用生成模型快速求解高维地下水反演问题,支持不完整数据。
Solving High-dimensional Inverse Problems Using Amortized Likelihood-free Inference with Noisy and Incomplete Data
- 用归一化流构建可逆生成网络,联合训练摘要与推断模块。
- 706自由度参数反演中,精度媲美传统方法,推理速度提升数倍。
- 适合处理稀疏观测、不完整数据的高维反演任务。
我们提出一种基于归一化流的无似然概率反演方法,用于高维反问题。该方法由两个互补网络组成:摘要网络负责将原始观测压缩为固定长度的特征向量,推断网络则基于这些特征生成模型参数近似后验分布的样本。后验样本通过从潜空间高斯分布采样并经可逆变换生成,该变换由条件可逆神经网络与条件神经样条流层交替构成。摘要与推断网络同步训练。将该方法应用于地下水水文学中的反演问题,估计在空间稀疏时间序列水头观测下对数导率场的后验分布。该问题中导率场具有706个自由度。与基于似然的迭代集合平滑器PEST-IES方法相比,本方法在远低于其推理时间的前提下,准确估计了参数后验分布及观测的预测后验分布。
原文摘要 · Abstract (English)
We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an inference network for parameter estimation. The summary network encodes raw observations into a fixed-size vector of summary features, while the inference network generates samples of the approximate posterior distribution of the model parameters based on these summary features. The posterior samples are produced in a deep generative fashion by sampling from a latent Gaussian distribution and passing these samples through an invertible transformation. We construct this invertible transformation by sequentially alternating conditional invertible neural network and conditional neural spline flow layers. The summary and inference networks are trained simultaneously. We apply the proposed method to an inversion problem in groundwater hydrology to estimate the posterior distribution of the log-conductivity field conditioned on spatially sparse time-series observations of the system's hydraulic head responses.The conductivity field is represented with 706 degrees of freedom in the considered problem.The comparison with the likelihood-based iterative ensemble smoother PEST-IES method demonstrates that the proposed method accurately estimates the parameter posterior distribution and the observations' predictive posterior distribution at a fraction of the inference time of PEST-IES.
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