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Wavelet (Besov) priors are a promising way of reconstructing indirectly measured fields in a regularized manner. We demonstrate how wavelets can be used as a localized basis for reconstructing permeability fields with sharp interfaces from…

Numerical Analysis · Mathematics 2019-07-09 Philipp Wacker , Peter Knabner

The recovery of sparse generative models from few noisy measurements is an important and challenging problem. Many deterministic algorithms rely on some form of $\ell_1$-$\ell_2$ minimization to combine the computational convenience of the…

Numerical Analysis · Mathematics 2020-03-20 Daniela Calvetti , Monica Pragliola , Erkki Somersalo

The typical approach for recovery of spatially correlated signals is regularized least squares with a coupled regularization term. In the Bayesian framework, this algorithm is seen as a maximum-a-posterior estimator whose postulated prior…

Information Theory · Computer Science 2018-05-31 Ali Bereyhi , Saeid Haghighatshoar , Ralf R. Müller

Maximum a Posteriori assignment (MAP) is the problem of finding the most probable instantiation of a set of variables given the partial evidence on the other variables in a Bayesian network. MAP has been shown to be a NP-hard problem [22],…

Artificial Intelligence · Computer Science 2012-07-19 Changhe Yuan , Tsai-Ching Lu , Marek J. Druzdzel

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

We propose a novel Bayesian approach to solve stochastic optimization problems that involve finding extrema of noisy, nonlinear functions. Previous work has focused on representing possible functions explicitly, which leads to a two-step…

Machine Learning · Statistics 2012-11-13 Pedro A. Ortega , Jordi Grau-Moya , Tim Genewein , David Balduzzi , Daniel A. Braun

The maximum a-posteriori (MAP) perturbation framework has emerged as a useful approach for inference and learning in high dimensional complex models. By maximizing a randomly perturbed potential function, MAP perturbations generate unbiased…

Machine Learning · Computer Science 2013-10-17 Francesco Orabona , Tamir Hazan , Anand D. Sarwate , Tommi Jaakkola

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

Diffuse optical tomography (DOT) is a severely ill-posed nonlinear inverse problem that seeks to estimate optical parameters from boundary measurements. In the Bayesian framework, the ill-posedness is diminished by incorporating {\em a…

Numerical Analysis · Mathematics 2023-12-06 Anssi Manninen , Meghdoot Mozumder , Tanja Tarvainen , Andreas Hauptmann

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

Methodology · Statistics 2016-07-12 Marcelo Pereyra

The large scale structure (LSS) of the universe is generated by the linear density gaussian modes, which are evolved into the observed nonlinear LSS. The posterior surface of the modes is convex in the linear regime, leading to a unique…

Cosmology and Nongalactic Astrophysics · Physics 2018-08-08 Yu Feng , Uros Seljak , Matias Zaldarriaga

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

For $\mathcal{O}$ a bounded domain in $\mathbb{R}^d$ and a given smooth function $g:\mathcal{O}\to\mathbb{R}$, we consider the statistical nonlinear inverse problem of recovering the conductivity $f>0$ in the divergence form equation $$…

Statistics Theory · Mathematics 2020-03-09 Matteo Giordano , Richard Nickl

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

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…

Numerical Analysis · Mathematics 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee

We propose a novel greedy algorithm for the support recovery of a sparse signal from a small number of noisy measurements. In the proposed method, a new support index is identified for each iteration based on bit-wise maximum a posteriori…

Information Theory · Computer Science 2019-10-29 J. Chae , S. -N. Hong

We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors…

Statistics Theory · Mathematics 2021-03-02 Hanne Kekkonen , Matti Lassas , Eero Saksman , Samuli Siltanen

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Statistics Theory · Mathematics 2014-07-16 Sergios Agapiou , Johnathan M. Bardsley , Omiros Papaspiliopoulos , Andrew M. Stuart