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This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Julien Berger , Clemence Legros

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

In this study, the applicability of generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We compute the (posterior) distribution of the critical hydrological parameters that are subject to…

Applications · Statistics 2019-10-21 Georgios Karagiannis , Zhangshuan Hou , Maoyi Huang , Guang Lin

Markov chain Monte Carlo (MCMC) simulation methods are widely used to assess parametric uncertainties of hydrologic models conditioned on measurements of observable state variables. However, when the model is CPU-intensive and…

Optimization and Control · Mathematics 2018-06-18 Jiangjiang Zhang , Jun Man , Guang Lin , Laosheng Wu , Lingzao Zeng

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty…

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse…

Methodology · Statistics 2014-04-14 Noemi Petra , James Martin , Georg Stadler , Omar Ghattas

We develop and implement a Bayesian approach for the estimation of the shape of a two dimensional annular domain enclosing a Stokes flow from sparse and noisy observations of the enclosed fluid. Our setup includes the case of direct…

Optimization and Control · Mathematics 2023-07-19 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

Modeling subsurface fluid flow in porous media is crucial for applications such as oil and gas exploration. However, the inherent heterogeneity and multi-scale characteristics of these systems pose significant challenges in accurately…

Fluid Dynamics · Physics 2026-03-04 Jie Chen , Peiqi Li , Zhengkang He , Simon Hands

Inverse problems defined on the sphere arise in many fields, including seismology and cosmology where problems are defined on the globe and the cosmic sphere. These are generally high-dimensional and computationally very complex and, as a…

Data Analysis, Statistics and Probability · Physics 2023-01-05 Augustin Marignier , Jason D. McEwen , Ana M. G. Ferreira , Thomas D. Kitching

We propose a fast, stable, and direct analytic method to detect underwater channel topography from surface wave measurements, based on one-dimensional shallow water equations. The technique requires knowledge of the free surface and its…

Mathematical Physics · Physics 2025-10-07 Lamsahel Noureddine , Carole Rosier

Accurate modeling of contamination in subsurface flow and water aquifers is crucial for agriculture and environmental protection. Here, we demonstrate a parallel method to quantify the propagation of the uncertainty in the dispersal of…

Numerical Analysis · Mathematics 2019-05-07 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Gabriel Wittum , David Keyes

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

The estimation of the permeability of porous media to fluids is of fundamental importance in fields as diverse as oil and gas industry, agriculture, hydrology and medicine. Despite more than 150 years since the publication of Darcy's linear…

Fluid Dynamics · Physics 2024-06-07 Tairone Paiva Leão

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

Accurate prediction of shallow water flows relies on precise bottom topography data, yet direct bathymetric surveys are expensive and time-consuming. In contrast, remote sensing platforms such as radar or satellite altimetry provide…

Numerical Analysis · Mathematics 2026-03-13 Falko Ruppenthal , Dmitri Kuzmin

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox