CUQIpy: I. Computational uncertainty quantification for inverse problems in Python']Python

被引:1
作者
Riis, Nicolai A. B. [1 ,4 ]
Alghamdi, Amal M. A. [1 ]
Uribe, Felipe [2 ]
Christensen, Silja L. [1 ]
Afkham, Babak M. [1 ]
Hansen, Per Christian [1 ]
Jorgensen, Jakob S. [1 ,3 ]
机构
[1] Tech Univ Denmark, Dept Appl Math & Comp Sci, Richard Petersens Plads,Bldg 324, DK-2800 Lyngby, Denmark
[2] Lappeenranta Lahti Univ Technol LUT, Sch Engn Sci, Yliopistonkatu 34, Lappeenranta 53850, Finland
[3] Univ Manchester, Dept Math, Oxford Rd, Alan Turing Bldg, Manchester M13 9PL, England
[4] Copenhagen Imaging ApS, Herlev, Denmark
基金
英国工程与自然科学研究理事会; 芬兰科学院;
关键词
uncertainty quantification; software; computational imaging; Bayesian statistics; probabilistic programming; DISTRIBUTIONS; SAMPLER;
D O I
10.1088/1361-6420/ad22e7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
This paper introduces CUQIpy, a versatile open-source Python package for computational uncertainty quantification (UQ) in inverse problems, presented as Part I of a two-part series. CUQIpy employs a Bayesian framework, integrating prior knowledge with observed data to produce posterior probability distributions that characterize the uncertainty in computed solutions to inverse problems. The package offers a high-level modeling framework with concise syntax, allowing users to easily specify their inverse problems, prior information, and statistical assumptions. CUQIpy supports a range of efficient sampling strategies and is designed to handle large-scale problems. Notably, the automatic sampler selection feature analyzes the problem structure and chooses a suitable sampler without user intervention, streamlining the process. With a selection of probability distributions, test problems, computational methods, and visualization tools, CUQIpy serves as a powerful, flexible, and adaptable tool for UQ in a wide selection of inverse problems. Part II of the series focuses on the use of CUQIpy for UQ in inverse problems with partial differential equations.
引用
收藏
页数:37
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