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We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on…
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…
We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…
The adoption of "human-in-the-loop" paradigms in computer vision and machine learning is leading to various applications where the actual data acquisition (e.g., human supervision) and the underlying inference algorithms are closely…
The Bayesian update can be viewed as a variational problem by characterizing the posterior as the minimizer of a functional. The variational viewpoint is far from new and is at the heart of popular methods for posterior approximation.…
Domain invariant learning aims to learn models that extract invariant features over various training domains, resulting in better generalization to unseen target domains. Recently, Bayesian Neural Networks have achieved promising results in…
In this paper, we use the Bayesian inversion approach to study the data assimilation problem for a family of tumor growth models described by porous-medium type equations. The models contain uncertain parameters and are indexed by a…
We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…
Here we consider the problem of denoising features associated to complex data, modeled as signals on a graph, via a smoothness prior. This is motivated in part by settings such as single-cell RNA where the data is very high-dimensional, but…
For $D$ a bounded domain in $\mathbb R^d, d \ge 2,$ with smooth boundary $\partial D$, the non-linear inverse problem of recovering the unknown conductivity $\gamma$ determining solutions $u=u_{\gamma, f}$ of the partial differential…
Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…
For $M$ a simple surface, the non-linear statistical inverse problem of recovering a matrix field $\Phi: M \to \mathfrak{so}(n)$ from discrete, noisy measurements of the $SO(n)$-valued scattering data $C_\Phi$ of a solution of a matrix ODE…
This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…
Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…
We present a framework for solving a broad class of ill-posed inverse problems governed by partial differential equations (PDEs), where the target coefficients of the forward operator are recovered through an iterative regularization scheme…
We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…
We derive an exact and efficient Bayesian regression algorithm for piecewise constant functions of unknown segment number, boundary location, and levels. It works for any noise and segment level prior, e.g. Cauchy which can handle outliers.…
We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…
Deep neural networks have proven extremely efficient at solving a wide rangeof inverse problems, but most often the uncertainty on the solution they provideis hard to quantify. In this work, we propose a generic Bayesian framework…
Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…