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Efficient Bayesian inference using adversarial machine learning and low-complexity surrogate models
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DOI：10.1016/j.compchemeng.2021.107322.png)
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Abstract
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Bayesian inference is a key method for estimating parametric uncertainty from data. However, most Bayesian inference methods require the explicit likelihood function or many samples, both of which are unrealistic to provide for complex first-principles-based models. Here, we propose a novel Bayesian infer-ence methodology for estimating uncertain parameters of computationally intensive first-principles-based models. Our approach exploits both low-complexity surrogate models and variational inference with arbi-trarily expressive inference models. The proposed methodology indirectly predicts output responses and casts Bayesian inference as an optimization problem. We demonstrate its performance via synthetic prob-lems, computational fluid dynamics, and kinetic Monte Carlo simulation to verify its applicability. This fast and reliable methodology enables us to capture multimodality and the shape of complicated poste-rior distributions with the quality of state-of-the-art Hamiltonian Monte Carlo methods but with much lower computation cost. (c) 2021 Elsevier Ltd. All rights reserved.
Keywords:
Bayesian inference
uncertainty
parameter estimation
first-principles simulation
machine learning
adversarial network
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