Markov chain Monte Carlo (MCMC) is an inference mechanism that approximates a target probability distribution by a sequence of states (a.k.a.

Thank you for your valuable feedback, which is very helpful in improving the paper. We're encouraged by the broadly "Put this in the context of other work on computational homogenization / multi-scale finite element Our method is related to these and the boundary element method (BEM). "Limitation associated with micro-scale buckling... the coarse-grain behavior might exhibit hysteretic effects": Good "How sensitive is the outer optimization to the accuracy of the surrogate gradients?" "Do you know how the CES method scales with system size in terms of accuracy and evaluation time": In terms of "the method to solve the outer optimization over BCs to find minimum energy solutions to the composed surrogates Free DoFs are optimized to minimize total predicted energy using LBFGS. "The discuss of the surrogate and i.i.d. "Are the BCs shared when a boundary is common between two cells": Y es. We have 1 DoF for each blue point in Fig 2. "Its not clear how the HMC and PDE solver are used together": HMC is used to generate training BCs, preferring larger The PDE solver is used to compute the gradient of the pdf (which depends on E) w.r.t. the BC. Given BCs, we run the solver to determine the internal u and E. We compute dE/dBC with the Then we use this to compute the gradient of the pdf w.r.t. the BCs, needed for the leapfrog step. "does the HMC require a significant burn-in time before producing reasonable samples": No. Note: we don't truly care Per appendix, HMC took between 3 and 100 leapfrog steps per sample. The process of using the surrogates to solve the original problem can be explained in more detail. Newton method is neither the fast nor the most stable... a comparison with more sophisticated methods would be From a brief look it looks like Liu et al's method is tailored for Reviewer 5: "There is one outlier in L2 compression that was quite bad": We will discuss this in the main paper. "A comment might help the reader situate this work within the more usual (less idyllic) context of approximating This is a good suggestion: we will relate to other work in learning energies.

"thermostat" variables to control the effect of this noise on the momentum terms [

Combined with stochastic variational inference, this provides a methodology scaling to large datasets.

Recently, neural surrogate models have emerged as a compelling alternative to traditional simulation workflows. This is accomplished by modeling the underlying function of scientific simulations, removing the need to run expensive simulations. Beyond just mapping from input parameter to output, surrogates have also been shown useful for inverse problems: output to input parameters. Inverse problems can be understood as search, where we aim to find parameters whose surrogate outputs contain a specified feature. Yet finding these parameters can be costly, especially for high-dimensional parameter spaces. Thus, existing surrogate-based solutions primarily focus on finding a small set of matching parameters, in the process overlooking the broader picture of plausible parameters. Our work aims to model and visualize the distribution of possible input parameters that produce a given output feature. To achieve this goal, we aim to address two challenges: (1) the approximation error inherent in the surrogate model and (2) forming the parameter distribution in an interactive manner. We model error via density estimation, reporting high density only if a given parameter configuration is close to training parameters, measured both over the input and output space. Our density estimate is used to form a prior belief on parameters, and when combined with a likelihood on features, gives us an efficient way to sample plausible parameter configurations that generate a target output feature. We demonstrate the usability of our solution through a visualization interface by performing feature-driven parameter analysis over the input parameter space of three simulation datasets. Source code is available at https://github.com/matthewberger/seeing-the-many

Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have significant potential advantages in this setting, but are computationally expensive. We introduce a new RMHMC method, which we call semi-separable Hamiltonian Monte Carlo, which uses a specially designed mass matrix that allows the joint Hamiltonian over model parameters and hyperparameters to decompose into two simpler Hamiltonians. This structure is exploited by a new integrator which we call the alternating blockwise leapfrog algorithm. The resulting method can mix faster than simpler Gibbs sampling while being simpler and more efficient than previous instances of RMHMC.