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We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Increased usage of automated tools like deep learning in medical image segmentation has alleviated the bottleneck of manual contouring. This has shifted manual labour to quality assessment (QA) of automated contours which involves detecting…

Computer Vision and Pattern Recognition · Computer Science 2024-09-06 Prerak Mody , Nicolas F. Chaves-de-Plaza , Chinmay Rao , Eleftheria Astrenidou , Mischa de Ridder , Nienke Hoekstra , Klaus Hildebrandt , Marius Staring

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

This work addresses data-driven inverse optimization (IO), where the goal is to estimate unknown parameters in an optimization model from observed decisions that can be assumed to be optimal or near-optimal solutions to the optimization…

Optimization and Control · Mathematics 2024-05-29 Yen-An Lu , Wei-Shou Hu , Joel A. Paulson , Qi Zhang

We address the inverse problem of cosmic large-scale structure reconstruction from a Bayesian perspective. For a linear data model, a number of known and novel reconstruction schemes, which differ in terms of the underlying signal prior,…

Astrophysics · Physics 2009-11-06 F. S. Kitaura , T. A. Ensslin

To date weak gravitational lensing surveys have typically been restricted to small fields of view, such that the $\textit{flat-sky approximation}$ has been sufficiently satisfied. However, with Stage IV surveys ($\textit{e.g. LSST}$ and…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-19 Matthew A. Price , Jason D. McEwen , L. Pratley , Thomas D. Kitching

Bayesian optimization has been successfully applied to optimize black-box functions where the number of evaluations is severely limited. However, in many real-world applications, it is hard or impossible to know in advance which designs are…

In critical decision support systems based on medical imaging, the reliability of AI-assisted decision-making is as relevant as predictive accuracy. Although deep learning models have demonstrated significant accuracy, they frequently…

Computer Vision and Pattern Recognition · Computer Science 2026-02-13 Hua Xu , Julián D. Arias-Londoño , Juan I. Godino-Llorente

This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly…

Computation · Statistics 2020-10-14 Benjamin Harroué , Jean-François Giovannelli , Marcelo Pereyra

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

The comprehensive integration of machine learning healthcare models within clinical practice remains suboptimal, notwithstanding the proliferation of high-performing solutions reported in the literature. A predominant factor hindering…

Image and Video Processing · Electrical Eng. & Systems 2023-10-12 Ling Huang , Su Ruan , Yucheng Xing , Mengling Feng

We develop a generative model-based approach to Bayesian inverse problems, such as image reconstruction from noisy and incomplete images. Our framework addresses two common challenges of Bayesian reconstructions: 1) It makes use of complex,…

Machine Learning · Statistics 2019-10-24 Vanessa Böhm , François Lanusse , Uroš Seljak

We consider the problem of uncertainty quantification for an unknown low-rank matrix $\mathbf{X}$, given a partial and noisy observation of its entries. This quantification of uncertainty is essential for many real-world problems, including…

Methodology · Statistics 2022-03-28 Henry Shaowu Yuchi , Simon Mak , Yao Xie

Uncertainty quantification in image retrieval is crucial for downstream decisions, yet it remains a challenging and largely unexplored problem. Current methods for estimating uncertainties are poorly calibrated, computationally expensive,…

Computer Vision and Pattern Recognition · Computer Science 2021-09-20 Frederik Warburg , Martin Jørgensen , Javier Civera , Søren Hauberg

One of the most prominent methods for uncertainty quantification in high-dimen-sional statistics is the desparsified LASSO that relies on unconstrained $\ell_1$-minimization. The majority of initial works focused on real (sub-)Gaussian…

Information Theory · Computer Science 2023-09-14 Frederik Hoppe , Felix Krahmer , Claudio Mayrink Verdun , Marion I. Menzel , Holger Rauhut

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…

Methodology · Statistics 2020-03-17 Dimas Abreu Archanjo Dutra