English
Related papers

Related papers: Scalable Bayesian Inference for the Inverse Temper…

200 papers

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian

We introduce a deep learning accelerated methodology to solve PDE-based Bayesian inverse problems with guaranteed accuracy. This is motivated by the ill-posed problem of inferring a spatio-temporal heat-flux parameter known as the Biot…

Numerical Analysis · Mathematics 2023-06-06 Teo Deveney , Eike Mueller , Tony Shardlow

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models, including operator learning models. The proposed method accounts for uncertainty in…

Machine Learning · Computer Science 2024-08-22 Yuanzhe Wang , Alexandre M. Tartakovsky

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

Methodology · Statistics 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

Methodology · Statistics 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $f$ and the hyperparameters $\theta$ given the observed data $g$ and a model $M$ linking these…

Mathematical Physics · Physics 2009-04-28 Ali Mohammad-Djafari

Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of…

Astrophysics · Physics 2016-02-19 David A. van Dyk , Alanna Connors , Vinay L. Kashyap , Aneta Siemiginowska

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a…

Data Analysis, Statistics and Probability · Physics 2020-05-12 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

Machine Learning · Statistics 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

Computation · Statistics 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

We apply a replica inference based Potts model method to unsupervised image segmentation on multiple scales. This approach was inspired by the statistical mechanics problem of "community detection" and its phase diagram. Specifically, the…

Statistical Mechanics · Physics 2015-05-28 Dandan Hu , Peter Ronhovde , Zohar Nussinov

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

Computation · Statistics 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

Statistics Theory · Mathematics 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

Methodology · Statistics 2025-10-06 Carlos A. Pasquier , Luis A. Barboza

We consider the problem of inferring a graphical Potts model on a population of variables, with a non-uniform number of Potts colors (symbols) across variables. This inverse Potts problem generally involves the inference of a large number…

The standard Potts model is investigated in the framework of nonextensive statistical mechanics. We performed Monte Carlo simulations on two-dimensional lattices with linear sizes ranging from 16 to 64 using the Metropolis algorithm, where…

Statistical Mechanics · Physics 2012-06-14 Attila Boer

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra
‹ Prev 1 3 4 5 6 7 10 Next ›