# Jinglai Li

## Contact Details

NameJinglai Li |
||

Affiliation |
||

Location |
||

## Pubs By Year |
||

## Pub CategoriesStatistics - Computation (10) Mathematics - Numerical Analysis (9) Statistics - Theory (2) Mathematics - Statistics (2) Nonlinear Sciences - Exactly Solvable and Integrable Systems (1) Nonlinear Sciences - Pattern Formation and Solitons (1) Statistics - Methodology (1) Statistics - Machine Learning (1) Mathematics - Optimization and Control (1) Mathematics - Probability (1) |

## Publications Authored By Jinglai Li

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often determined via an empirical Bayesian method that maximizes the marginal likelihood function, i.e. Read More

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we write the joint density approximately as a product of an approximate posterior density and an exponentiated GP surrogate. Read More

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). Read More

The preconditioned Crank-Nicolson (pCN) method is a Markov Chain Monte Carlo (MCMC) scheme, specifically designed to perform Bayesian inferences in function spaces. Unlike many standard MCMC algorithms, the pCN method can preserve the sampling efficiency under the mesh refinement, a property referred to as being dimension independent. In this work we consider an adaptive strategy to further improve the efficiency of pCN. Read More

Many scientific and engineering problems require to perform Bayesian inferences for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. Read More

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability constraints are constructed and used in solving the subproblems. Taking advantage of the special structure of the RBO problems, we employ a sample reweighting method to evaluate the failure probabilities, which constructs the surrogate for the reliability constraints by performing only a single full reliability evaluation in each iteration. Read More

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, choosing an appropriate prior distribution is an important task. In particular we consider problems where the function to infer is subject to sharp jumps which render the commonly used Gaussian measures unsuitable. Read More

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian {process} surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. Read More

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources of uncertainty in the system, and our goal is to estimate the probability density function (PDF) of $y$. We propose to use the multicanonical Monte Carlo (MMC) method, a special type of adaptive importance sampling algorithm, to compute the PDF of interest. Read More

Many scientific and engineering problems require to perform Bayesian inferences in function spaces, in which the unknowns are of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. In this work we develop an independence sampler based MCMC method for the infinite dimensional Bayesian inferences. Read More

In this note, we consider the truncated Karhunen-Lo\`eve expansion for approximating solutions to infinite dimensional inverse problems. We show that, under certain conditions, the bound of the error between a solution and its finite-dimensional approximation can be estimated without the knowledge of the solution. Read More

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or forward model. When these evaluations are computationally intensive, approximations of the forward model are essential to accelerating sample-based inference. Yet the construction of globally accurate approximations for nonlinear forward models can be computationally prohibitive and in fact unnecessary, as the posterior distribution typically concentrates on a small fraction of the support of the prior distribution. Read More

We study noise-induced perturbations of dispersion-managed solitons by developing soliton perturbation theory for the dispersion-managed nonlinear Schroedinger (DMNLS) equation, which governs the long-term behavior of optical fiber transmission systems and certain kinds of femtosecond lasers. We show that the eigenmodes and generalized eigenmodes of the linearized DMNLS equation around traveling-wave solutions can be generated from the invariances of the DMNLS equations, we quantify the perturbation-induced parameter changes of the solution in terms of the eigenmodes and the adjoint eigenmodes, and we obtain evolution equations for the solution parameters. We then apply these results to guide importance-sampled Monte-Carlo simulations and reconstruct the probability density functions of the solution parameters under the effect of noise. Read More