{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/efficient-geometric-markov-chain-monte-carlo","title":"Derivative-informed neural operator acceleration of geometric MCMC for infinite-dimensional Bayesian inverse problems","arxiv_id":"2403.08220","date":"2024-03-13","proceeding":null,"authors":["Lianghao Cao","Thomas O'Leary-Roseberry","Omar Ghattas"],"abstract":"We propose an operator learning approach to accelerate geometric Markov chain Monte Carlo (MCMC) for solving infinite-dimensional Bayesian inverse problems (BIPs). While geometric MCMC employs high-quality proposals that adapt to posterior local geometry, it requires repeated computations of gradients and Hessians of the log-likelihood, which becomes prohibitive when the parameter-to-observable (PtO) map is defined through expensive-to-solve parametric partial differential equations (PDEs). We consider a delayed-acceptance geometric MCMC method driven by a neural operator surrogate of the PtO map, where the proposal exploits fast surrogate predictions of the log-likelihood and, simultaneously, its gradient and Hessian. To achieve a substantial speedup, the surrogate must accurately approximate the PtO map and its Jacobian, which often demands a prohibitively large number of PtO map samples via conventional operator learning methods. In this work, we present an extension of derivative-informed operator learning [O'Leary-Roseberry et al., J. Comput. Phys., 496 (2024)] that uses joint samples of the PtO map and its Jacobian. This leads to derivative-informed neural operator (DINO) surrogates that accurately predict the observables and posterior local geometry at a significantly lower training cost than conventional methods. Cost and error analysis for reduced basis DINO surrogates are provided. Numerical studies demonstrate that DINO-driven MCMC generates effective posterior samples 3--9 times faster than geometric MCMC and 60--97 times faster than prior geometry-based MCMC. Furthermore, the training cost of DINO surrogates breaks even compared to geometric MCMC after just 10--25 effective posterior samples.","url_abs":"https://arxiv.org/abs/2403.08220v2","url_pdf":"https://arxiv.org/pdf/2403.08220v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"efficient-geometric-markov-chain-monte-carlo","repo_url":"https://github.com/hippylib/hippyflow","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"tf","reach":{"status":"ok","spdx":"NOASSERTION"}}],"tasks":[{"task_slug":"operator-learning","task_name":"Operator learning"}],"methods":[{"method_slug":"attention","method_name":"Attention"},{"method_slug":"dino","method_name":"DINO"},{"method_slug":"dense-connections","method_name":"Dense Connections"},{"method_slug":"layer-normalization","method_name":"Layer Normalization"},{"method_slug":"linear-layer","method_name":"Linear Layer"},{"method_slug":"multi-head-attention","method_name":"Multi-Head Attention"},{"method_slug":"residual-connection","method_name":"Residual Connection"},{"method_slug":"softmax","method_name":"Softmax"},{"method_slug":"vision-transformer","method_name":"Vision Transformer"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2403.08220","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2403.08220"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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