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This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…

Bias field, which is caused by imperfect MR devices or imaged objects, introduces intensity inhomogeneity into MR images and degrades the performance of MR image analysis methods. Many retrospective algorithms were developed to facilitate…

Linear regression with measurement error in the covariates is a heavily studied topic, however, the statistics/econometrics literature is almost silent to estimating a multi-equation model with measurement error. This paper considers a…

We study the question of extracting a sequence of functions $\{\boldsymbol{f}_i, \boldsymbol{g}_i\}_{i=1}^s$ from observing only the sum of their convolutions, i.e., from $\boldsymbol{y} = \sum_{i=1}^s \boldsymbol{f}_i\ast…

We revisit the problem of robust principal component analysis with features acting as prior side information. To this aim, a novel, elegant, non-convex optimization approach is proposed to decompose a given observation matrix into a…

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

We develop a fast and accurate grouped penalized credible region approach for variable selection and prediction in Bayesian high-dimensional linear regression. Most existing Bayesian methods either are subject to high computational costs…

In some cases, computational benefit can be gained by exploring the hyper parameter space using a deterministic set of grid points instead of a Markov chain. We view this as a numerical integration problem and make three unique…

Shape modelling (with methods that output shapes) is a new and important task in Bayesian nonparametrics and bioinformatics. In this work, we focus on Bayesian nonparametric methods for capturing shapes by partitioning a space using curves.…

In many signal processing problems, it may be fruitful to represent the signal under study in a frame. If a probabilistic approach is adopted, it becomes then necessary to estimate the hyper-parameters characterizing the probability…

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

We consider the problem of approximating partition functions for Ising models. We make use of recent tools in combinatorial optimization: the Sherali-Adams and Lasserre convex programming hierarchies, in combination with variational methods…

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

This paper presents a detailed theoretical analysis of the Langevin Monte Carlo sampling algorithm recently introduced in Durmus et al. (Efficient Bayesian computation by proximal Markov chain Monte Carlo: when Langevin meets Moreau, 2016)…

Recognizing hadronically decaying top-quark jets in a sample of jets, or even its total fraction in the sample, is an important step in many LHC searches for Standard Model and Beyond Standard Model physics as well. Although there exists…

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

We introduce a Markov chain Monte Carlo algorithm based on Sub-Cauchy Projection, a geometric transformation that generalizes stereographic projection by mapping Euclidean space into a spherical cap of a hyper-sphere, referred to as the…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…