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We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

We investigate a level-set type method for solving ill-posed problems, with the assumption that the solutions are piecewise, but not necessarily constant functions with unknown level sets and unknown level values. In order to get stable…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is important in applications such as hydrology, but the…

Computation · Statistics 2014-12-16 Alex Beskos , Ajay Jasra , Ege Muzaffer , Andrew Stuart

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

An inverse problem of identifying inhomogeneity or crack in the workpiece made of nonlinear magnetic material is investigated. To recover the shape from the local measurements, a piecewise constant level set algorithm is proposed. By means…

Mathematical Physics · Physics 2012-12-04 Xiangyin Kong , Zhengfang Zhang , Zhengda Huang

We focus on a geometrical inverse problem that involves recovering discontinuities in electrical conductivity based on boundary measurements. This problem serves as a model to introduce a shape recovery technique that merges the…

Numerical Analysis · Mathematics 2025-01-28 Bastian Harrach , Houcine Meftahi

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

Level-set methods for convex optimization are predicated on the idea that certain problems can be parameterized so that their solutions can be recovered as the limiting process of a root-finding procedure. This idea emerges time and again…

Optimization and Control · Mathematics 2020-05-19 Ron Estrin , Michael P. Friedlander

When related learning tasks are naturally arranged in a hierarchy, an appealing approach for coping with scarcity of instances is that of transfer learning using a hierarchical Bayes framework. As fully Bayesian computations can be…

Machine Learning · Computer Science 2012-06-18 Gal Elidan , Ben Packer , Geremy Heitz , Daphne Koller

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

Statistics Theory · Mathematics 2023-08-29 Babak Maboudi Afkham , Kim Knudsen , Aksel Kaastrup Rasmussen , Tanja Tarvainen

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

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

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann