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Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori…

Probability · Mathematics 2017-05-26 R. Mikulevicius , C. Phonsom

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…

Statistics Theory · Mathematics 2013-04-22 Natalia Bochkina

While diffusion priors generate high-quality posterior samples across many inverse problems, they are often trained on limited training sets or purely simulated data, thus inheriting the errors and biases of these underlying sources.…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Frederic Wang , Katherine L. Bouman

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly…

Computation · Statistics 2020-10-14 Benjamin Harroué , Jean-François Giovannelli , Marcelo Pereyra

L\'evy-type walks with correlated jumps, induced by the topology of the medium, are studied on a class of one-dimensional deterministic graphs built from generalized Cantor and Smith-Volterra-Cantor sets. The particle performs a standard…

Statistical Mechanics · Physics 2015-05-14 R. Burioni , L. Caniparoli , S. Lepri , A. Vezzani

We present a new class of prior measures in connection to $\ell_p$ regularization techniques when $p \in(0,1)$ which is based on the generalized Gamma distribution. We show that the resulting prior measure is heavy-tailed, non-convex and…

Probability · Mathematics 2017-02-23 Bamdad Hosseini

The forward problem here is the Cauchy problem for a 1D hyperbolic PDE with a variable coefficient in the principal part of the operator. That coefficient is the spatially distributed dielectric constant. The inverse problem consists of the…

Numerical Analysis · Mathematics 2020-04-16 Alexey Smirnov , Michael Klibanov , Anders Sullivan , Lam Nguyen

Diffusion or score-based models recently showed high performance in image generation. They rely on a forward and a backward stochastic differential equations (SDE). The sampling of a data distribution is achieved by numerically solving the…

Machine Learning · Computer Science 2025-06-04 Emile Pierret , Bruno Galerne

In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…

Numerical Analysis · Mathematics 2024-03-11 Anne Poot , Pierre Kerfriden , Iuri Rocha , Frans van der Meer

The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…

Numerical Analysis · Mathematics 2026-02-12 Daniela Calvetti , Erkki Somersalo

This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…

Numerical Analysis · Mathematics 2022-05-12 Harbir Antil , Arvind K. Saibaba

There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

Numerical Analysis · Mathematics 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

Statistics Theory · Mathematics 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

We propose a method to restore and to segment simultaneously images degraded by a known point spread function (PSF) and additive white noise. For this purpose, we propose a joint Bayesian estimation framework, where a family of…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Hacheme Ayasso , Ali Mohammad-Djafari

Many physical systems are described by partial differential equations (PDEs). Determinism then requires the Cauchy problem to be well-posed. Even when the Cauchy problem is well-posed for generic Cauchy data, there may exist characteristic…

Differential Geometry · Mathematics 2014-11-04 Luca Vitagliano

In this paper, we propose a proximal splitting methodology with a non-convex penalty function based on the heavy-tailed Cauchy distribution. We first suggest a closed-form expression for calculating the proximal operator of the Cauchy…

Signal Processing · Electrical Eng. & Systems 2020-10-27 Oktay Karakus , Perla Mayo , Alin Achim

The Probably Approximately Correct (PAC) Bayes framework (McAllester, 1999) can incorporate knowledge about the learning algorithm and (data) distribution through the use of distribution-dependent priors, yielding tighter generalization…

Machine Learning · Computer Science 2019-04-22 Gintare Karolina Dziugaite , Daniel M. Roy

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

The Cauchy problem is studied for very general systems of evolution equations, where the time derivative of solution is written by Fourier multipliers in space and analytic nonlinearity, with no other structural requirement. We construct a…

Analysis of PDEs · Mathematics 2024-01-19 Kenji Nakanishi , Baoxiang Wang
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