activity
20132023
most citedScalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the Antarctic ice sheet

171 citations · 898 across the 46 of their papers we have counts for

collaborators
Showing 2020Show all

13 papers · 1 filter

math.NA2020

Nonuniform 3D finite difference elastic wave simulation on staggered grids

Longfei Gao, Omar Ghattas, David Keyes

We present an approach to simulate the 3D isotropic elastic wave propagation using nonuniform finite difference discretization on staggered grids. Specifically, we consider simulat…

math.OC2020★ 4 cited

Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters

Peng Chen, Omar Ghattas

We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-di…

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★ 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…

physics.comp-ph2020★ 11 cited

A globally convergent modified Newton method for the direct minimization of the Ohta-Kawasaki energy with application to the directed self-assembly of diblock copolymers

Lianghao Cao, Omar Ghattas, J. Tinsley Oden

We propose a fast and robust scheme for the direct minimization of the Ohta-Kawasaki energy that characterizes the microphase separation of diblock copolymer melts. The scheme empl…

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.OC2020★ 64 cited

Optimal design of acoustic metamaterial cloaks under uncertainty

Peng Chen, Michael R. Haberman, Omar Ghattas

In this work, we consider the problem of optimal design of an acoustic cloak under uncertainty and develop scalable approximation and optimization methods to solve this problem. Th…

math.NA2020

Hierarchical Matrix Approximations of Hessians Arising in Inverse Problems Governed by PDEs

Ilona Ambartsumyan, Wajih Boukaram, Tan Bui-Thanh +5

Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for…

math.NA2020★ 1 cited

Stein variational reduced basis Bayesian inversion

Peng Chen, Omar Ghattas

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of dra…

physics.geo-ph2020★ 37 cited

Bayesian Poroelastic Aquifer Characterization from InSAR Surface Deformation Data. Part I: Maximum A Posteriori Estimate

Amal Alghamdi, Marc A. Hesse, Jingyi Chen +1

Characterizing the properties of groundwater aquifers is essential for predicting aquifer response and managing groundwater resources. In this work, we develop a high-dimensional s…

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…

cs.LG2020★ 19 cited

Projected Stein Variational Gradient Descent

Peng Chen, Omar Ghattas

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) me…

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…