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We propose a model order reduction approach to speed up the computation of seismograms, i.e. the solution of the seismic wave equation evaluated at a receiver location, for different model parameters. Our approach achieves a reduction of…

Numerical Analysis · Mathematics 2024-06-12 Rhys Hawkins , Muhammad Hamza Khalid , Matthias Schlottbom , Kathrin Smetana

Bayesian optimal experimental design (OED) provides a principled framework for selecting observations or experiments. We introduce new Bayesian design criteria based on the expected Wasserstein-$p$ distance between the prior and posterior…

Methodology · Statistics 2026-05-28 Tapio Helin , Youssef Marzouk , Jose Rodrigo Rojo-Garcia

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Optimum designs for parameter estimation in generalized regression models are standardly based on the Fisher information matrix (cf. Atkinson et al (2014) for a recent exposition). The corresponding optimality criteria are related to the…

Statistics Theory · Mathematics 2015-07-28 Katarína Burclová , Andrej Pázman

We consider the reconstruction of moving sources using partial measured data. A two-step deterministic-statistical approach is proposed. In the first step, an approximate direct sampling method is developed to obtain the locations of the…

Numerical Analysis · Mathematics 2021-07-07 Yanfang Liu , Yukun Guo , Jiguang Sun

In this paper we study continuous time adaptive extremum localization of an arbitrary quadratic function $F(\cdot)$ based on Hessian estimation, using measured the signal intensity by a sensory agent. The function $F(\cdot)$ represents a…

Optimization and Control · Mathematics 2018-11-13 Huseyin Demircioglu , Iman Fadakar , Baris Fidan

This paper presents a novel framework for full-waveform seismic source inversion using simulation-based inference (SBI). Traditional probabilistic approaches often rely on simplifying assumptions about data errors, which we show can lead to…

Geophysics · Physics 2025-05-15 A. A. Saoulis , D. Piras , A. Spurio Mancini , B. Joachimi , A. M. G. Ferreira

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Kevin H. Knuth

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Optimal dimensionality reduction methods are proposed for the Bayesian inference of a Gaussian linear model with additive noise in presence of overabundant data. Three different optimal projections of the observations are proposed based on…

Statistics Theory · Mathematics 2018-02-13 Loïc Giraldi , Olivier P. Le Maître , Ibrahim Hoteit , Omar M. Knio

With the rising complexity of numerous novel applications that serve our modern society comes the strong need to design efficient computing platforms. Designing efficient hardware is, however, a complex multi-objective problem that deals…

Hardware Architecture · Computer Science 2023-04-11 Alireza Ghaffari , Masoud Asgharian , Yvon Savaria

This work studies the inverse problem of photoacoustic tomography (more precisely, the acoustic subproblem) as the identification of a space-dependent source parameter. The model consists of a wave equation involving a time-fractional…

Numerical Analysis · Mathematics 2025-04-29 Phuoc-Truong Huynh , Barbara Kaltenbacher

High precision measurements are essential to solve major scientific and technological challenges, from gravitational wave detection to healthcare diagnostics. Quantum sensing delivers greater precision, but an in-depth optimisation of…

The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…

Methodology · Statistics 2016-04-29 Xun Huan , Youssef M. Marzouk

The efficiency of an experimental design is ultimately measured in terms of time and resources needed for the experiment. Optimal sequential (multi-stage) design is studied in the situation where each stage involves a fixed cost. The…

Statistics Theory · Mathematics 2012-11-08 Juha Karvanen

In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…

Numerical Analysis · Mathematics 2018-02-14 Peng Chen , Umberto Villa , Omar Ghattas

Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type…

Numerical Analysis · Mathematics 2025-08-12 Mathew Hu , Nick Alger , Rami Nammour , Omar Ghattas

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

Quantum metrology leverages quantum resources such as entanglement and squeezing to enhance parameter estimation precision beyond classical limits. While optimal quantum control strategies can assist to reach or even surpass the Heisenberg…

Quantum Physics · Physics 2025-10-17 Qifei Wei , Shengshi Pang