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Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

While Bayesian methods are praised for their ability to incorporate useful prior knowledge, in practice, convenient priors that allow for computationally cheap or tractable inference are commonly used. In this paper, we investigate the…

Machine Learning · Statistics 2017-07-14 Willie Neiswanger , Eric Xing

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Bayesian inference affords scientists with powerful tools for testing hypotheses. One of these tools is the Bayes factor, which indexes the extent to which support for one hypothesis over another is updated after seeing the data. Part of…

Computation · Statistics 2018-12-11 Thomas J. Faulkenberry

In this paper we review the predictions of the replica approach on the probability distribution of the overlaps among replicas and on the sample to sample fluctuations of this probability. We stress the role of replica equivalence in…

Disordered Systems and Neural Networks · Physics 2007-05-23 Giorgio Parisi

In this paper we consider the issue of paradigm evaluation by applying Bayes' theorem along the following nested hierarchy of progressively more complex structures: i) parameter estimation (within a model), ii) model selection and…

Cosmology and Nongalactic Astrophysics · Physics 2016-06-02 Giulia Gubitosi , Macarena Lagos , Joao Magueijo , Rupert Allison

The classical approach to inverse problems is based on the optimization of a misfit function. Despite its computational appeal, such an approach suffers from many shortcomings, e.g., non-uniqueness of solutions, modeling prior knowledge,…

Machine Learning · Statistics 2014-10-22 Panagiotis Tsilifis , Ilias Bilionis , Ioannis Katsounaros , Nicholas Zabaras

The inverse Ising problem consists in inferring the coupling constants of an Ising model given the correlation matrix. The fastest methods for solving this problem are based on mean-field approximations, but which one performs better in the…

Disordered Systems and Neural Networks · Physics 2012-08-28 Federico Ricci-Tersenghi

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

We present and solve the Replica Symmetric equations in the context of the Replica Cluster Variational Method for the 2D random bond Ising model (including the 2D Edwards-Anderson spin glass model). First we solve a linearized version of…

Disordered Systems and Neural Networks · Physics 2015-06-04 Alejandro Lage-Castellanos , Roberto Mulet , Federico Ricci-Tersenghi , Tommaso Rizzo

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response…

Machine Learning · Statistics 2016-03-23 Elaine Angelino , Matthew James Johnson , Ryan P. Adams

This paper discuses multiple Bayesian networks representation paradigms for encoding asymmetric independence assertions. We offer three contributions: (1) an inference mechanism that makes explicit use of asymmetric independence to speed up…

Artificial Intelligence · Computer Science 2015-05-19 Dan Geiger , David Heckerman

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

There has been definite progress recently in proving the variational single-letter formula given by the heuristic replica method for various estimation problems. In particular, the replica formula for the mutual information in the case of…

Information Theory · Computer Science 2018-11-16 Jean Barbier , Nicolas Macris , Antoine Maillard , Florent Krzakala

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

We focus on an interpolation method referred to Bayesian reconstruction in this paper. Whereas in standard interpolation methods missing data are interpolated deterministically, in Bayesian reconstruction, missing data are interpolated…

Machine Learning · Statistics 2015-03-27 Shun Kataoka , Muneki Yasuda , Kazuyuki Tanaka

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We consider generic optimal Bayesian inference, namely, models of signal reconstruction where the posterior distribution and all hyperparameters are known. Under a standard assumption on the concentration of the free energy, we show how…

Probability · Mathematics 2022-07-19 Jean Barbier , Dmitry Panchenko

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…

Statistics Theory · Mathematics 2012-04-04 Jingchen Liu , Andrew Gelman , Jennifer Hill , Yu-Sung Su