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From the classical and influential works of Neal (1996), it is known that the infinite width scaling limit of a Bayesian neural network with one hidden layer is a Gaussian process, when the network weights have bounded prior variance.…

Machine Learning · Statistics 2024-06-06 Jorge Loría , Anindya Bhadra

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance…

Machine Learning · Computer Science 2019-06-05 Armin Lederer , Jonas Umlauft , Sandra Hirche

A wide range of graph learning tasks, such as structure discovery, temporal graph analysis, and combinatorial optimization, focus on inferring graph structures from data, rather than making predictions on given graphs. However, the…

We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the…

Statistics Theory · Mathematics 2017-07-31 Junwei Lu , Matey Neykov , Han Liu

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

In the bayesian analysis of Inverse Problems most relevant cases the forward maps (FM, or regressor function) are defined in terms of a system of (O, P)DE's with intractable solutions. These necessarily involve a numerical method to find…

Computation · Statistics 2017-08-31 J. Andrés Christen , Marcos A. Capistrán , Miguel Ángel Moreles

In this work, we propose a Bayesian thinning algorithm for recovering weighted point source functions in the heat equation from boundary flux observations. The major challenge in the classical Bayesian framework lies in constructing…

Computation · Statistics 2025-09-19 Zhiliang Deng , Chen Li , Xiaomei Yang

Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the…

Methodology · Statistics 2025-10-14 Carlos García Meixide , David Ríos Insua

We study the inverse problem of recovering a tree graph together with the weights on its edges (equivalently a metric tree) from the knowledge of the Dirichlet-to-Neumann matrix associated with the Laplacian. We prove an explicit formula…

Mathematical Physics · Physics 2021-04-05 Hannes Gernandt , Jonathan Rohleder

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

We consider the problem of estimating the transition dynamics $T^*$ from near-optimal expert trajectories in the context of offline model-based reinforcement learning. We develop a novel constraint-based method, Inverse Transition Learning,…

Machine Learning · Computer Science 2026-04-29 Leo Benac , Abhishek Sharma , Sonali Parbhoo , Finale Doshi-Velez

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters…

Computation · Statistics 2026-04-03 Arkaprabha Ganguli , Emil Constantinescu

Constrained learning is prevalent in many statistical tasks. Recent work proposes distance-to-set penalties to derive estimators under general constraints that can be specified as sets, but focuses on obtaining point estimates that do not…

Methodology · Statistics 2022-10-25 Rick Presman , Jason Xu

In large-scale Bayesian inverse problems, it is often necessary to apply approximate forward models to reduce the cost of forward model evaluations, while controlling approximation quality. In the context of Bayesian inverse problems with…

Numerical Analysis · Mathematics 2026-01-08 Josie König , Han Cheng Lie

We consider the nonparametric regression problem with multiple predictors and an additive error, where the regression function is assumed to be coordinatewise nondecreasing. We propose a Bayesian approach to make an inference on the…

Statistics Theory · Mathematics 2022-11-24 Kang Wang , Subhashis Ghosal

Background subtraction is a fundamental pre-processing task in computer vision. This task becomes challenging in real scenarios due to variations in the background for both static and moving camera sequences. Several deep learning methods…

Computer Vision and Pattern Recognition · Computer Science 2020-11-09 Jhony H. Giraldo , Thierry Bouwmans

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are…

Computation · Statistics 2026-02-17 Zhihang Xu , Xiaoyu Zhu , Daoji Li , Qifeng Liao

Bayesian inference provides a principled probabilistic framework for quantifying uncertainty by updating beliefs based on prior knowledge and observed data through Bayes' theorem. In Bayesian deep learning, neural network weights are…

Machine Learning · Computer Science 2024-10-22 Yijie Zhang
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