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Creators/Authors contains: "Peters, Bas"

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  1. Abstract We consider the solution of nonlinear inverse problems where the forward problem is a discretization of a partial differential equation. Such problems are notoriously difficult to solve in practice and require minimizing a combination of a data-fit term and a regularization term. The main computational bottleneck of typical algorithms is the direct estimation of the data misfit. Therefore, likelihood-free approaches have become appealing alternatives. Nonetheless, difficulties in generalization and limitations in accuracy have hindered their broader utility and applicability. In this work, we use a paired autoencoder framework as a likelihood-free estimator (LFE) for inverse problems. We show that the use of such an architecture allows us to construct a solution efficiently and to overcome some known open problems when using LFEs. In particular, our framework can assess the quality of the solution and improve on it if needed. We demonstrate the viability of our approach using examples from full waveform inversion and inverse electromagnetic imaging. 
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  2. Normalizing flows is a density estimation method that provides efficient exact likelihood estimation and sampling (Dinh et al., 2014) from high-dimensional distributions. This method depends on the use of the change of variables formula, which requires an invertible transform. Thus normalizing flow architectures are built to be invertible by design (Dinh et al., 2014). In theory, the invertibility of architectures constrains the expressiveness, but the use of coupling layers allows normalizing flows to exploit the power of arbitrary neural networks, which do not need to be invertible, (Dinh et al., 2016) and layer invertibility means that, if properly implemented, many layers can be stacked to increase expressiveness without creating a training memory bottleneck. The package we present, InvertibleNetworks.jl, is a pure Julia (Bezanson et al., 2017) imple- mentation of normalizing flows. We have implemented many relevant neural network layers, including GLOW 1x1 invertible convolutions (Kingma & Dhariwal, 2018), affine/additive coupling layers (Dinh et al., 2014), Haar wavelet multiscale transforms (Haar, 1909), and Hierarchical invertible neural transport (HINT) (Kruse et al., 2021), among others. These modular layers can be easily composed and modified to create different types of normalizing flows. As starting points, we have implemented RealNVP, GLOW, HINT, Hyperbolic networks (Lensink et al., 2022) and their conditional counterparts for users to quickly implement their individual applications. 
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