Related papers: Efficient Nonparametric Bayesian Inference For X-R…
It is well-known that point sources with sufficient mutual distance can be reconstructed exactly from finitely many Fourier measurements by solving a convex optimization problem with Tikhonov-regularization (this property is sometimes…
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 $$…
In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…
In the setting of nonparametric multivariate regression with unknown error variance, we study asymptotic properties of a Bayesian method for estimating a regression function f and its mixed partial derivatives. We use a random series of…
We review the Bayesian theory of semiparametric inference following Bickel and Kleijn (2012) and Kleijn and Knapik (2013). After an overview of efficiency in parametric and semiparametric estimation problems, we consider the Bernstein-von…
The major goal of this paper is to study the second order frequentist properties of the marginal posterior distribution of the parametric component in semiparametric Bayesian models, in particular, a second order semiparametric…
The image reconstruction problem consists in finding an approximation of a function f starting from its Radon transform Rf. This problem arises in the ambit of medical imaging when one tries to reconstruct the internal structure of the…
We treat an image restoration problem with a Poisson noise chan- nel using a Bayesian framework. The Poisson randomness might be appeared in observation of low contrast object in the field of imaging. The noise observation is often hard to…
A Bernstein-von Mises theorem is derived for general semiparametric functionals. The result is applied to a variety of semiparametric problems in i.i.d. and non-i.i.d. situations. In particular, new tools are developed to handle…
Given data from a Poisson point process with intensity $(x,y) \mapsto n \mathbf{1}(f(x)\leq y),$ frequentist properties for the Bayesian reconstruction of the support boundary function $f$ are derived. We mainly study compound Poisson…
We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…
We study a non-linear statistical inverse learning problem, where we observe the noisy image of a quantity through a non-linear operator at some random design points. We consider the widely used Tikhonov regularization (or method of…
We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…
We consider the inverse problem of recovering an unknown functional parameter $u$ in a separable Banach space, from a noisy observation $y$ of its image through a known possibly non-linear ill-posed map ${\mathcal G}$. The data $y$ is…
The article considers the nonlinear inverse problem of identifying the material parameters in viscoelastic structures based on a generalized Maxwell model. The aim is to reconstruct the model parameters from stress data acquired from a…
The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…
In this work, we consider the linear inverse problem $y=Ax+\epsilon$, where $A\colon X\to Y$ is a known linear operator between the separable Hilbert spaces $X$ and $Y$, $x$ is a random variable in $X$ and $\epsilon$ is a zero-mean random…
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to…
Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…
We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…