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Stochastic spectral methods have become a popular technique to quantify the uncertainties of nano-scale devices and circuits. They are much more efficient than Monte Carlo for certain design cases with a small number of random parameters.…

Computational Engineering, Finance, and Science · Computer Science 2016-03-22 Zheng Zhang , Tsui-Wei Weng , Luca Daniel

Fitting a simplifying model with several parameters to real data of complex objects is a highly nontrivial task, but enables the possibility to get insights into the objects physics. Here, we present a method to infer the parameters of the…

Data Analysis, Statistics and Probability · Physics 2018-12-21 Johannes Oberpriller , T. A. Enßlin

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Within the calibration of material models, often the numerical results of a simulation model $y$ are compared with the experimental measurements $y^*$. Usually, the differences between measurements and simulation are minimized using least…

Materials Science · Physics 2024-08-14 Thomas Most

Bayesian Neural Networks (BNNs) provide a tool to estimate the uncertainty of a neural network by considering a distribution over weights and sampling different models for each input. In this paper, we propose a method for uncertainty…

Machine Learning · Computer Science 2024-10-28 Illia Oleksiienko , Dat Thanh Tran , Alexandros Iosifidis

We consider the inverse problem of determining the geometry of penetrable objects from scattering data generated by one incident wave at a fixed frequency. We first study an orthogonality sampling type method which is fast, simple to…

Numerical Analysis · Mathematics 2022-07-21 Thu Le , Dinh-Liem Nguyen , Vu Nguyen , Trung Truong

The problem of estimating cosmological parameters such as $\Omega$ from noisy or incomplete data is an example of an inverse problem and, as such, generally requires a probablistic approach. We adopt the Bayesian interpretation of…

Astrophysics · Physics 2010-04-06 Guillaume Evrard , Peter Coles

We present a novel quantum tomographic reconstruction method based on Bayesian inference via the Kalman filter update equations. The method not only yields the maximum likelihood/optimal Bayesian reconstruction, but also a covariance matrix…

Quantum Physics · Physics 2011-05-13 Koenraad M. R. Audenaert , S. Scheel

Ptychography is a scanning coherent diffractive imaging technique that enables imaging nanometer-scale features in extended samples. One main challenge is that widely used iterative image reconstruction methods often require significant…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Canberk Ekmekci , Tekin Bicer , Zichao Wendy Di , Junjing Deng , Mujdat Cetin

Current approximate posteriors in Bayesian neural networks (BNNs) exhibit a crucial limitation: they fail to maintain invariance under reparameterization, i.e. BNNs assign different posterior densities to different parametrizations of…

Machine Learning · Computer Science 2025-02-12 Hrittik Roy , Marco Miani , Carl Henrik Ek , Philipp Hennig , Marvin Pförtner , Lukas Tatzel , Søren Hauberg

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

The main object of this paper is to present some general concepts of Bayesian inference and more specifically the estimation of the hyperparameters in inverse problems. We consider a general linear situation where we are given some data…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…

Mathematical Physics · Physics 2007-05-23 S. Gutman , A. G. Ramm , W. Scheid

In this article, we derive an iterative scheme through a quasi-Newton technique to capture robust weakly efficient points of uncertain multiobjective optimization problems under the upper set less relation. It is assumed that the set of…

Optimization and Control · Mathematics 2025-05-21 K. Gupta , D. Ghosh , C. Tammer , X. Zhao , J. C. Yao

Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Eliška Kočková , Anna Kučerová

We consider the efficient inference of finite dimensional parameters arising in the context of inverse problems. Our setup is the observation of a transformation of an unknown infinite dimensional signal $f$ corrupted by statistical noise,…

Statistics Theory · Mathematics 2026-02-03 Adel Magra , Aad van der Vaart

We propose a tomographic method to reconstruct the optical properties of a highly-scattering medium from incoherent acousto-optic measurements. The method is based on the solution to an inverse problem for the diffusion equation and makes…

Optics · Physics 2015-05-14 Guillaume Bal , John C Schotland

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

Image reconstruction under multiple light scattering is crucial in a number of applications such as diffraction tomography. The reconstruction problem is often formulated as a nonconvex optimization, where a nonlinear measurement model is…

Computer Vision and Pattern Recognition · Computer Science 2018-07-04 Yu Sun , Zhihao Xia , Ulugbek S. Kamilov