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.

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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

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article

Variational Bayesian model updating using normalizing flows

Michael Beer, Tobias Potthast, Morgan Broggi, Jan Grashorn et al.
Reservoir Engineering and Simulation Methods
article

Variational Bayesian model updating using normalizing flows

Michael Beer, Tobias Potthast, Morgan Broggi, Jan Grashorn, Felix Mett
article en

Abstract

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.

European Commission, Deutsche Forschungsgemeinschaft
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Reservoir Engineering and Simulation Methods
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