Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference, excelling at generative modelling and inversion tasks.
This paper provides an accessible and thorough technical introduction to VI for physics-related problems, explaining the standard derivations of the VI framework and its realization through deep learning.
It highlights the importance of the underlying physical model in capturing the dynamics of interest and offers flexibility in uncertainty quantification.
The target audience of this paper is the scientific community focusing on physics-based problems and uncertainty quantification.