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We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…

Numerical Analysis · Mathematics 2025-08-19 Pieter Vanmechelen , Geert Lombaert , Giovanni Samaey

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…

Applications · Statistics 2015-06-11 François Giraud , Pierre Minvielle , Marc Sancandi , Pierre Del Moral

Inversion of electromagnetic data finds applications in many areas of geophysics. The inverse problem is commonly solved with either deterministic optimization methods (such as the nonlinear conjugate gradient or Gauss-Newton) which are…

Geophysics · Physics 2019-12-03 Vladimir Puzyrev , Andrei Swidinsky

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Numerical Analysis · Mathematics 2013-05-01 Viet Ha Hoang , Christoph Schwab , Andrew M. Stuart

We develop a computational framework to quantify uncertainty in shear elastography imaging of anomalies in tissues. We adopt a Bayesian inference formulation. Given the observed data, a forward model and their uncertainties, we find the…

Numerical Analysis · Mathematics 2023-06-07 Ana Carpio , Elena Cebrian , Andrea Gutierrez

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

This paper proposes new methods for analyzing dynamic images registered by multichannel, highly sensitive detectors with low spatial but high temporal resolution. The principal characteristic of the approach is the absence of factorization…

Instrumentation and Methods for Astrophysics · Physics 2024-10-10 S. A. Sharakin , R. E. Saraev

Geophysical inversion attempts to estimate the distribution of physical properties in the Earth's interior from observations collected at or above the surface. Inverse problems are commonly posed as least-squares optimization problems in…

Geophysics · Physics 2019-05-22 Vladimir Puzyrev

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided.…

Computation · Statistics 2018-03-19 Charanraj A. Thimmisetty , Wenju Zhao , Xiao Chen , Charles H. Tong , Joshua A. White

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies.…

Applications · Statistics 2015-06-12 François Giraud , Pierre Minvielle , Pierre Del Moral

Aircraft-based surveying to collect airborne electromagnetic data is a key method to image large swaths of the Earth's surface in pursuit of better knowledge of aquifer systems. Despite many years of advancements, 3D inversion still poses…

We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…

Numerical Analysis · Mathematics 2023-06-16 Quang Huy Pham , Viet Ha Hoang

The detection of gravitational waves from extreme-mass-ratio inspirals (EMRIs) in space-borne antennas like Taiji and LISA promises deep insights into strong-field gravity and black hole physics. However, the complex, highly degenerate, and…

General Relativity and Quantum Cosmology · Physics 2025-08-27 Bo Liang , Chang Liu , Hanlin Song , Zhenwei Lyu , Minghui Du , Peng Xu , Ziren Luo , Sensen He , Haohao Gu , Tianyu Zhao , Manjia Liang Yuxiang Xu , Li-e Qiang , Mingming Sun , Wei-Liang Qian

In this paper we combine the non-linear filtering capabilities of particle filters with the transdimensional inference of the reversible-jump Markov chain Monte Carlo method for a data assimilation methodology over dynamic problems with…

Geophysics · Physics 2026-03-27 Márk Somogyvári , Sebastian Reich

Classic inversion methods adjust a model with a predefined number of parameters to the observed data. With transdimensional inversion algorithms such as the reversible-jump Markov Chain Monte Carlo (rjMCMC), it is possible to vary this…

Geophysics · Physics 2019-09-02 Márk Somogyvári , Sebastian Reich

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

Airborne electromagnetic surveys may consist of hundreds of thousands of soundings. In most cases, this makes 3D inversions unfeasible even when the subsurface is characterized by a high level of heterogeneity. Instead, approaches based on…

Geophysics · Physics 2021-09-29 Peng Bai , Giulio Vignoli , Thomas Mejer Hansen

We present a probabilistic multiphysics inversion based on Bayesian inference with trans-dimensional models. We jointly consider magnetotelluric, receiver function, and Rayleigh-wave dispersion data to infer one-dimensional lithospheric…

Geophysics · Physics 2025-10-20 P. Shahsavari , J. Dettmer , M. J. Unsworth , A. Schaeffer

The standard smooth electrical resistivity tomography inversion produces an estimate of subsurface conductivity that has blurred boundaries, damped magnitudes, and often contains inversion artifacts. In many problems the expected…

Geophysics · Physics 2021-12-08 Teddi Herring , Lindsey J. Heagy , Adam Pidlisecky , Edwin Cey
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