activity
20182022
most citedAdaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems

131 citations · 164 across the 8 of their papers we have counts for

collaborators

8 papers

math.NA2022★ 2 cited

Failure-informed adaptive sampling for PINNs

Zhiwei Gao, Liang Yan, Tao Zhou

Physics-informed neural networks (PINNs) have emerged as an effective technique for solving PDEs in a wide range of domains. It is noticed, however, the performance of PINNs can va…

math.NA2021

Optimal design for kernel interpolation: applications to uncertainty quantification

Akil Narayan, Liang Yan, Tao Zhou

The paper is concerned with classic kernel interpolation methods, in addition to approximation methods that are augmented by gradient measurements. To apply kernel interpolation us…

math.NA2021

An acceleration strategy for randomize-then-optimize sampling via deep neural networks

Liang Yan, Tao Zhou

Randomize-then-optimize (RTO) is widely used for sampling from posterior distributions in Bayesian inverse problems. However, RTO may be computationally intensive for complexity pr…

math.NA2021★ 18 cited

Stein variational gradient descent with local approximations

Liang Yan, Tao Zhou

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develo…

math.NA2019★ 10 cited

An adaptive surrogate modeling based on deep neural networks for large-scale Bayesian inverse problems

Liang Yan, Tao Zhou

In Bayesian inverse problems, surrogate models are often constructed to speed up the computational procedure, as the parameter-to-data map can be very expensive to evaluate. Howeve…

math.NA2019

A non-intrusive reduced basis EKI for time-fractional diffusion inverse problems

Fenglian Yang, Liang Yan

In this study, we consider an ensemble Kalman inversion (EKI) for the numerical solution of time-fractional diffusion inverse problems (TFDIPs). Computational challenges in the EKI…

math.NA2018★ 3 cited

An adaptive multi-fidelity PC-based ensemble Kalman inversion for inverse problems

Liang Yan, Tao Zhou

The ensemble Kalman inversion (EKI), as a derivative-free methodology, has been widely used in the parameter estimation of inverse problems. Unfortunately, its cost may become mode…

math.NA2018★ 131 cited

Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems

Liang Yan, Tao Zhou

The polynomial chaos (PC) expansion has been widely used as a surrogate model in the Bayesian inference to speed up the Markov chain Monte Carlo (MCMC) calculations. However, the u…