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A frequent matter of debate in Bayesian inversion is the question, which of the two principle point-estimators, the maximum-a-posteriori (MAP) or the conditional mean (CM) estimate is to be preferred. As the MAP estimate corresponds to the…

Statistics Theory · Mathematics 2015-06-18 Martin Burger , Felix Lucka

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

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

The estimation of the covariance matrix is an initial step in many multivariate statistical methods such as principal components analysis and factor analysis, but in many practical applications the dimensionality of the sample space is…

Methodology · Statistics 2012-06-12 Søren Feodor Nielsen , Jon Sporring

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

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

We consider the inverse problem of recovering an unknown functional parameter $u$ in a separable Banach space, from a noisy observation $y$ of its image through a known possibly non-linear ill-posed map ${\mathcal G}$. The data $y$ is…

Statistics Theory · Mathematics 2018-03-14 Sergios Agapiou , Martin Burger , Masoumeh Dashti , Tapio Helin

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

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

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

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

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

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

We present a randomized maximum a posteriori (rMAP) method for generating approximate samples of posteriors in high dimensional Bayesian inverse problems governed by large-scale forward problems. We derive the rMAP approach by: 1) casting…

Computation · Statistics 2016-02-12 Kainan Wang , Tan Bui-Thanh , Omar Ghattas

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

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

Computing the conditional mode of a distribution, better known as the $\mathit{maximum\ a\ posteriori}$ (MAP) assignment, is a fundamental task in probabilistic inference. However, MAP estimation is generally intractable, and remains hard…

Machine Learning · Computer Science 2026-01-23 Matthew Shorvon , Frederik Mallmann-Trenn , David S. Watson

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

Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…

Artificial Intelligence · Computer Science 2012-07-19 Changhe Yuan , Tsai-Ching Lu , Marek J. Druzdzel
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