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In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible solutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Omer Yair , Elias Nehme , Tomer Michaeli

We study full Bayesian procedures for high-dimensional linear regression under sparsity constraints. The prior is a mixture of point masses at zero and continuous distributions. Under compatibility conditions on the design matrix, the…

Statistics Theory · Mathematics 2015-10-15 Ismaël Castillo , Johannes Schmidt-Hieber , Aad van der Vaart

Bayesian inverse problem on an infinite dimensional separable Hilbert space with the whole state observed is well posed when the prior state distribution is a Gaussian probability measure and the data error covariance is a cylindric…

Probability · Mathematics 2017-01-31 Ivan Kasanický , Jan Mandel

We consider the problem in Electrical Impedance Tomography (EIT) of identifying one or multiple inclusions in a background-conducting body $\Omega\subset\mathbb{R}^2$, from the knowledge of a finite number of electrostatic measurements…

Numerical Analysis · Mathematics 2025-02-07 Romina Gaburro , Patrick Healy , Shraddha Naidu , Clifford Nolan

This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unknown number of components. Such posterior distributions are…

Computation · Statistics 2011-11-29 Alireza Roodaki , Julien Bect , Gilles Fleury

Bayesian inference methods have been widely applied in inverse problems, {largely due to their ability to characterize the uncertainty associated with the estimation results.} {In the Bayesian framework} the prior distribution of the…

Optimization and Control · Mathematics 2019-01-03 Didi Lv , Qingping Zhou , Jae Kyu Choi , Jinglai Li , Xiaoqun Zhang

In this work, we present a new class of models, called uncertain-input models, that allows us to treat system-identification problems in which a linear system is subject to a partially unknown input signal. To encode prior information about…

Systems and Control · Computer Science 2017-09-12 Riccardo Sven Risuleo , Giulio Bottegal , Håkan Hjalmarsson

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…

Computation · Statistics 2012-03-19 Richard G. Everitt

The use of Cauchy Markov random field priors in statistical inverse problems can potentially lead to posterior distributions which are non-Gaussian, high-dimensional, multimodal and heavy-tailed. In order to use such priors successfully,…

Computation · Statistics 2022-02-15 Neil K. Chada , Lassi Roininen , Jarkko Suuronen

High-dimensional mediation analysis aims to identify mediating pathways and to estimate indirect effects linking an exposure to an outcome. In this paper, we propose a Bayesian framework to address key challenges in these analyses,…

Methodology · Statistics 2026-02-13 Youngho Bae , Chanmin Kim , Fenglei Wang , Qi Sun , Kyu Ha Lee

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Computation · Statistics 2026-01-09 Elliot Maceda , Emily C. Hector , Amanda Lenzi , Brian J. Reich

Electronic transport is at the heart of many phenomena in condensed matter physics and material science. Magnetic imaging is a non-invasive tool for detecting electric current in materials and devices. A two-dimensional current density can…

Data Analysis, Statistics and Probability · Physics 2021-07-07 Colin B. Clement , James P. Sethna , Katja C. Nowack

Empirical Bayes methods have been around for a long time and have a wide range of applications. These methods provide a way in which historical data can be aggregated to provide estimates of the posterior mean. This thesis revisits some of…

Methodology · Statistics 2021-08-17 Xiuwen Duan

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…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

This paper addresses the challenge of viewing and navigating Bayesian networks as their structural size and complexity grow. Starting with a review of the state of the art of visualizing Bayesian networks, an area which has largely been…

Artificial Intelligence · Computer Science 2017-07-05 Clifford Champion , Charles Elkan

This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…

Statistics Theory · Mathematics 2010-01-13 Yuan Liao , Wenxin Jiang

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

Machine Learning · Statistics 2023-11-27 Lasse Elsemüller , Martin Schnuerch , Paul-Christian Bürkner , Stefan T. Radev

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

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