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EDIT: A revised version of this article has been published in the SIAM Journal on Scientific Computing, see https://epubs.siam.org/doi/full/10.1137/23M1582874. In the revised version, the name of the approach was changed from "localized…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Malte B. Höltershinken , Pia Lange , Tim Erdbrügger , Yvonne Buschermöhle , Fabrice Wallois , Alena Buyx , Sampsa Pursiainen , Johannes Vorwerk , Christian Engwer , Carsten H. Wolters

From the optimization point of view, a difficulty with parallel MRI with simultaneous coil sensitivity estimation is the multiplicative nature of the non-linear forward operator: the image being reconstructed and the coil sensitivities…

Numerical Analysis · Mathematics 2018-02-06 Yonggui Zhu , Tuomo Valkonen

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

We deal with estimation of multiple dipoles from combined MEG and EEG time--series. We use a sequential Monte Carlo algorithm to characterize the posterior distribution of the number of dipoles and their locations. By considering three test…

Quantitative Methods · Quantitative Biology 2017-06-20 Filippo Rossi , Gianvittorio Luria , Sara Sommariva , Alberto Sorrentino

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

The advent of scalp magnetoencephalography (MEG) based on optically pumped magnetometers (OPMs) may represent a step change in the field of human electrophysiology. Compared to cryogenic MEG based on superconducting quantum interference…

Medical Physics · Physics 2023-03-07 Vincent Wens

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

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…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Inverse problems lend themselves naturally to a Bayesian formulation, in which the quantity of interest is a posterior distribution of state and/or parameters given some uncertain observations. For the common case in which the forward…

Methodology · Statistics 2013-08-20 Kody J. H. Law

Background: Many magnetoencephalographs (MEG) contain, in addition to data channels, a set of reference channels positioned relatively far from the head that provide information on magnetic fields not originating from the brain. This…

Neurons and Cognition · Quantitative Biology 2020-01-13 Jeff Hanna , Cora Kim , Nadia Müller-Voggel

The resolution of many large-scale inverse problems using MCMC methods requires a step of drawing samples from a high dimensional Gaussian distribution. While direct Gaussian sampling techniques, such as those based on Cholesky…

Methodology · Statistics 2015-06-22 Clément Gilavert , Saïd Moussaoui , Jérôme Idier

This paper concerns the inverse source scattering problems of recovering random sources for acoustic and elastic waves. The underlying sources are assumed to be random functions driven by an additive white noise. The inversion process aims…

Numerical Analysis · Mathematics 2024-12-10 Yan Chang , Yukun Guo , Zhipeng Yang , Yue Zhao

We propose a vector-valued regression problem whose solution is equivalent to the reproducing kernel Hilbert space (RKHS) embedding of the Bayesian posterior distribution. This equivalence provides a new understanding of kernel Bayesian…

Machine Learning · Statistics 2016-10-27 Yang Song , Jun Zhu , Yong Ren

The need to blend observational data and mathematical models arises in many applications and leads naturally to inverse problems. Parameters appearing in the model, such as constitutive tensors, initial conditions, boundary conditions, and…

Statistics Theory · Mathematics 2010-09-16 J. Nolen , G. A. Pavliotis , A. M. Stuart

Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…

Statistics Theory · Mathematics 2016-07-12 John-Olof Nilsson

This paper studies a machine learning regression problem as a multivariate approximation problem using the framework of the theory of random functions. An ab initio derivation of a regression method is proposed, starting from postulates of…

Machine Learning · Computer Science 2025-12-16 Yuriy N. Bakhvalov

This paper examines the effectiveness of a sparse Bayesian algorithm to estimate multivariate autoregressive coefficients when a large amount of background interference exists. This paper employs computer experiments to compare two methods…

Applications · Statistics 2012-11-15 Kensuke Sekihara , Hagai Attias , Julia P. Owen , Srikantan S. Nagarajan

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

We consider the subsonic moving point source problem for the scalar wave equation in $\pmb{R}^3$, proving a regularity result for the direct problem, and uniqueness and stability results for the inverse problem. We then present and…

Analysis of PDEs · Mathematics 2022-04-12 Sára Wang , Mirza Karamehmedović , Faouzi Triki