Related papers: Posterior Consistency for Bayesian Inverse Problem…
We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…
Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…
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…
In recent years, the literature in the area of Bayesian asymptotics has been rapidly growing. It is increasingly important to understand the concept of posterior consistency and validate specific Bayesian methods, in terms of consistency of…
The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…
A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…
In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…
We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…
This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…
For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…
This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…
Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…
In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…
Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…
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…
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…
When do nonparametric Bayesian procedures ``overfit''? To shed light on this question, we consider a binary regression problem in detail and establish frequentist consistency for a certain class of Bayes procedures based on hierarchical…
We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…