TY - JOUR
T1 - Beyond black-boxes in Bayesian inverse problems and model validation
T2 - Applications in solid mechanics of elastography
AU - Bruder, L.
AU - Koutsourelakis, P. S.
N1 - Publisher Copyright:
© 2018 by Begell House, Inc.
PY - 2018
Y1 - 2018
N2 - The present paper is motivated by one of the most fundamental challenges in inverse problems, that of quantifying model discrepancies and errors. While significant strides have been made in calibrating model parameters, the overwhelming majority of pertinent methods is based on the assumption of a perfect model. Motivated by problems in solid mechanics which, as all problems in continuum thermodynamics, are described by conservation laws and phenomenological constitutive closures, we argue that in order to quantify model uncertainty in a physically meaningful manner, one should break open the black-box forward model. In particular, we propose formulating an undirected probabilistic model that explicitly accounts for the governing equations and their validity. This recasts the solution of both forward and inverse problems as probabilistic inference tasks where the problem’s state variables should not only be compatible with the data but also with the governing equations as well. Even though the probability densities involved do not contain any black-box terms, they live in much higher-dimensional spaces. In combination with the intractability of the normalization constant of the undirected model employed, this poses significant challenges which we propose to address with a linearly scaling, double layer of stochastic variational inference. We demonstrate the capabilities and efficacy of the proposed model in synthetic forward and inverse problems (with and without model error) in elastography.
AB - The present paper is motivated by one of the most fundamental challenges in inverse problems, that of quantifying model discrepancies and errors. While significant strides have been made in calibrating model parameters, the overwhelming majority of pertinent methods is based on the assumption of a perfect model. Motivated by problems in solid mechanics which, as all problems in continuum thermodynamics, are described by conservation laws and phenomenological constitutive closures, we argue that in order to quantify model uncertainty in a physically meaningful manner, one should break open the black-box forward model. In particular, we propose formulating an undirected probabilistic model that explicitly accounts for the governing equations and their validity. This recasts the solution of both forward and inverse problems as probabilistic inference tasks where the problem’s state variables should not only be compatible with the data but also with the governing equations as well. Even though the probability densities involved do not contain any black-box terms, they live in much higher-dimensional spaces. In combination with the intractability of the normalization constant of the undirected model employed, this poses significant challenges which we propose to address with a linearly scaling, double layer of stochastic variational inference. We demonstrate the capabilities and efficacy of the proposed model in synthetic forward and inverse problems (with and without model error) in elastography.
KW - Bayesian modeling
KW - Inverse problems
KW - Model error
KW - Stochastic optimization
KW - Uncertainty quantification
KW - Variational inference
UR - http://www.scopus.com/inward/record.url?scp=85052398298&partnerID=8YFLogxK
U2 - 10.1615/Int.J.UncertaintyQuantification.2018025837
DO - 10.1615/Int.J.UncertaintyQuantification.2018025837
M3 - Article
AN - SCOPUS:85052398298
SN - 2152-5080
VL - 8
SP - 447
EP - 482
JO - International Journal for Uncertainty Quantification
JF - International Journal for Uncertainty Quantification
IS - 5
ER -