Seminar Uncertainty Quantification & Inverse Problems W23/24
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Description

Reports:

  • Please hand in the reports before the 31st of March 2024.
  • The report should be roughly six pages long.

 

Topics:

  1. Design of experiments for X-ray tomography
    Two topics available:
    - Paper 1: https://arxiv.org/abs/2006.12579
    - Paper 2: https://arxiv.org/abs/2104.00301

  2. Bayesian inversion using alpha-stable priors
    - Paper: https://doi.org/10.1088/1361-6420/acf154

  3. Analytic and Gevrey class regularity for PDE uncertainty quantification
    - Paper: https://arxiv.org/pdf/2309.17397.pdf
    Note that this topic can be divided into a theoretical part and a numerical part, which can be studied separately.

  4. Well-posedness of Bayesian inverse problems:

    https://ui.adsabs.harvard.edu/abs/2019arXiv190210257L/abstract

  5. (Bayesian) Probabilistic numerical methods

    main paper: https://epubs.siam.org/doi/10.1137/17M1139357

    additional: https://projecteuclid.org/journals/bayesian-analysis/volume-14/issue-3/A-Bayesian-Conjugate-Gradient-Method-with-Discussion/10.1214/19-BA1145.full

  6. Kernel Stein Discrepancy and Stein Variational Gradient Descent

    https://proceedings.mlr.press/v48/liub16.html

    https://proceedings.mlr.press/v48/chwialkowski16.html

    https://proceedings.neurips.cc/paper_files/paper/2016/hash/b3ba8f1bee1238a2f37603d90b58898d-Abstract.html

  7. Diffusion models (taken by Charlotte, literature will come soon)

  8. Particle methods for design of experiment https://www.tandfonline.com/doi/pdf/10.1198/016214505000001159
  9. Bayesian optimization with discrete variables https://arxiv.org/pdf/2210.10199.pdf
  10. Bayesian optimization in high dimensions https://ml.informatik.uni-freiburg.de/wp-content/uploads/papers/13-IJCAI-BO-highdim.pdf
Basic Course Info

Course No Course Type Hours
19227611 Seminar 2

Time Span 17.10.2023 - 13.02.2024
Instructors
Vesa Kaarnioja
Ilja Klebanov
Claudia Schillings

Study Regulation

0089c_MA120 2014, MSc Informatik (Mono), 120 LPs
0280b_MA120 2011, MSc Mathematik (Mono), 120 LPs
0280c_MA120 2018, MSc Mathematik (Mono), 120 LP
0496a_MA120 2016, MSc Computational Science (Mono), 120 LPs

Seminar Uncertainty Quantification & Inverse Problems W23/24
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Main Events

Day Time Location Details
Tuesday 12-14 A6/SR 009 Seminarraum 2023-10-17 - 2024-02-13

Seminar Uncertainty Quantification & Inverse Problems W23/24
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