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Different ways of extracting parameters of interest from combined data sets of separate experiments are investigated accounting for the systematic errors. It is shown, that the frequentist approach may yield larger $\chi^2$ values when…

High Energy Physics - Experiment · Physics 2018-04-17 R. Orava , O. V. Selyugin

Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Eliška Kočková , Anna Kučerová

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

Bayesian imaging inverse problems in astrophysics and cosmology remain challenging, particularly in low-data regimes, due to complex forward operators and the frequent lack of well-motivated priors for non-Gaussian signals. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2026-02-06 Sébastien Pierre , Erwan Allys , Pablo Richard , Roman Soletskyi , Alexandros Tsouros

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to…

Mathematical Physics · Physics 2009-12-03 Andrea A. Almasy

Inverse problems in statistical physics are motivated by the challenges of `big data' in different fields, in particular high-throughput experiments in biology. In inverse problems, the usual procedure of statistical physics needs to be…

Disordered Systems and Neural Networks · Physics 2017-11-07 H. Chau Nguyen , Riccardo Zecchina , Johannes Berg

Many inverse problems in nuclear fusion and high-energy astrophysics research, such as the optimization of tokamak reactor geometries or the inference of black hole parameters from interferometric images, necessitate high-dimensional…

Machine Learning · Computer Science 2025-05-09 Jonathan Gorard , Ammar Hakim , Hong Qin , Kyle Parfrey , Shantenu Jha

The interpretation of cosmological observables requires the use of increasingly sophisticated theoretical models. Since these models are becoming computationally very expensive and display non-trivial uncertainties, the use of standard…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-14 Marcos Pellejero-Ibañez , Raul E. Angulo , Giovanni Aricó , Matteo Zennaro , Sergio Contreras , Jens Stücker

We perform a forecast of the CMSSM for the LHC based in an improved Bayesian analysis taking into account the present theoretical and experimental wisdom about the model. In this way we obtain a map of the preferred regions of the CMSSM…

High Energy Physics - Phenomenology · Physics 2010-05-17 Maria Eugenia Cabrera

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

We propose a rigorous and effective way to compare experimental and theoretical histograms, incorporating the different sources of statistical and systematic uncertainties. This is a useful tool to extract as much information as possible…

High Energy Physics - Phenomenology · Physics 2015-03-19 M. E. Cabrera , J. A. Casas , V. A. Mitsou , R. Ruiz de Austri , J. Terron

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

An inverse problem of the determination of an initial condition in a hyperbolic equation from the lateral Cauchy data is considered. This problem has applications to the thermoacoustic tomography, as well as to linearized coefficient…

Mathematical Physics · Physics 2007-12-04 Michael V Klibanov , Sergey I Kabanikhin , Dmitriy V Nechaev , Andrey V Kuzhuget

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

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…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch