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A frequent matter of debate in Bayesian inversion is the question, which of the two principle point-estimators, the maximum-a-posteriori (MAP) or the conditional mean (CM) estimate is to be preferred. As the MAP estimate corresponds to the…

Statistics Theory · Mathematics 2015-06-18 Martin Burger , Felix Lucka

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

Statistics Theory · Mathematics 2015-06-04 Tapio Helin , Martin Burger

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

The Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a…

Statistics Theory · Mathematics 2021-08-31 Jiguang Sun

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

Statistics Theory · Mathematics 2019-11-01 Matthew M. Dunlop

We propose a new recursive estimator for linear dynamical systems under Gaussian process noise and non-Gaussian measurement noise. Specifically, we develop an approximate maximum a posteriori (MAP) estimator using dynamic programming and…

Systems and Control · Electrical Eng. & Systems 2025-09-09 Mohammad Hussein Yoosefian Nooshabadi , Laurent Lessard

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

When recovering an unknown signal from noisy measurements, the computational difficulty of performing optimal Bayesian MMSE (minimum mean squared error) inference often necessitates the use of maximum a posteriori (MAP) inference, a special…

Machine Learning · Statistics 2016-09-23 Madhu Advani , Surya Ganguli

Using a Bayesian methodology, we introduce the maximum a posteriori~(MAP) estimator for quantum state and process tomography. The maximum likelihood, hedged maximum likelihood, maximum likelihood-maximum entropy estimator, and estimators of…

Quantum Physics · Physics 2019-01-29 Vikesh Siddhu

Noise maps from CMB experiments are generally statistically anisotropic, due to scanning strategies, atmospheric conditions, or instrumental effects. Any mis-modeling of this complex noise can bias the reconstruction of the lensing…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-03 Louis Legrand , Blake Sherwin , Anthony Challinor , Julien Carron , Gerrit S. Farren

We consider the inverse problem of recovering an unknown functional parameter $u$ in a separable Banach space, from a noisy observation $y$ of its image through a known possibly non-linear ill-posed map ${\mathcal G}$. The data $y$ is…

Statistics Theory · Mathematics 2018-03-14 Sergios Agapiou , Martin Burger , Masoumeh Dashti , Tapio Helin

In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…

Numerical Analysis · Mathematics 2024-12-05 Julianne Chung , Scot M. Miller , Malena Sabate Landman , Arvind K. Saibaba

Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed…

Statistics Theory · Mathematics 2019-01-21 Marcelo Pereyra

In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…

Methodology · Statistics 2020-03-17 Dimas Abreu Archanjo Dutra

In this paper, we aim to design robust estimation techniques based on the compound-Gaussian (CG) process and adapted for calibration of radio interferometers. The motivation beyond this is due to the presence of outliers leading to an…

Applications · Statistics 2018-07-31 Virginie Ollier , Mohammed Nabil El Korso , André Ferrari , Rémy Boyer , Pascal Larzabal

The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…

Statistics Theory · Mathematics 2019-05-14 Matthew M. Dunlop , Tapio Helin , Andrew M. Stuart

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Optimization and Control · Mathematics 2025-03-14 Ji Li , Chao Wang

Diffusion models have indeed shown great promise in solving inverse problems in image processing. In this paper, we propose a novel, problem-agnostic diffusion model called the maximum a posteriori (MAP)-based guided term estimation method…

Image and Video Processing · Electrical Eng. & Systems 2026-03-10 Pingping Tao , Haixia Liu , Jing Su

In this work, we address the problem of estimating sparse communication channels in OFDM systems in the presence of carrier frequency offset (CFO) and unknown noise variance. To this end, we consider a convex optimization problem, including…

Information Theory · Computer Science 2013-11-15 Rodrigo Carvajal , Boris I. Godoy , Juan C. Agüero
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