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In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…

Hydrogeologic models are commonly over-smoothed relative to reality, owing to the difficulty of obtaining accurate high-resolution information about the subsurface. When used in an inversion context, such models may introduce systematic…

Spectral Theory · Mathematics 2018-01-17 Scott K. Hansen , Jiachuan He , Velimir V. Vesselinov

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

Inverse scattering aims to infer information about a hidden object by using the received scattered waves and training data collected from forward mathematical models. Recent advances in computing have led to increasing attention towards…

Applications · Statistics 2023-05-03 Chih-Li Sung , Yao Song , Ying Hung

In hydrology, modeling streamflow remains a challenging task due to the limited availability of basin characteristics information such as soil geology and geomorphology. These characteristics may be noisy due to measurement errors or may be…

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

In this study, the applicability of generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We compute the (posterior) distribution of the critical hydrological parameters that are subject to…

Applications · Statistics 2019-10-21 Georgios Karagiannis , Zhangshuan Hou , Maoyi Huang , Guang Lin

Geophysical models of the atmosphere and ocean invariably involve parameterizations. These represent two distinct areas: Subgrid processes that the model cannot resolve, and diabatic sources in the equations, due to radiation for example.…

In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…

Methodology · Statistics 2020-08-04 Tony Tohme , Kevin Vanslette , Kamal Youcef-Toumi

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

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

A framework for robust optimization under uncertainty based on the use of the generalized inverse distribution function (GIDF), also called quantile function, is here proposed. Compared to more classical approaches that rely on the usage of…

Optimization and Control · Mathematics 2014-07-18 Domenico Quagliarella , Giovanni Petrone , Gianluca Iaccarino

Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…

Machine Learning · Statistics 2022-10-25 David Widmann , Fredrik Lindsten , Dave Zachariah

The application of machine learning to physics problems is widely found in the scientific literature. Both regression and classification problems are addressed by a large array of techniques that involve learning algorithms. Unfortunately,…

Machine Learning · Computer Science 2022-10-03 Umberto Michelucci , Francesca Venturini

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

We consider the task of solving generic inverse problems, where one wishes to determine the hidden parameters of a natural system that will give rise to a particular set of measurements. Recently many new approaches based upon deep learning…

Machine Learning · Computer Science 2021-10-13 Simiao Ren , Willie Padilla , Jordan Malof

Parameterization (closure) schemes in numerical weather and climate prediction models account for the effects of physical processes that cannot be resolved explicitly by these models. Methods for finding physical parameterization schemes…

Mathematical Physics · Physics 2015-06-11 Alexander Bihlo , George Bluman