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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…

Statistics Theory · Mathematics 2013-04-22 Natalia Bochkina

We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…

Numerical Analysis · Mathematics 2019-03-27 Anna C. Gilbert , Howard W. Levinson , John C. Schotland

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…

Methodology · Statistics 2025-10-28 Yumo Yang , Anass Ben Bouazza , Xuejun Dong , Quan Zhou

The fundamental problem of line spectral estimation (LSE) using the expectation propagation (EP) method is studied. Previous approaches estimate the model order sequentially, limiting their practical utility in scenarios with large…

Information Theory · Computer Science 2025-02-24 Jiang Zhu , Xupeng Lei , Mihai Alin-Badiu , Fengzhong Qu

Exact inference in the linear regression model with spike and slab priors is often intractable. Expectation propagation (EP) can be used for approximate inference. However, the regular sequential form of EP (R-EP) may fail to converge in…

Machine Learning · Statistics 2011-12-13 José Miguel Hernández-Lobato , Daniel Hernández-Lobato

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

This paper develops methods of distributed Bayesian hypothesis tests for fault detection and diagnosis that are based on belief propagation and optimization in graphical models. The main challenges in developing distributed statistical…

Systems and Control · Computer Science 2015-01-20 Kwang-Ki K. Kim

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We consider the problem of sampling from a posterior distribution arising in Bayesian inverse problems in science, engineering, and imaging. Our method belongs to the family of independence Metropolis-Hastings (IMH) sampling algorithms,…

Machine Learning · Computer Science 2026-05-19 Youguang Chen , George Biros

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

Approximate Bayesian computation (ABC) is commonly used for parameter estimation and model comparison for intractable simulator-based models whose likelihood function cannot be evaluated. In this paper we instead investigate the feasibility…

Methodology · Statistics 2022-09-13 Marko Järvenpää , Jukka Corander

Spatio-temporal hidden Markov models are extremely difficult to estimate because their latent joint distributions are available only in trivial cases. In the estimation phase, these latent distributions are usually substituted with…

Methodology · Statistics 2025-09-19 Daniele Tancini , Riccardo Rastelli , Francesco Bartolucci

Generative models based on flow matching have attracted significant attention for their simplicity and superior performance in high-resolution image synthesis. By leveraging the instantaneous change-of-variables formula, one can directly…

Computer Vision and Pattern Recognition · Computer Science 2025-01-06 Yasi Zhang , Peiyu Yu , Yaxuan Zhu , Yingshan Chang , Feng Gao , Ying Nian Wu , Oscar Leong

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.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Inverse problems are of great importance in astrophysics for deriving information about the physical characteristics of hot optically thin plasma sources from their EUV and X-ray spectra. We describe and test an iterative method developed…

Solar and Stellar Astrophysics · Physics 2014-01-24 F. F. Goryaev , S. Parenti , A. M. Urnov , S. N. Oparin , J. -F. Hochedez , F. Reale

Electromagnetic radiation plays a crucial role in various physical and chemical processes. Hence, almost all astrophysical simulations require some form of radiative transfer model. Despite many innovations in radiative transfer algorithms…

Instrumentation and Methods for Astrophysics · Physics 2022-12-07 Frederik De Ceuster , Thomas Ceulemans , Jon Cockayne , Leen Decin , Jeremy Yates

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

Expectation propagation (EP) is a deterministic approximation algorithm that is often used to perform approximate Bayesian parameter learning. EP approximates the full intractable posterior distribution through a set of local approximations…

Machine Learning · Statistics 2015-11-19 Yingzhen Li , Jose Miguel Hernandez-Lobato , Richard E. Turner