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The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…

Numerical Analysis · Mathematics 2026-02-12 Daniela Calvetti , Erkki Somersalo

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

Numerical Analysis · Mathematics 2018-10-30 Junyan Su , Yanlin Zha , Kai Wang , Mario E. Villanueva , Radoslav Paulen , Boris Houska

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

The nested off-diagonal Bethe ansatz method is proposed to diagonalize multi-component integrable models with generic integrable boundaries. As an example, the exact solutions of the su(n)-invariant spin chain model with both periodic and…

High Energy Physics - Theory · Physics 2015-06-18 Junpeng Cao , Wen-Li Yang , Kangjie Shi , Yupeng Wang

The inverse problem which consists of determining the flow at the Earth's Core Mantle Boundary according to an outer core magnetic field and secular variation model, has been investigated through a Bayesian formalism. To circumvent the…

Geophysics · Physics 2015-06-17 Julien Baerenzung , Matthias Holschneider , Vincent Lesur

Magnetic Induction Tomography (MIT) is a promising modality for noninvasive imaging due to its contactless and nonionizing technology. In this imaging method, a primary magnetic field is applied by excitation coils to induce eddy currents…

Quantitative Methods · Quantitative Biology 2024-12-19 Mohammad Reza Yousefi , Amin Dehghani , Ali Asghar Amini , S. M. Mehdi Mirtalaei

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

The Bethe-Salpeter equation (BSE) can provide an accurate description of low-energy optical spectra of insulating crystals - even when excitonic effects are important. However, due to high computational costs it is only possible to include…

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

We introduce a level set based approach to Bayesian geometric inverse problems. In these problems the interface between different domains is the key unknown, and is realized as the level set of a function. This function itself becomes the…

Methodology · Statistics 2015-04-02 Marco A. Iglesias , Yulong Lu , Andrew M. Stuart

Sensor placement for linear inverse problems is the selection of locations to assign sensors so that the entire physical signal can be well recovered from partial observations. In this paper, we propose a fast sampling algorithm to place…

Signal Processing · Electrical Eng. & Systems 2021-10-08 Fen Wang , Gene Cheung , Taihao Li , Ying Du , Yu-Ping Ruan

Network structures are reconstructed from dynamical data by respectively naive mean field (nMF) and Thouless-Anderson-Palmer (TAP) approximations. For TAP approximation, we use two methods to reconstruct the network: a) iteration method; b)…

Computation · Statistics 2015-05-20 Hong-Li Zeng , Erik Aurell , Mikko Alava , Hamed Mahmoudi

A scheme to provide various mean-field-type approximation algorithms is presented by employing the Bethe free energy formalism to a family of replicated systems in conjunction with analytical continuation with respect to the number of…

Disordered Systems and Neural Networks · Physics 2009-11-11 Yoshiyuki Kabashima

Ising machines are hardware solvers which aim to find the absolute or approximate ground states of the Ising model. The Ising model is of fundamental computational interest because it is possible to formulate any problem in the complexity…

Quantum Physics · Physics 2022-04-04 Naeimeh Mohseni , Peter L. McMahon , Tim Byrnes

We study the high-temperature regime of a mean-field spin glass model whose couplings matrix is orthogonally invariant in law. The magnetization of this model is conjectured to satisfy a system of TAP equations, originally derived by Parisi…

Probability · Mathematics 2022-12-22 Zhou Fan , Yufan Li , Subhabrata Sen

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…

Machine Learning · Statistics 2014-10-22 Panagiotis Tsilifis , Ilias Bilionis , Ioannis Katsounaros , Nicholas Zabaras

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg

The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…

Numerical Analysis · Mathematics 2021-01-05 Aleksey Alekseev , Alexander Bondarev