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We propose a novel physics‐guided deep learning framework for geophysical inversion that integrates Langevin Monte Carlo (LMC) sampling to quantify uncertainties in model parameters. A statistical sampling strategy is employed to enhance computational efficiency by reducing the number of required samples while preserving diversity and informativeness. The training data for the supervised learning networks are iteratively expanded with outputs from a stochastic sampler and their corresponding observed responses, ensuring representative coverage of the model space. The Jensen–Shannon divergence is adopted as the loss function for training the network model, in which the Gaussian assumption is applied to enable analytical computation. The developed workflow is evaluated on reservoir porosity inversion, where it successfully reconstructs porosity patterns in the subsurface, yielding results that closely match the reference model. Compared to traditional LMC algorithm applied to the entire data cube, the proposed approach attains substantial computational efficiency by leveraging an active learning strategy that identifies and utilizes a limited yet representative subset of the observations. The results demonstrate the effectiveness of the proposed method, highlighting its potential for application to a wide range of geophysical inverse problems.