activity
20152023
most citedProjected Stein Variational Newton: A Fast and Scalable Bayesian Inference Method in High Dimensions

36 citations · 99 across the 7 of their papers we have counts for

collaborators

7 papers

physics.comp-ph2023★ 1 cited

Bayesian model calibration for diblock copolymer thin film self-assembly using power spectrum of microscopy data and machine learning surrogate

Lianghao Cao, Keyi Wu, J. Tinsley Oden +2

Identifying parameters of computational models from experimental data, or model calibration, is fundamental for assessing and improving the predictability and reliability of comput…

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…

math.OC2021★ 1 cited

An efficient method for goal-oriented linear Bayesian optimal experimental design: Application to optimal sensor placemen

Keyi Wu, Peng Chen, Omar Ghattas

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the un…

stat.ME2020★ 28 cited

Bayesian inference of heterogeneous epidemic models: Application to COVID-19 spread accounting for long-term care facilities

Peng Chen, Keyi Wu, Omar Ghattas

We propose a high dimensional Bayesian inference framework for learning heterogeneous dynamics of a COVID-19 model, with a specific application to the dynamics and severity of COVI…

math.NA2020★ 16 cited

A fast and scalable computational framework for large-scale and high-dimensional Bayesian optimal experimental design

Keyi Wu, Peng Chen, Omar Ghattas

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the probl…

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…

math.NA2015★ 17 cited

A surrogate accelerated multicanonical Monte Carlo method for uncertainty quantification

Keyi Wu, Jinglai Li

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter . The performance para…