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The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…

Numerical Analysis · Mathematics 2019-05-22 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Efficient assessment of convolved hidden Markov models is discussed. The bottom-layer is defined as an unobservable categorical first-order Markov chain, while the middle-layer is assumed to be a Gaussian spatial variable conditional on the…

Geophysics · Physics 2017-10-19 Torstein Fjeldstad , Henning Omre

The inverse problem which consists of determining the flow at the Earth's Core Mantle Boundary according to an outer core magnetic field and secular variation model, has been investigated through a Bayesian formalism. To circumvent the…

Geophysics · Physics 2015-06-17 Julien Baerenzung , Matthias Holschneider , Vincent Lesur

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

The Bayesian update can be viewed as a variational problem by characterizing the posterior as the minimizer of a functional. The variational viewpoint is far from new and is at the heart of popular methods for posterior approximation.…

Statistics Theory · Mathematics 2018-11-05 Nicolas Garcia Trillos , Daniel Sanz-Alonso

We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and…

Numerical Analysis · Mathematics 2021-11-08 Giacomo Garegnani

As a Bayesian approach to fitting motorway traffic flow models remains rare in the literature, we explore empirically the sampling challenges this approach offers which have to do with the strong correlations and multi-modality of the…

Computation · Statistics 2021-08-11 Jeremie Coullon , Yvo Pokern

The problem of tracking the source of a passive scalar in a turbulent flow is relevant to flying insect behavior and several other applications. Extensive previous work has shown that certain Bayesian strategies, such as "infotaxis," can be…

Fluid Dynamics · Physics 2025-03-07 Robin A. Heinonen , Luca Biferale , Antonio Celani , Massimo Vergassola

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

Gravity inversion is a commonly applied data analysis technique in the field of geophysics. While machine learning methods have previously been explored for the problem of gravity inversion, these are deterministic approaches returning a…

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

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…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann

We study the instantaneous inference of an unbounded planar flow from sparse noisy pressure measurements. The true flow field comprises one or more regularized point vortices of various strength and size. We interpret the true flow's…

Fluid Dynamics · Physics 2024-05-08 Jeff D. Eldredge , Mathieu Le Provost

Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…

Instrumentation and Methods for Astrophysics · Physics 2024-09-17 Marco Raveri , Cyrille Doux , Shivam Pandey

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

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

Machine Learning · Statistics 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis