Multi-Variance Replica Exchange SGMCMC for Inverse and Forward Problems Via Bayesian PINN

SSRN Electronic Journal(2021)

引用 4|浏览0
暂无评分
摘要
•A multi-variance replica exchange Langevin dynamics MCMC algorithm is developed to solve PDE inverse problems.•The method is able to discover the multi-mode of the problem and save the computational cost.•The algorithm can be used to optimize the Bayesian physics informed neural networks.•An unbiased particles swapping rate is proposed and a convergence theorem is developed.
更多
查看译文
关键词
Replica exchange,Bayesian physics-informed neural network,Inverse problem,Machine learning,Deep learning,Neural network
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要