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Adaptive multi-fidelity surrogate modeling for Bayesian inference in inverse problems

發布者:文明辦發布時間:2019-06-19瀏覽次數:72


主講人:周濤 中國科學院


時間:2019年6月19日14:30


地點:徐匯校區三號樓301室


舉辦單位:數理學院


內容介紹:The polynomial chaos expansion is widely used as a surrogate model in the  Bayesian inference to speed up the Markov chain Monte Carlo calculations.  However, the use of such a surrogate introduces modeling errors that may  severely distort the estimate of the posterior distribution. In this talk, we  present an adaptive procedure to construct a multi-fidelity polynomial  surrogate. More precisely, the new strategy starts with a low-fidelity surrogate  model, and this surrogate will be adaptively corrected using online  high-fidelity data. The key idea is to construct and refine the multi-fidelity  surrogate over a sequence of samples adaptively determined from data so that the  approximation can eventually concentrate to the posterior distribution. We also  introduce a multi-fidelity surrogate based on the deep neural networks to deal  with problems with high dimensional parameters. The performance of the proposed  strategy is illustrated through two nonlinear inverse problems.

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