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One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which…

Numerical Analysis · Mathematics 2016-08-29 Martin Burger , Yiqiu Dong , Federica Sciacchitano

Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed…

Statistics Theory · Mathematics 2019-01-21 Marcelo Pereyra

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

Statistics Theory · Mathematics 2015-06-04 Tapio Helin , Martin Burger

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…

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

Maximum a posteriori (MAP) estimation, like all Bayesian methods, depends on prior assumptions. These assumptions are often chosen to promote specific features in the recovered estimate. The form of the chosen prior determines the shape of…

Methodology · Statistics 2022-11-15 Zilai Si , Yucong Liu , Alexander Strang

Maximum-a-posteriori (MAP) approaches are an effective framework for inverse problems with known forward operators, particularly when combined with expressive priors and careful parameter selection. In blind settings, however, their use…

Information Theory · Computer Science 2026-02-13 Nathan Buskulic , Luca Calatroni

The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…

Statistics Theory · Mathematics 2019-05-14 Matthew M. Dunlop , Tapio Helin , Andrew M. Stuart

Many Bayesian statistical inference problems come down to computing a maximum a-posteriori (MAP) assignment of latent variables. Yet, standard methods for estimating the MAP assignment do not have a finite time guarantee that the algorithm…

Machine Learning · Statistics 2024-10-31 Harsh Vardhan Dubey , Ji Ah Lee , Patrick Flaherty

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Machine Learning · Statistics 2016-09-23 Madhu Advani , Surya Ganguli

Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limiting case of Bayes estimators with 0-1 loss. In this paper,…

Statistics Theory · Mathematics 2018-02-23 Robert Bassett , Julio Deride

In order to rigorously define maximum-a-posteriori estimators for nonparametric Bayesian inverse problems for general Banach space valued parameters, we derive and prove certain previously postulated but unproven bounds on small ball…

Probability · Mathematics 2022-07-07 Philipp Wacker

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

Diffusion models have indeed shown great promise in solving inverse problems in image processing. In this paper, we propose a novel, problem-agnostic diffusion model called the maximum a posteriori (MAP)-based guided term estimation method…

Image and Video Processing · Electrical Eng. & Systems 2026-03-10 Pingping Tao , Haixia Liu , Jing Su

In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…

Methodology · Statistics 2020-03-17 Dimas Abreu Archanjo Dutra

The Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a…

Statistics Theory · Mathematics 2021-08-31 Jiguang Sun

A frequent and well-founded criticism of the maximum a posteriori (MAP) and minimum mean squared error (MMSE) estimates of a continuous parameter \gamma taking values in a differentiable manifold \Gamma is that they are not invariant to…

Statistics Theory · Mathematics 2007-06-13 Ian H. Jermyn

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…

Numerical Analysis · Mathematics 2024-12-05 Julianne Chung , Scot M. Miller , Malena Sabate Landman , Arvind K. Saibaba

We study the inverse problem of estimating a field $u$ from data comprising a finite set of nonlinear functionals of $u$, subject to additive noise; we denote this observed data by $y$. Our interest is in the reconstruction of piecewise…

Numerical Analysis · Mathematics 2016-09-13 Matthew M. Dunlop , Andrew M. Stuart
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