English
Related papers

Related papers: Continuum Limit of Posteriors in Graph Bayesian In…

200 papers

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

Graph prediction problems prevail in data analysis and machine learning. The inverse prediction problem, namely to infer input data from given output labels, is of emerging interest in various applications. In this work, we develop…

Machine Learning · Statistics 2022-11-22 Chen Xu , Xiuyuan Cheng , Yao Xie

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson

The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…

Probability · Mathematics 2017-10-17 T. J. Sullivan

Learned graph neural networks (GNNs) have recently been established as fast and accurate alternatives for principled solvers in simulating the dynamics of physical systems. In many application domains across science and engineering,…

Machine Learning · Computer Science 2022-06-03 Qingqing Zhao , David B. Lindell , Gordon Wetzstein

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

We consider network topology identification subject to a signal smoothness prior on the nodal observations. A fast dual-based proximal gradient algorithm is developed to efficiently tackle a strongly convex, smoothness-regularized network…

Machine Learning · Computer Science 2021-10-20 Seyed Saman Saboksayr , Gonzalo Mateos

The focus of this book is on the analysis of regularization methods for solving \emph{nonlinear inverse problems}. Specifically, we place a strong emphasis on techniques that incorporate supervised or unsupervised data derived from prior…

Optimization and Control · Mathematics 2025-06-24 Clemens Kirisits , Bochra Mejri , Sergei Pereverzev , Otmar Scherzer , Cong Shi

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

The determination of Parton Distribution Functions from a finite set of data is a typical example of an inverse problem. Inverse problems are notoriously difficult to solve, in particular when a robust determination of the uncertainty in…

High Energy Physics - Lattice · Physics 2023-03-01 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

This paper investigates the problem of graph signal recovery (GSR) when the topology of the graph is not known in advance. In this paper, the elements of the weighted adjacency matrix is statistically related to normal distribution and the…

Signal Processing · Electrical Eng. & Systems 2020-10-19 Razieh Torkamani , Hadi Zayyani

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

Under consideration are mathematical models of heat and mass transfer. We study inverse problems of recovering lower-order coefficients in a second order parabolic equation. The coefficients are representable in the form of a finite…

Analysis of PDEs · Mathematics 2024-12-23 S. G. Pyatkov , O. A. Soldatov

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann