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This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

Inverse protein folding -- the task of predicting a protein sequence from its backbone atom coordinates -- has surfaced as an important problem in the "top down", de novo design of proteins. Contemporary approaches have cast this problem as…

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are…

Computation · Statistics 2026-02-17 Zhihang Xu , Xiaoyu Zhu , Daoji Li , Qifeng Liao

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

This article focuses on inference in logistic regression for high-dimensional binary outcomes. A popular approach induces dependence across the outcomes by including latent factors in the linear predictor. Bayesian approaches are useful for…

Methodology · Statistics 2025-04-23 Lorenzo Mauri , David B. Dunson

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

Like mean, quantile and variance, mode is also an important measure of central tendency and data summary. Many practical questions often focus on "Which element (gene or file or signal) occurs most often or is the most typical among all…

Methodology · Statistics 2012-08-03 Keming Yu , Katerina Aristodemou

Solving high-dimensional PDE-governed inverse problems is often challenging due to complex non-Gaussian posterior distributions, expensive forward model evaluations, and misspecified prior information. To address these issues, we propose a…

Machine Learning · Computer Science 2026-05-29 Yueyang Wang , Xili Wang , Kejun Tang , Xiaoliang Wan , Tao Zhou , Chao Yang

Clinical outcome prediction from high-dimensional data is problematic in the common setting where there is only a relatively small number of samples. The imbalance causes data overfitting, and outcome prediction becomes computationally…

Computation · Statistics 2014-06-20 A Shalabi , A C C Coolen , E de Rinaldis

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

We consider a class of inverse problems where it is possible to aggregate the results of multiple experiments. This class includes problems where the forward model is the solution operator to linear ODEs or PDEs. The tremendous size of such…

Computational Engineering, Finance, and Science · Computer Science 2018-08-23 Aleksandr Aravkin , Michael P. Friedlander , Tristan van Leeuwen

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

An important goal of environmental health research is to assess the risk posed by mixtures of environmental exposures. Two popular classes of models for mixtures analyses are response-surface methods and exposure-index methods.…

Methodology · Statistics 2025-05-01 Glen McGee , Ander Wilson , Thomas F. Webster , Brent A. Coull

Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Maximilian Dinkel , Carolin M. Geitner , Gil Robalo Rei , Jonas Nitzler , Wolfgang A. Wall

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

We study the sample complexity of Bayesian recovery for solving inverse problems with general prior, forward operator and noise distributions. We consider posterior sampling according to an approximate prior $\mathcal{P}$, and establish…

Machine Learning · Computer Science 2025-12-02 Ben Adcock , Nick Huang