Related papers: Maximum a posteriori probability estimates in infi…

It is often desirable to summarise a probability measure on a space $X$ in terms of a mode, or MAP estimator, i.e.\ a point of maximum probability. Such points can be rigorously defined using masses of metric balls in the small-radius…

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…

MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network given some evidence. Unlike computing posterior probabilities, or MPE (a special case of MAP), the time and space complexity of…

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

This article shows that a large class of posterior measures that are absolutely continuous with respect to a Gaussian prior have strong maximum a posteriori estimators in the sense of Dashti et al. (2013). This result holds in any separable…

We define a new class of Bayesian point estimators, which we refer to as risk averse. Using this definition, we formulate axioms that provide natural requirements for inference, e.g. in a scientific setting, and show that for well-behaved…

In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…

This paper presents new results for the (partial) maximum a posteriori (MAP) problem in Bayesian networks, which is the problem of querying the most probable state configuration of some of the network variables given evidence. First, it is…

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…

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

The marginal maximum a posteriori probability (MAP) estimation problem, which calculates the mode of the marginal posterior distribution of a subset of variables with the remaining variables marginalized, is an important inference problem…

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

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…

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

This paper combines two ingredients in order to get a rather surprising result on one of the most studied, elegant and powerful tools for solving convex feasibility problems, the method of alternating projections (MAP). Going back to names…

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

We propose a Bayesian uncertainty quantification method for large-scale imaging inverse problems. Our method applies to all Bayesian models that are log-concave, where maximum-a-posteriori (MAP) estimation is a convex optimization problem.…

In many inverse problems such as 3D X-ray Computed Tomography (CT), the estimation of an unknown quantity, such as a volume or an image, can be greatly enhanced, compared to maximum-likelihood techniques, by incorporating a prior model on…

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…