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We present Posterior Temperature Optimized Bayesian Inverse Models (POTOBIM), an unsupervised Bayesian approach to inverse problems in medical imaging using mean-field variational inference with a fully tempered posterior. Bayesian methods…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
In this paper we develop two goal-oriented adaptive strategies for a posteriori error estimation within the generalized multiscale finite element framework. In this methodology, one seeks to determine the number of multiscale basis…
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…
Bayesian optimization (BO) is a widely-used method for optimizing expensive (to evaluate) problems. At the core of most BO methods is the modeling of the objective function using a Gaussian Process (GP) whose covariance is selected from a…
In this work we develop a Hessian-based sampling method for the construction of goal-oriented reduced order models with high-dimensional parameter inputs. Model reduction is known very challenging for high-dimensional parametric problems…
It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…
On the basis of statistical mechanics of the Q-Ising model, we formulate the Bayesian inference to the problem of inverse halftoning, which is the inverse process of representing gray-scales in images by means of black and white dots. Using…
In this paper, we define and solve the Inverse Stochastic Optimal Control (ISOC) problem of the linear-quadratic Gaussian (LQG) and the linear-quadratic sensorimotor (LQS) control model. These Stochastic Optimal Control (SOC) models are…
This work considers sequential edge-promoting Bayesian experimental design for (discretized) linear inverse problems, exemplified by X-ray tomography. The process of computing a total variation type reconstruction of the absorption inside…
While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…
Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application,…
In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…
The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the…
Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…
In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…
We propose a novel approach for sequential optimal experimental design (sOED) for Bayesian inverse problems involving expensive models with high-dimensional unknown parameters. This work focuses on designs that maximize the expected…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…
In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…
In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…