Variational Bayesian model updating using normalizing flows
We investigate the use of normalizing flows to approximate transport maps from tractable reference densities to complex Bayesian posterior distributions for Bayesian model updating.A Gaussian process (GP) surrogate with active sampling is used to provide a differentiable target density for optimizing the transport map.While results show normalizing flows can capture multimodal behavior in a simple example, further work is needed to refine the active sampling strategy and enable mode identification in the GP surrogate for robust multimodal density approximation.
Authors
- Michael Beer (ORCID: https://orcid.org/0000-0002-0611-0345)
- Tobias Potthast (ORCID: https://orcid.org/0000-0002-2847-7877)
- Morgan Broggi (ORCID: https://orcid.org/0000-0001-8818-1317)
- Jan Grashorn (ORCID: https://orcid.org/0000-0003-1820-1372)
- Felix Mett
Publication Details
- Published
- 2025-01-01
- DOI
- https://doi.org/10.23967/icossar.2025.053
- Primary Topic
- Reservoir Engineering and Simulation Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00
Funders
- European Commission
- Deutsche Forschungsgemeinschaft