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Inverse problems in statistical physics are motivated by the challenges of `big data' in different fields, in particular high-throughput experiments in biology. In inverse problems, the usual procedure of statistical physics needs to be…

Disordered Systems and Neural Networks · Physics 2017-11-07 H. Chau Nguyen , Riccardo Zecchina , Johannes Berg

Machine learning (ML) has shown significant promise in studying complex geophysical dynamical systems, including turbulence and climate processes. Such systems often display sensitive dependence on initial conditions, reflected in positive…

Atmospheric and Oceanic Physics · Physics 2025-12-09 Zhewen Hou , Jiajin Sun , Subashree Venkatasubramanian , Peter Jin , Shuolin Li , Tian Zheng

Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geometric $p$-rough path ${\bf X}$ whose response $Y$, when…

Classical Analysis and ODEs · Mathematics 2026-03-30 Thomas Morrish , Theodore Papamarkou , Anastasia Papavasiliou , Yang Zhao

Inverse problems arise in a variety of imaging applications including computed tomography, non-destructive testing, and remote sensing. The characteristic features of inverse problems are the non-uniqueness and instability of their…

Numerical Analysis · Mathematics 2020-06-09 Markus Haltmeier , Linh V. Nguyen

In this paper, we consider the inverse problem of determining the permeability of the subsurface from hydraulic head measurements, within the framework of a steady Darcy model of groundwater flow. We study geometrically defined prior…

Statistics Theory · Mathematics 2015-06-18 Marco A. Iglesias , Kui Lin , Andrew M. Stuart

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

A mathematical model is a function taking certain arguments and returning a theoretical prediction of a feature of a physical system. The arguments to the mathematical model can be split into two groups; (a) controllable variables of the…

Methodology · Statistics 2025-10-15 Antony M. Overstall , James M. McGree

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

Diffusion models have made remarkable progress in solving various inverse problems, attributing to the generative modeling capability of the data manifold. Posterior sampling from the conditional score function enable the precious data…

Computer Vision and Pattern Recognition · Computer Science 2024-07-16 Jinghao Zhang , Zizheng Yang , Qi Zhu , Feng Zhao

Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

Inverse problems occur in a variety of parameter identification tasks in engineering. Such problems are challenging in practice, as they require repeated evaluation of computationally expensive forward models. We introduce a unifying…

Optimization and Control · Mathematics 2022-05-02 Simon Weissmann , Ashia Wilson , Jakob Zech

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

Geophysical inversion attempts to estimate the distribution of physical properties in the Earth's interior from observations collected at or above the surface. Inverse problems are commonly posed as least-squares optimization problems in…

Geophysics · Physics 2019-05-22 Vladimir Puzyrev

We introduce a novel formulation for geometry on discrete points. It is based on a universal differential calculus, which gives a geometric description of a discrete set by the algebra of functions. We expand this mathematical framework so…

Mathematical Physics · Physics 2020-02-11 Yuuya Takayama

Delay embedding---a method for reconstructing dynamical systems by delay coordinates---is widely used to forecast nonlinear time series as a model-free approach. When multivariate time series are observed, several existing frameworks can be…

Machine Learning · Statistics 2019-07-04 Shunya Okuno , Kazuyuki Aihara , Yoshito Hirata

A 3-D inverse medium problem in the frequency domain is considered. Another name for this problem is Coefficient Inverse Problem. The goal is to reconstruct spatially distributed dielectric constants from scattering data. Potential…

Numerical Analysis · Mathematics 2016-05-23 Michael V. Klibanov , Hui Liu , Loc H. Nguyen

Inference of physical parameters from reference data is a well studied problem with many intricacies (inconsistent sets of data due to experimental systematic errors, approximate physical models...). The complexity is further increased when…

Data Analysis, Statistics and Probability · Physics 2017-09-06 Pascal Pernot , Fabien Cailliez

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Inferring seabed topography from wave height observations is fundamental to tsunami hazard assessment, coastal planning, and large scale ocean circulation modeling. Classical inversion models typically rely on direct sensing or optimization…

Atmospheric and Oceanic Physics · Physics 2025-09-03 Aoming Liang , Qi Liu , Weicheng Cui

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