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The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru

We provide out-of-sample certificates on the controlled invariance property of a given set with respect to a class of black-box linear systems. Specifically, we consider linear time-invariant models whose state space matrices are known only…

Optimization and Control · Mathematics 2022-02-17 Filippo Fabiani , Kostas Margellos , Paul J. Goulart

Calibration or parameter identification is used with computational mechanics models related to observed data of the modeled process to find model parameters such that good similarity between model prediction and observation is achieved. We…

Computational Engineering, Finance, and Science · Computer Science 2022-12-26 Harald Willmann , Jonas Nitzler , Sebastian Brandstaeter , Wolfgang A. Wall

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

We study the problem of non-Bayesian social learning with uncertain models, in which a network of agents seek to cooperatively identify the state of the world based on a sequence of observed signals. In contrast with the existing…

Optimization and Control · Mathematics 2019-09-11 César A. Uribe , James Z. Hare , Lance Kaplan , Ali Jadbabaie

Robustness studies of black-box models is recognized as a necessary task for numerical models based on structural equations and predictive models learned from data. These studies must assess the model's robustness to possible…

Optimization and Control · Mathematics 2022-09-26 Marouane Il Idrissi , Nicolas Bousquet , Fabrice Gamboa , Bertrand Iooss , Jean-Michel Loubes

Model-form uncertainties in complex mechanics systems are a major obstacle for predictive simulations. Reducing these uncertainties is critical for stake-holders to make risk-informed decisions based on numerical simulations. For example,…

Fluid Dynamics · Physics 2018-09-11 J. -L. Wu , J. -X. Wang , H. Xiao

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

Denoising diffusion models are a powerful type of generative models used to capture complex distributions of real-world signals. However, their applicability is limited to scenarios where training samples are readily available, which is not…

Computer Vision and Pattern Recognition · Computer Science 2023-11-20 Ayush Tewari , Tianwei Yin , George Cazenavette , Semon Rezchikov , Joshua B. Tenenbaum , Frédo Durand , William T. Freeman , Vincent Sitzmann

In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible solutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Omer Yair , Elias Nehme , Tomer Michaeli

In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…

Statistics Theory · Mathematics 2023-11-30 Aksel Kaastrup Rasmussen , Fanny Seizilles , Mark Girolami , Ieva Kazlauskaite

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

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

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling…

Computation · Statistics 2018-03-05 Phaedon-Stelios Koutsourelakis

With the recent wave of digitalization, specifically in the context of safety-critical applications, there has been a growing need for computationally efficient, accurate, generalizable, and trustworthy models. Physics-based models have…

Numerical Analysis · Mathematics 2023-09-20 Sondre Sørbø , Sindre Stenen Blakseth , Adil Rasheed , Trond Kvamsdal , Omer San

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Diffusion models (DMs) have recently shown outstanding capabilities in modeling complex image distributions, making them expressive image priors for solving Bayesian inverse problems. However, most existing DM-based methods rely on…

Image and Video Processing · Electrical Eng. & Systems 2024-11-08 Zihui Wu , Yu Sun , Yifan Chen , Bingliang Zhang , Yisong Yue , Katherine L. Bouman

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

We introduce BayesSim, a framework for robotics simulations allowing a full Bayesian treatment for the parameters of the simulator. As simulators become more sophisticated and able to represent the dynamics more accurately, fundamental…

Robotics · Computer Science 2019-06-06 Fabio Ramos , Rafael Carvalhaes Possas , Dieter Fox

In the framework of solid mechanics, the task of deriving material parameters from experimental data has recently re-emerged with the progress in full-field measurement capabilities and the renewed advances of machine learning. In this…

Computational Engineering, Finance, and Science · Computer Science 2026-01-27 Ulrich Römer , Stefan Hartmann , Jendrik-Alexander Tröger , David Anton , Henning Wessels , Moritz Flaschel , Laura De Lorenzis