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Score-based diffusion models demonstrate superior performance in generative tasks but encounter fundamental bottlenecks in inverse problems due to the analytical intractability of the time-dependent likelihood score. To bridge this gap, we…

Optimization and Control · Mathematics 2026-05-28 Boyang Zhang , Zhiguo Wang , Ya-Feng Liu

In this paper, we propose a deep-learning-based approach to a class of multiscale problems. THe Generalized Multiscale Finite Element Method (GMsFEM) has been proven successful as a model reduction technique of flow problems in…

Numerical Analysis · Mathematics 2018-10-30 Min Wang , Siu Wun Cheung , Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Yating Wang

In this work, we adopt a general framework based on the Gibbs posterior to update belief distributions for inverse problems governed by partial differential equations (PDEs). The Gibbs posterior formulation is a generalization of standard…

Computation · Statistics 2019-07-04 Zilong Zou , Sayan Mukherjee , Harbir Antil , Wilkins Aquino

Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…

Machine Learning · Computer Science 2021-09-28 Mathias Löwe , Per Lunnemann Hansen , Sebastian Risi

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

In Bayesian inference for mixture models with an unknown number of components, a finite mixture model is usually employed that assumes prior distributions for mixing weights and the number of components. This model is called a mixture of…

Methodology · Statistics 2025-12-25 Fumiya Iwashige , Shintaro Hashimoto

Diffusion models generate high-quality synthetic data. They operate by defining a continuous-time forward process which gradually adds Gaussian noise to data until fully corrupted. The corresponding reverse process progressively "denoises"…

The Cox model is an indispensable tool for time-to-event analysis, particularly in biomedical research. However, medicine is undergoing a profound transformation, generating data at an unprecedented scale, which opens new frontiers to study…

Methodology · Statistics 2023-03-07 Alexander W. Jung , Moritz Gerstung

We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…

Methodology · Statistics 2016-04-07 M. P. Wand

Approximating integrals is a fundamental task in probability theory and statistical inference, and their applied fields of signal processing, and Bayesian learning, as soon as expectations over probability distributions must be computed…

Statistics Theory · Mathematics 2026-05-06 Solal Martin , Emilie Chouzenoux , Victor Elvira

To accurately reproduce measurements from the real world, simulators need to have an adequate model of the physical system and require the parameters of the model be identified. We address the latter problem of estimating parameters through…

Robotics · Computer Science 2022-03-01 Eric Heiden , Christopher E. Denniston , David Millard , Fabio Ramos , Gaurav S. Sukhatme

Bayesian Neural Networks (BNN) have emerged as a crucial approach for interpreting ML predictions. By sampling from the posterior distribution, data scientists may estimate the uncertainty of an inference. Unfortunately many inference…

Machine Learning · Computer Science 2023-11-23 Thomas D. Ahle , Sahar Karimi , Peter Tak Peter Tang

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

Fractional diffusion equations have been an effective tool for modeling anomalous diffusion in complicated systems. However, traditional numerical methods require expensive computation cost and storage resources because of the memory effect…

Numerical Analysis · Mathematics 2022-11-23 Xiong-bin Yan , Zhi-Qin John Xu , Zheng Ma

Monte Carlo (MC) integration is the de facto method for approximating the predictive distribution of Bayesian neural networks (BNNs). But, even with many MC samples, Gaussian-based BNNs could still yield bad predictive performance due to…

Machine Learning · Computer Science 2022-10-18 Agustinus Kristiadi , Runa Eschenhagen , Philipp Hennig

We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…

Machine Learning · Computer Science 2023-07-21 Guanxiong Luo , Moritz Blumenthal , Martin Heide , Martin Uecker

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

In this paper we show that the classical problem of frequency estimation can be formulated and solved efficiently in an empirical Bayesian framework by assigning a uniform a priori probability distribution to the unknown frequency. We…

Signal Processing · Electrical Eng. & Systems 2020-10-27 Giorgio Picci , Bin Zhu

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick
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