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Statistical estimation of the prediction uncertainty of physical models is typically hindered by the inadequacy of these models due to various approximations they are built upon. The prediction errors due to model inadequacy can be handled…

Data Analysis, Statistics and Probability · Physics 2017-09-11 Pascal Pernot

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

In this paper we focus on a type of inverse problem in which the data is expressed as an unknown function of the sought and unknown model function (or its discretised representation as a model parameter vector). In particular, we deal with…

Applications · Statistics 2019-08-19 Dalia Chakrabarty , Prasenjit Saha

Inverse problems exist in a wide variety of physical domains from aerospace engineering to medical imaging. The goal is to infer the underlying state from a set of observations. When the forward model that produced the observations is…

Machine Learning · Computer Science 2023-01-06 Chelsea Sidrane , Sydney Katz , Anthony Corso , Mykel J. Kochenderfer

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

Computer simulation models are widely used to study complex physical systems. A related fundamental topic is the inverse problem, also called calibration, which aims at learning about the values of parameters in the model based on…

Methodology · Statistics 2024-01-03 Yang Li , Shifeng Xiong

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

In nuclear reactor system design and safety analysis, the Best Estimate plus Uncertainty (BEPU) methodology requires that computer model output uncertainties must be quantified in order to prove that the investigated design stays within…

Computation · Statistics 2018-06-22 Xu Wu , Tomasz Kozlowski , Hadi Meidani , Koroush Shirvan

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

Physics-informed neural networks have emerged as a powerful tool in the scientific machine learning community, with applications to both forward and inverse problems. While they have shown considerable empirical success, significant…

Optimization and Control · Mathematics 2025-12-11 Federica Caforio , Martin Holler , Matthias Höfler

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

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

In this work we consider the problem of extracting a set of interaction parameters from an high-dimensional dataset describing T independent configurations of a complex system composed of N binary units. This problem is formulated in the…

Statistical Mechanics · Physics 2013-11-04 Iacopo Mastromatteo

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

Remarkable progress has been made in diagnosing energetic particle instabilities on present-day machines and in establishing a theoretical framework for describing them. This overview describes the much improved diagnostics of Alfven…

The solution of linear inverse problems arising, for example, in signal and image processing is a challenging problem since the ill-conditioning amplifies, in the solution, the noise present in the data. Recently introduced algorithms based…

Numerical Analysis · Mathematics 2024-02-08 Davide Evangelista , James Nagy , Elena Morotti , Elena Loli Piccolomini

Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…

Numerical Analysis · Mathematics 2009-09-14 S. L. Cotter , M. Dashti , A. M. Stuart

Indentation test is used with growing popularity for the characterization of various materials on different scales. Developed methods are combining the test with computer simulation and inverse analyses to assess material parameters…

Computational Physics · Physics 2015-07-14 Vladimir Buljak , Shwetank Pandey

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby
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