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In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is important in applications such as hydrology, but the…

Computation · Statistics 2014-12-16 Alex Beskos , Ajay Jasra , Ege Muzaffer , Andrew Stuart

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

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability…

Numerical Analysis · Mathematics 2023-01-04 Zhan Fei Yeo , Viet Ha Hoang

This study extends the flow measurement method initially proposed in [22] to three-dimensional scenarios, addressing the growing need for accurate and efficient non-contact flow measurement techniques in complex hydrodynamic environments.…

Numerical Analysis · Mathematics 2025-03-18 Jiwei Li , Lingyun Qiu , Zhongjing Wang , Hui Yu

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse…

Methodology · Statistics 2014-04-14 Noemi Petra , James Martin , Georg Stadler , Omar Ghattas

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

Machine Learning · Computer Science 2025-02-11 Sarthak Mittal , Niels Leif Bracher , Guillaume Lajoie , Priyank Jaini , Marcus Brubaker

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

Analysis of PDEs · Mathematics 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

In this work, we are interested in the determination of the shape of the scatterer for the two dimensional time harmonic inverse medium scattering problems in acoustics. The scatterer is assumed to be a piecewise constant function with a…

Numerical Analysis · Mathematics 2021-01-12 J. Huang , Z. Deng , L. Xu

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of the total variation. On the other hand, sparse or noisy data often demands a…

Optimization and Control · Mathematics 2020-04-13 Oliver R. A. Dunbar , Matthew M. Dunlop , Charles M. Elliott , Viet Ha Hoang , Andrew M. Stuart

Vision-Language Latent Diffusion Models (LDMs) (Rombach et al., 2022) provide powerful generative priors for inverse problems. However, existing LDM-based inverse solvers typically require a large number of neural function evaluations…

Machine Learning · Statistics 2026-05-11 Alessio Spagnoletti , Tim Y. J. Wang , Marcelo Pereyra , O. Deniz Akyildiz

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

Bayesian filtering and smoothing for high-dimensional nonlinear dynamical systems are fundamental yet challenging problems in many areas of science and engineering. In this work, we propose FLUID, a flow-based unified amortized inference…

Machine Learning · Statistics 2026-04-27 Tiangang Cui , Xiaodong Feng , Chenlong Pei , Xiaoliang Wan , Tao Zhou