activity
20162026
most citedTaylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

45 citations · 147 across the 7 of their papers we have counts for

collaborators

9 papers

math.NA2026

Structure-Preserving Dimension Reduction and Surrogates for Partially Linear Bayesian Inverse Problems

Ziheng Zhang, Dingcheng Luo, Thomas O'Leary-Roseberry +2

Many Bayesian inverse problems are characterized by two parameter vectors with distinct roles. A medium property, operator coefficient, or geometry block enters the forward model n…

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.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…

physics.geo-ph2021★ 21 cited

Bayesian Poroelastic Aquifer Characterization from InSAR Surface Deformation Data Part II: Quantifying the Uncertainty

Amal Alghamdi, Marc Hesse, Jingyi Chen +2

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduce…

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.NA2019★ 11 cited

hIPPYlib: An Extensible Software Framework for Large-Scale Inverse Problems Governed by PDEs; Part I: Deterministic Inversion and Linearized Bayesian Inference

Umberto Villa, Noemi Petra, Omar Ghattas

We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) wit…

math.OC2018★ 45 cited

Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty

Peng Chen, Umberto Villa, Omar Ghattas

In this work we develop a scalable computational framework for the solution of PDE-constrained optimal control under high-dimensional uncertainty. Specifically, we consider a mean-…

math.NA2017★ 40 cited

Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems

Peng Chen, Umberto Villa, Omar Ghattas

In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context o…

math.NA2016

A data scalable augmented Lagrangian KKT preconditioner for large scale inverse problems

Nick Alger, Umberto Villa, Tan Bui-Thanh +1

Current state of the art preconditioners for the reduced Hessian and the Karush-Kuhn-Tucker (KKT) operator for large scale inverse problems are typically based on approximating the…