Related papers: Constraining the shape of a gravity anomalous body…

Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…

We present a Metropolis-Hastings Markov chain Monte Carlo (MCMC) algorithm for detecting hidden variables in a continuous time Bayesian network (CTBN), which uses reversible jumps in the sense defined by (Green 1995). In common with several…

In this paper we build on previous work which uses inferences techniques, in particular Markov Chain Monte Carlo (MCMC) methods, to solve parameterized control problems. We propose a number of modifications in order to make this approach…

This paper concerns the Bayesian approach to inverse acoustic scattering problems of inferring the position and shape of a sound-soft obstacle from phaseless far-field data generated by point source waves. To improve the convergence rate,…

The goal of inversion is to estimate the model which generates the data of observations with a specific modeling equation. One general approach to inversion is to use optimization methods which are algebraic in nature to define an objective…

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

The variational quantum Monte Carlo (VQMC) method received significant attention in the recent past because of its ability to overcome the curse of dimensionality inherent in many-body quantum systems. Close parallels exist between VQMC and…

The multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty quantification in PDE models. It combines approximations at different levels of accuracy using a hierarchy of…

The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some…

Gravity inversion is the problem of estimating subsurface density distributions from observed gravitational field data. We consider the two-dimensional (2D) case, in which recovering density models from one-dimensional (1D) measurements…

We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for…

The velocity-jump model is a specific type of piecewise deterministic Markov process in which an individual's velocity is constant except at times that form the events of some point process. It represents an interpretable continuous-time…

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…

We develop a new Bayesian model for non-rigid registration of three-dimensional medical images, with a focus on uncertainty quantification. Probabilistic registration of large images with calibrated uncertainty estimates is difficult for…

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…

Markov Chain Monte Carlo (MCMC) is a computational approach to fundamental problems such as inference, integration, optimization, and simulation. The field has developed a broad spectrum of algorithms, varying in the way they are motivated,…

The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…

Bayesian variable selection requires sampling from a posterior distribution that combines discrete model indicators with continuously varying parameters, a challenge often addressed through reversible jump Markov chain Monte Carlo (RJMCMC).…

We develop a novel advanced Particle Markov chain Monte Carlo algorithm that is capable of sampling from the posterior distribution of non-linear state space models for both the unobserved latent states and the unknown model parameters. We…