4 papers
Model-Embedded Gaussian Process Regression for Parameter Estimation in Dynamical System
Ying Zhou, Jinglai Li, Xiang Zhou +1
Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squar…
Approximate Primal-Dual Fixed-Point based Langevin Algorithms for Non-smooth Convex Potentials
Ziruo Cai, Jinglai Li, Xiaoqun Zhang
The Langevin algorithms are frequently used to sample the posterior distributions in Bayesian inference. In many practical problems, however, the posterior distributions often cons…
VI-DGP: A variational inference method with deep generative prior for solving high-dimensional inverse problems
Yingzhi Xia, Qifeng Liao, Jinglai Li
Solving high-dimensional Bayesian inverse problems (BIPs) with the variational inference (VI) method is promising but still challenging. The main difficulties arise from two aspect…
Adaptive design of experiment via normalizing flows for failure probability estimation
Hongji Wang, Tiexin Guo, Jinglai Li +1
Failure probability estimation problem is an crucial task in engineering. In this work we consider this problem in the situation that the underlying computer models are extremely e…