity
20192024
most citedProjected Stein Variational Newton: A Fast and Scalable Bayesian Inference Method in High Dimensions

36 citations · 155 across the 14 of their papers we have counts for

collaborators

14 papers

math.OC2024

Fast Unconstrained Optimization via Hessian Averaging and Adaptive Gradient Sampling Methods

Thomas O'Leary-Roseberry, Raghu Bollapragada

We consider minimizing finite-sum and expectation objective functions via Hessian-averaging based subsampled Newton methods. These methods allow for gradient inexactness and have f…

math.NA2024

Inference of Heterogeneous Material Properties via Infinite-Dimensional Integrated DIC

Joseph Kirchhoff, Dingcheng Luo, Thomas O'Leary-Roseberry +1

We present a scalable and efficient framework for the inference of spatially-varying parameters of continuum materials from image observations of their deformations. Our goal is th…

math.NA2024

A note on the relationship between PDE-based precision operators and Matérn covariances

Umberto Villa, Thomas O'Leary-Roseberry

The purpose of this technical note is to summarize the relationship between the marginal variance and correlation length of a Gaussian random field with Matérn covariance and the c…

math.NA2024

Derivative-informed neural operator acceleration of geometric MCMC for infinite-dimensional Bayesian inverse problems

Lianghao Cao, Thomas O'Leary-Roseberry, Omar Ghattas

We propose an operator learning approach to accelerate geometric Markov chain Monte Carlo (MCMC) for solving infinite-dimensional Bayesian inverse problems (BIPs). While geometric…

math.OC2023★ 9 cited

Efficient PDE-Constrained optimization under high-dimensional uncertainty using derivative-informed neural operators

Dingcheng Luo, Thomas O'Leary-Roseberry, Peng Chen +1

We propose a novel machine learning framework for solving optimization problems governed by large-scale partial differential equations (PDEs) with high-dimensional random parameter…

math.NA2022★ 33 cited

Residual-based error correction for neural operator accelerated infinite-dimensional Bayesian inverse problems

Lianghao Cao, Thomas O'Leary-Roseberry, Prashant K. Jha +2

We explore using neural operators, or neural network representations of nonlinear maps between function spaces, to accelerate infinite-dimensional Bayesian inverse problems (BIPs)…

math.NA2022★ 8 cited

Derivative-Informed Neural Operator: An Efficient Framework for High-Dimensional Parametric Derivative Learning

Thomas O'Leary-Roseberry, Peng Chen, Umberto Villa +1

We propose derivative-informed neural operators (DINOs), a general family of neural networks to approximate operators as infinite-dimensional mappings from input function spaces to…

math.NA2022

Large-scale Bayesian optimal experimental design with derivative-informed projected neural network

Keyi Wu, Thomas O'Leary-Roseberry, Peng Chen +1

We address the solution of large-scale Bayesian optimal experimental design (OED) problems governed by partial differential equations (PDEs) with infinite-dimensional parameter fie…

cs.LG2021★ 30 cited

Learning High-Dimensional Parametric Maps via Reduced Basis Adaptive Residual Networks

Thomas O'Leary-Roseberry, Xiaosong Du, Anirban Chaudhuri +3

We propose a scalable framework for the learning of high-dimensional parametric maps via adaptively constructed residual network (ResNet) maps between reduced bases of the inputs a…

math.NA2020★ 22 cited

Derivative-Informed Projected Neural Networks for High-Dimensional Parametric Maps Governed by PDEs

Thomas O'Leary-Roseberry, Umberto Villa, Peng Chen +1

Many-query problems, arising from uncertainty quantification, Bayesian inversion, Bayesian optimal experimental design, and optimization under uncertainty-require numerous evaluati…

math.OC2020★ 3 cited

Ill-Posedness and Optimization Geometry for Nonlinear Neural Network Training

Thomas O'Leary-Roseberry, Omar Ghattas

In this work we analyze the role nonlinear activation functions play at stationary points of dense neural network training problems. We consider a generic least squares loss functi…

math.OC2020★ 2 cited

Low Rank Saddle Free Newton: A Scalable Method for Stochastic Nonconvex Optimization

Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas

In modern deep learning, highly subsampled stochastic approximation (SA) methods are preferred to sample average approximation (SAA) methods because of large data sets as well as g…

math.OC2019★ 12 cited

Inexact Newton Methods for Stochastic Nonconvex Optimization with Applications to Neural Network Training

Thomas O'Leary-Roseberry, Nick Alger, Omar Ghattas

We study stochastic inexact Newton methods and consider their application in nonconvex settings. Building on the work of [R. Bollapragada, R. H. Byrd, and J. Nocedal, IMA Journal o…

math.OC2019★ 36 cited

Projected Stein Variational Newton: A Fast and Scalable Bayesian Inference Method in High Dimensions

Peng Chen, Keyi Wu, Joshua Chen +2

We propose a fast and scalable variational method for Bayesian inference in high-dimensional parameter space, which we call projected Stein variational Newton (pSVN) method. We exp…