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In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…
This paper introduces a computational framework to incorporate flexible regularization techniques in ensemble Kalman methods for nonlinear inverse problems. The proposed methodology approximates the maximum a posteriori (MAP) estimate of a…
We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and…
Reconstruction of images corrupted by noise is an important problem in Image Analysis. In the standard Bayesian approach the unknown original image is assumed to be a realization of a Markov random field on a finite two dimensional finite…
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…
Ill-posed inverse problems are fundamental in many domains, ranging from astrophysics to medical imaging. Emerging diffusion models provide a powerful prior for solving these problems. Existing maximum-a-posteriori (MAP) or posterior…
The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…
Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the…
Maximum A Posteriori (MAP) estimation is a cornerstone framework for blind inverse problems, where an image and a forward operator are jointly estimated as the maximizers of a posterior distribution. In this paper, we analyze the recovery…
We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…
In electroencephalography (EEG) source imaging, the inverse source estimates are depth biased in such a way that their maxima are often close to the sensors. This depth bias can be quantified by inspecting the statistics (mean and…
In this paper, we propose a Bayesian MAP estimator for solving the deconvolution problems when the observations are corrupted by Poisson noise. Towards this goal, a proper data fidelity term (log-likelihood) is introduced to reflect the…
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…
A crucial aspect of mass-mapping, via weak lensing, is quantification of the uncertainty introduced during the reconstruction process. Properly accounting for these errors has been largely ignored to date. We present a new method to…
This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…
The replica method is a non-rigorous but well-known technique from statistical physics used in the asymptotic analysis of large, random, nonlinear problems. This paper applies the replica method, under the assumption of replica symmetry, to…
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…
We evaluate the robustness of a probabilistic formulation of system identification (ID) to sparse, noisy, and indirect data. Specifically, we compare estimators of future system behavior derived from the Bayesian posterior of a learning…
This study presents a Bayesian maximum \textit{a~posteriori} (MAP) framework for dynamical system identification from time-series data. This is shown to be equivalent to a generalized Tikhonov regularization, providing a rational…
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…