Related papers: On bayesian estimation and proximity operators
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…
Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…
This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed…
In high-dimensional sparse regression, the \textsc{Lasso} estimator offers excellent theoretical guarantees but is well-known to produce biased estimates. To address this, \cite{Javanmard2014} introduced a method to ``debias" the…
The recovery of images from the observations that are degraded by a linear operator and further corrupted by Poisson noise is an important task in modern imaging applications such as astronomical and biomedical ones. Gradient-based…
In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…
An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…
This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…
Denoiser models have become powerful tools for inverse problems, enabling the use of pretrained networks to approximate the score of a smoothed prior distribution. These models are often used in heuristic iterative schemes aimed at solving…
We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…
Bayesian estimation methods for sparse blind deconvolution problems conventionally employ Bernoulli-Gaussian (BG) prior for modeling sparse sequences and utilize Markov Chain Monte Carlo (MCMC) methods for the estimation of unknowns.…
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…
In this work, we address the problem of estimating sparse communication channels in OFDM systems in the presence of carrier frequency offset (CFO) and unknown noise variance. To this end, we consider a convex optimization problem, including…
We address the problem of signal denoising via transform-domain shrinkage based on a novel $\textit{risk}$ criterion called the minimum probability of error (MPE), which measures the probability that the estimated parameter lies outside an…
To solve inverse problems, plug-and-play (PnP) methods replace the proximal step in a convex optimization algorithm with a call to an application-specific denoiser, often implemented using a deep neural network (DNN). Although such methods…
This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…
Image deblurring is a notoriously challenging ill-posed inverse problem. In recent years, a wide variety of approaches have been proposed based upon regularization at the level of the image or on techniques from machine learning. We propose…
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…
The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…
In image denoising problems, one widely-adopted approach is to minimize a regularized data-fit objective function, where the data-fit term is derived from a physical image acquisition model. Typically the regularizer is selected with two…