CUQIpy: I. Computational uncertainty quantification for inverse problems in Python']Python

被引:0
|
作者
Riis, Nicolai A. B. [1 ,4 ]
Alghamdi, Amal M. A. [1 ]
Uribe, Felipe [2 ]
Christensen, Silja L. [1 ]
Afkham, Babak M. [1 ]
Hansen, Per Christian [1 ]
Jorgensen, Jakob S. [1 ,3 ]
机构
[1] Tech Univ Denmark, Dept Appl Math & Comp Sci, Richard Petersens Plads,Bldg 324, DK-2800 Lyngby, Denmark
[2] Lappeenranta Lahti Univ Technol LUT, Sch Engn Sci, Yliopistonkatu 34, Lappeenranta 53850, Finland
[3] Univ Manchester, Dept Math, Oxford Rd, Alan Turing Bldg, Manchester M13 9PL, England
[4] Copenhagen Imaging ApS, Herlev, Denmark
基金
英国工程与自然科学研究理事会; 芬兰科学院;
关键词
uncertainty quantification; software; computational imaging; Bayesian statistics; probabilistic programming; DISTRIBUTIONS; SAMPLER;
D O I
10.1088/1361-6420/ad22e7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper introduces CUQIpy, a versatile open-source Python package for computational uncertainty quantification (UQ) in inverse problems, presented as Part I of a two-part series. CUQIpy employs a Bayesian framework, integrating prior knowledge with observed data to produce posterior probability distributions that characterize the uncertainty in computed solutions to inverse problems. The package offers a high-level modeling framework with concise syntax, allowing users to easily specify their inverse problems, prior information, and statistical assumptions. CUQIpy supports a range of efficient sampling strategies and is designed to handle large-scale problems. Notably, the automatic sampler selection feature analyzes the problem structure and chooses a suitable sampler without user intervention, streamlining the process. With a selection of probability distributions, test problems, computational methods, and visualization tools, CUQIpy serves as a powerful, flexible, and adaptable tool for UQ in a wide selection of inverse problems. Part II of the series focuses on the use of CUQIpy for UQ in inverse problems with partial differential equations.
引用
收藏
页数:37
相关论文
共 50 条
  • [21] Bernstein-von Mises Theorems and Uncertainty Quantification for Linear Inverse Problems
    Giordano, Matteo
    Kekkonen, Hanne
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2020, 8 (01): : 342 - 373
  • [22] Uncertainty quantification in Bayesian inverse problems with neutron and gamma time correlation measurements
    Lartaud, Paul
    Humbert, Philippe
    Garnier, Josselin
    ANNALS OF NUCLEAR ENERGY, 2025, 213
  • [23] Uncertainty Quantification for Forward and Inverse Problems of PDEs via Latent Global Evolution
    Wu, Tailin
    Neiswanger, Willie
    Zheng, Hongtao
    Ermon, Stefano
    Leskovec, Jure
    THIRTY-EIGHTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, VOL 38 NO 1, 2024, : 320 - 328
  • [24] Scalable Bayesian Uncertainty Quantification in Imaging Inverse Problems via Convex Optimization
    Repetti, Audrey
    Pereyra, Marcelo
    Wiaux, Yves
    SIAM JOURNAL ON IMAGING SCIENCES, 2019, 12 (01): : 87 - 118
  • [25] Uncertainty quantification for inverse problems with weak partial-differential-equation constraints
    Fang, Zhilong
    Da Silva, Curt
    Kuske, Rachel
    Herrmann, Felix J.
    GEOPHYSICS, 2018, 83 (06) : R629 - R647
  • [26] Fast computation of uncertainty quantification measures in the geostatistical approach to solve inverse problems
    Saibaba, Arvind K.
    Kitanidis, Peter K.
    ADVANCES IN WATER RESOURCES, 2015, 82 : 124 - 138
  • [27] Uncertainty quantification for radio interferometric imaging - I. Proximal MCMC methods
    Cai, Xiaohao
    Pereyra, Marcelo
    McEwen, Jason D.
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2018, 480 (03) : 4154 - 4169
  • [28] Efficient algorithms for the regularization of dynamic inverse problems: I. Theory
    Schmitt, U
    Louis, AK
    INVERSE PROBLEMS, 2002, 18 (03) : 645 - 658
  • [29] Analysis of the Hessian for inverse scattering problems: I. Inverse shape scattering of acoustic waves
    Tan Bui-Thanh
    Ghattas, Omar
    INVERSE PROBLEMS, 2012, 28 (05)
  • [30] Scaling Up Bayesian Uncertainty Quantification for Inverse Problems Using Deep Neural Networks
    Lan, Shiwei
    Li, Shuyi
    Shahbaba, Babak
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2022, 10 (04): : 1684 - 1713