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Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

Optimization and Control · Mathematics 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

Maximum-a-posteriori (MAP) estimation is the main Bayesian estimation methodology in imaging sciences, where high dimensionality is often addressed by using Bayesian models that are log-concave and whose posterior mode can be computed…

Statistics Theory · Mathematics 2019-01-21 Marcelo Pereyra

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

Image and Video Processing · Electrical Eng. & Systems 2025-10-07 Canberk Ekmekci , Mujdat Cetin

We develop a new Bayesian model for non-rigid registration of three-dimensional medical images, with a focus on uncertainty quantification. Probabilistic registration of large images with calibrated uncertainty estimates is difficult for…

Computer Vision and Pattern Recognition · Computer Science 2021-10-27 Daniel Grzech , Mohammad Farid Azampour , Huaqi Qiu , Ben Glocker , Bernhard Kainz , Loïc Le Folgoc

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

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Numerical Analysis · Mathematics 2024-01-05 Khalil A Hall-Hooper , Arvind K Saibaba , Julianne Chung , Scot M Miller

In this work, we describe a Bayesian framework for reconstructing the boundaries of piecewise smooth regions in the X-ray computed tomography (CT) problem in an infinite-dimensional setting. In addition to the reconstruction, we are also…

Numerical Analysis · Mathematics 2022-12-20 Babak Maboudi Afkham , Yiqiu Dong , Per Christian Hansen

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

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

In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

Inverse problems are ubiquitous in modern scientific studies and involve recovering an underlying signal from noisy observations often transformed by a measurement operator. These problems are frequently ill-posed, particularly in imaging,…

Methodology · Statistics 2026-05-19 Henry J. Aldridge , Tobías I. Liaudat , Marcelo Pereyra , Jason D. McEwen

Uncertainty quantification for inverse problems in imaging has drawn much attention lately. Existing approaches towards this task define uncertainty regions based on probable values per pixel, while ignoring spatial correlations within the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-23 Omer Belhasin , Yaniv Romano , Daniel Freedman , Ehud Rivlin , Michael Elad

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…

Numerical Analysis · Mathematics 2014-04-09 Alexander Litvinenko , Hermann G. Matthies

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Methodology · Statistics 2024-05-20 Santiago Marin , Bronwyn Loong , Anton H. Westveld

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

A frequent matter of debate in Bayesian inversion is the question, which of the two principle point-estimators, the maximum-a-posteriori (MAP) or the conditional mean (CM) estimate is to be preferred. As the MAP estimate corresponds to the…

Statistics Theory · Mathematics 2015-06-18 Martin Burger , Felix Lucka