Related papers: Bayesian inverse problems with partial observation…
We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…
We study frequentist asymptotic properties of Bayesian procedures for high-dimensional Gaussian sparse regression when unknown nuisance parameters are involved. Nuisance parameters can be finite-, high-, or infinite-dimensional. A mixture…
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…
Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…
A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…
Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…
We prove a general lemma for deriving contraction rates for linear inverse problems with non parametric nonconjugate priors. We then apply it to get contraction rates for both mildly and severely ill posed linear inverse problems with…
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…
Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…
A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…
Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…
We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…
This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…
Empirical Bayes methods are widely used for large-scale inference, yet most classical approaches assume homoscedastic observations and focus primarily on posterior mean estimation. We develop a nonparametric empirical Bayes framework for…
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…
We develop a semiparametric Bayesian approach for estimating the mean response in a missing data model with binary outcomes and a nonparametrically modelled propensity score. Equivalently we estimate the causal effect of a treatment,…
We consider inference in the scalar diffusion model $dX_t=b(X_t)dt+\sigma(X_t)dW_t$ with discrete data $(X_{j\Delta_n})_{0\leq j \leq n}$, $n\to \infty,~\Delta_n\to 0$ and periodic coefficients. For $\sigma$ given, we prove a general…
We consider nonparametric Bayesian estimation of a probability density $p$ based on a random sample of size $n$ from this density using a hierarchical prior. The prior consists, for instance, of prior weights on the regularity of the…
The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…
Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…