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This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

We study wide Bayesian neural networks focusing on the rare but statistically dominant fluctuations that govern posterior concentration, beyond Gaussian-process limits. Large-deviation theory provides explicit variational objectives-rate…

Machine Learning · Statistics 2026-02-27 Katerina Papagiannouli , Dario Trevisan , Giuseppe Pio Zitto

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

In this paper we focus on a type of inverse problem in which the data is expressed as an unknown function of the sought and unknown model function (or its discretised representation as a model parameter vector). In particular, we deal with…

Applications · Statistics 2019-08-19 Dalia Chakrabarty , Prasenjit Saha

The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…

Statistics Theory · Mathematics 2024-04-18 Sergios Agapiou , Peter Mathé

Signal restoration and inverse problems are key elements in most real-world data science applications. In the past decades, with the emergence of machine learning methods, inversion of measurements has become a popular step in almost all…

Information Theory · Computer Science 2026-04-21 Deborah Pereg

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

Key to successfully deal with complex contemporary datasets is the development of tractable models that account for the irregular structure of the information at hand. This paper provides a comprehensive and unifying view of several…

Signal Processing · Electrical Eng. & Systems 2021-06-04 David Ramírez , Antonio G. Marques , Santiago Segarra

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

We consider the statistical linear inverse problem of recovering the unknown initial heat state from noisy interior measurements over an inhomogeneous domain of the solution to the heat equation at a fixed time instant. We employ…

Methodology · Statistics 2025-06-18 Matteo Giordano

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

In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…

Statistics Theory · Mathematics 2023-11-30 Aksel Kaastrup Rasmussen , Fanny Seizilles , Mark Girolami , Ieva Kazlauskaite

Inverse problems can be described as limited-data problems in which the signal of interest cannot be observed directly. A physics-based forward model that relates the signal with the observations is typically needed. Unfortunately, unknown…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Alexandra Koulouri , Ville Rimpilainen

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

Bayesian causal discovery aims to infer the posterior distribution over causal models from observed data, quantifying epistemic uncertainty and benefiting downstream tasks. However, computational challenges arise due to joint inference over…

Machine Learning · Computer Science 2023-12-11 Yashas Annadani , Nick Pawlowski , Joel Jennings , Stefan Bauer , Cheng Zhang , Wenbo Gong

This paper is concerned with the ubiquitous inverse problem of recovering an unknown function u from finitely many measurements possibly affected by noise. In recent years, inversion methods based on linear approximation spaces were…

Numerical Analysis · Mathematics 2022-10-06 Albert Cohen , Matthieu Dolbeault , Olga Mula , Agustin Somacal

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

Statistics Theory · Mathematics 2019-04-02 Yabo Niu , Debdeep Pati , Bani Mallick