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The Bayesian inference is widely used in many scientific and engineering problems, especially in the linear inverse problems in infinite-dimensional setting where the unknowns are functions. In such problems, choosing an appropriate prior…

Statistics Theory · Mathematics 2021-12-13 Zejun Sun , Guang-Hui Zheng

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 paper, we investigate the imaging inverse problem by employing an infinite-dimensional Bayesian inference method with a general fractional total variation-Gaussian (GFTG) prior. This novel hybrid prior is a development for the total…

Numerical Analysis · Mathematics 2021-11-05 Li-Li Wang , Ming-Hui Ding , Guang-Hui Zheng

Researchers increasingly wish to estimate time-varying parameter (TVP) regressions which involve a large number of explanatory variables. Including prior information to mitigate over-parameterization concerns has led to many using Bayesian…

Econometrics · Economics 2020-02-25 Florian Huber , Gary Koop , Michael Pfarrhofer

The main computational challenge in Bayesian inference is to compute integrals against a high-dimensional posterior distribution. In the past decades, variational inference (VI) has emerged as a tractable approximation to these integrals,…

Statistics Theory · Mathematics 2024-01-09 Anya Katsevich , Philippe Rigollet

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

This paper introduces a new neural network based prior for real valued functions on $\mathbb R^d$ which, by construction, is more easily and cheaply scaled up in the domain dimension $d$ compared to the usual Karhunen-Lo\`eve function space…

Methodology · Statistics 2022-09-09 Torben Sell , Sumeetpal S. Singh

Varying coefficient models (VCMs) are widely used for estimating nonlinear regression functions for functional data. Their Bayesian variants using Gaussian process priors on the functional coefficients, however, have received limited…

Methodology · Statistics 2022-03-01 Rajarshi Guhaniyogi , Cheng Li , Terrance D. Savitsky , Sanvesh Srivastava

Classical parameter-space Bayesian inference for Bayesian neural networks (BNNs) suffers from several unresolved prior issues, such as knowledge encoding intractability and pathological behaviours in deep networks, which can lead to…

Machine Learning · Computer Science 2024-10-11 Mengjing Wu , Junyu Xuan , Jie Lu

Posterior sampling is a task of central importance in Bayesian inference. For many applications in Bayesian meta-analysis and Bayesian transfer learning, the prior distribution is unknown and needs to be estimated from samples. In practice,…

Computation · Statistics 2024-08-06 Chenyang Zhong , Shouxuan Ji , Tian Zheng

We propose a general framework using spike-and-slab prior distributions to aid with the development of high-dimensional Bayesian inference. Our framework allows inference with a general quasi-likelihood function. We show that highly…

Statistics Theory · Mathematics 2019-08-21 Yves Atchade , Anwesha Bhattacharyya

This paper presents a sparse Bayesian learning algorithm for inverse problems in signal and image processing with a total variation (TV) sparsity prior. Because of the prior used, and the fact that the prior parameters are estimated…

Signal Processing · Electrical Eng. & Systems 2019-05-06 Victor Churchill , Anne Gelb

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

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

This paper studies the infinite-dimensional Bayesian inference method with Hadamard fractional total variation-Gaussian (HFTG) prior for solving inverse problems. First, Hadamard fractional Sobolev space is established and proved to be a…

Statistics Theory · Mathematics 2021-11-01 Li-Li Wang , Ming-Hui Ding , Guang-Hui Zheng

Bayesian inverse problems often involve sampling posterior distributions on infinite-dimensional function spaces. Traditional Markov chain Monte Carlo (MCMC) algorithms are characterized by deteriorating mixing times upon mesh-refinement,…

Computation · Statistics 2017-03-08 Alexandros Beskos , Mark Girolami , Shiwei Lan , Patrick E. Farrell , Andrew M. Stuart

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Prior distributions for Bayesian inference that rely on the $l_1$-norm of the parameters are of considerable interest, in part because they promote parameter fields with less regularity than Gaussian priors (e.g., discontinuities and…

Computation · Statistics 2017-01-02 Zheng Wang , Johnathan M. Bardsley , Antti Solonen , Tiangang Cui , Youssef M. Marzouk

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

Numerical Analysis · Mathematics 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng
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