Related papers: MAP Estimators for Piecewise Continuous Inversion
Bayesian methods to solve imaging inverse problems usually combine an explicit data likelihood function with a prior distribution that explicitly models expected properties of the solution. Many kinds of priors have been explored in the…
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…
Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…
We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…
In this paper, we derive closed-form estimators for the parameters of certain exponential family distributions through the maximum a posteriori (MAP) equations. A Monte Carlo simulation is conducted to assess the performance of the proposed…
Mixture models are a natural choice in many applications, but it can be difficult to place an a priori upper bound on the number of components. To circumvent this, investigators are turning increasingly to Dirichlet process mixture models…
Characterizing the properties of groundwater aquifers is essential for predicting aquifer response and managing groundwater resources. In this work, we develop a high-dimensional scalable Bayesian inversion framework governed by a…
We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and…
The maximum likelihood (ML) and maximum a posteriori (MAP) estimation techniques are widely used to address the direction-of-arrival (DOA) estimation problems, an important topic in sensor array processing. Conventionally the ML estimators…
We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…
Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed…
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 computational complexity of MCMC methods for the exploration of complex probability measures is a challenging and important problem. A challenge of particular importance arises in Bayesian inverse problems where the target distribution…
Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…
We present a randomized maximum a posteriori (rMAP) method for generating approximate samples of posteriors in high dimensional Bayesian inverse problems governed by large-scale forward problems. We derive the rMAP approach by: 1) casting…
In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…
This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…
Bayesian analysis enables combining prior knowledge with measurement data to learn model parameters. Commonly, one resorts to computing the maximum a posteriori (MAP) estimate, when only a point estimate of the parameters is of interest. We…
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…