Related papers: A path-integral approach to Bayesian inference for…
In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…
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…
Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…
Implementing Bayesian inference is often computationally challenging in applications involving complex models, and sometimes calculating the likelihood itself is difficult. Synthetic likelihood is one approach for carrying out inference…
We show that the semi-classical analysis of generic Euclidean path integrals necessarily requires complexification of the action and measure, and consideration of complex saddle solutions. We demonstrate that complex saddle points have a…
We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…
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…
We consider the method of quasi-solutions (also referred to as Ivanov regularization) for the regularization of linear ill-posed problems in non-reflexive Banach spaces. Using the equivalence to a metric projection onto the image of the…
We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…
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 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…
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…
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…
The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…
In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…
We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability…
Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…
We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…
Even if path planning can be solved using standard techniques from dynamic programming and control, the problem can also be approached using probabilistic inference. The algorithms that emerge using the latter framework bear some appealing…
Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…