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

26 May 2023  ·  Nicolai A B Riis, Amal M A Alghamdi, Felipe Uribe, Silja L Christensen, Babak M Afkham, Per Christian Hansen, Jakob S Jørgensen ·

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 (PDEs).

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Numerical Analysis Mathematical Software Numerical Analysis 65R32, 65C20, 94A08, 65K10 G.3; I.4; G.1.0