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We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

The Bayesian statistical framework provides a systematic approach to enhance the regularization model by incorporating prior information about the desired solution. For the Bayesian linear inverse problems with Gaussian noise and Gaussian…

Numerical Analysis · Mathematics 2024-05-21 Haibo Li

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Given i.i.d. data from an unknown distribution, we consider the problem of predicting future items. An adaptive way to estimate the probability density is to recursively subdivide the domain to an appropriate data-dependent granularity. A…

Probability · Mathematics 2009-12-30 Marcus Hutter

We explore the notion of uncertainty in the context of modern abstractive summarization models, using the tools of Bayesian Deep Learning. Our approach approximates Bayesian inference by first extending state-of-the-art summarization models…

Computation and Language · Computer Science 2022-05-04 Alexios Gidiotis , Grigorios Tsoumakas

Three different inferential problems related to a two dimensional categorical data from a Bayesian perspective have been discussed in this article. Conjugate prior distribution with symmetric and asymmetric hyper parameters are considered.…

Statistics Theory · Mathematics 2024-09-05 Samyajoy Pal , Christian Heumann , M. Subbiah

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters…

Computation · Statistics 2026-04-03 Arkaprabha Ganguli , Emil Constantinescu

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The…

Applications · Statistics 2018-10-19 Leonardo Azevedo , Vasily Demyanov

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

We present a method for computing A-optimal sensor placements for infinite-dimensional Bayesian linear inverse problems governed by PDEs with irreducible model uncertainties. Here, irreducible uncertainties refers to uncertainties in the…

Optimization and Control · Mathematics 2020-08-26 Karina Koval , Alen Alexanderian , Georg Stadler

We introduce BayesSim, a framework for robotics simulations allowing a full Bayesian treatment for the parameters of the simulator. As simulators become more sophisticated and able to represent the dynamics more accurately, fundamental…

Robotics · Computer Science 2019-06-06 Fabio Ramos , Rafael Carvalhaes Possas , Dieter Fox

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

We consider optimal sensor placement for hyper-parameterized linear Bayesian inverse problems, where the hyper-parameter characterizes nonlinear flexibilities in the forward model, and is considered for a range of possible values. This…

Numerical Analysis · Mathematics 2020-11-24 Nicole Aretz-Nellesen , Peng Chen , Martin A. Grepl , Karen Veroy

We consider finite-dimensional Bayesian linear inverse problems with Gaussian priors and additive Gaussian noise models. The goal of this note is to present a simple derivation of the well-known fact that solving the Bayesian D-optimal…

Statistics Theory · Mathematics 2023-12-27 Alen Alexanderian

This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…

Analysis of PDEs · Mathematics 2026-03-30 David Bolin , Wenwen Li , Daniel Sanz-Alonso

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal