2021
DOI: 10.48550/arxiv.2102.03974
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Novel Deep neural networks for solving Bayesian statistical inverse

Abstract: We consider the simulation of Bayesian statistical inverse problems governed by large-scale linear and nonlinear partial differential equations (PDEs). Markov chain Monte Carlo (MCMC) algorithms are standard techniques to solve such problems. However, MCMC techniques are computationally challenging as they require several thousands of forward PDE solves. The goal of this paper is to introduce a fractional deep neural network based approach for the forward solves within an MCMC routine. Moreover, we discuss som… Show more

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Cited by 12 publications
(34 citation statements)
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“…The DNNs used in this paper have been motivated by the Residual Neural Network (ResNet) architecture. ResNets have been introduced in [9, 24,2] in the context of data/image classification, see also [1] for parameterized PDEs and [7] where the (related) so-called Neural ODE Nets [4] have been used to solve stiff ODEs. The ResNet architecture is known to overcome the vanishing gradient problem, which has been further analyzed using fractional order derivatives in [2].…”
Section: Introductionmentioning
confidence: 99%
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“…The DNNs used in this paper have been motivated by the Residual Neural Network (ResNet) architecture. ResNets have been introduced in [9, 24,2] in the context of data/image classification, see also [1] for parameterized PDEs and [7] where the (related) so-called Neural ODE Nets [4] have been used to solve stiff ODEs. The ResNet architecture is known to overcome the vanishing gradient problem, which has been further analyzed using fractional order derivatives in [2].…”
Section: Introductionmentioning
confidence: 99%
“…• These networks allow for learning both the solution (see (1)) and difference quotients (see (2)). A similar approach to learn the solution in the context of parameterized PDEs has been recently considered in [1].…”
Section: Introductionmentioning
confidence: 99%
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