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In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

Statistics Theory · Mathematics 2025-05-06 Tomoya Wakayama , Masaaki Imaizumi

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

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

The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru

Data dispersed across multiple files are commonly integrated through probabilistic linkage methods, where even minimal error rates in record matching can significantly contaminate subsequent statistical analyses. In regression problems, we…

Statistics Theory · Mathematics 2024-09-18 Abhisek Chakraborty , Saptati Datta

We consider the Bayesian approach to the inverse problem of recovering the shape of an object from measurements of its scattered acoustic field. Working in the time-harmonic setting, we focus on a Helmholtz transmission problem and then…

Analysis of PDEs · Mathematics 2024-10-31 Safiere Kuijpers , Laura Scarabosio

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…

Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

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

It has been shown both experimentally and theoretically that sparse signal recovery can be significantly improved given that part of the signal's support is known \emph{a priori}. In practice, however, such prior knowledge is usually…

Information Theory · Computer Science 2014-10-21 Jun Fang , Yanning Shen , Fuwei Li , Hongbin Li

Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…

Machine Learning · Computer Science 2018-11-26 Zi Wang , Beomjoon Kim , Leslie Pack Kaelbling

This paper deals with Bayesian inference of a mixture of Gaussian distributions. A novel formulation of the mixture model is introduced, which includes the prior constraint that each Gaussian component is always assigned a minimal number of…

Methodology · Statistics 2014-05-21 Colin J. Stoneking

In this paper, we consider the inverse problem of determining the location and the shape of a sound-soft obstacle from the modulus of the far-field data for a single incident plane wave. By adding a reference ball artificially to the…

Numerical Analysis · Mathematics 2018-04-17 Heping Dong , Deyue Zhang , Yukun Guo

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

Some calculations of parton distributions from first principles only give access to a limited range of Fourier modes of the function to reconstruct. We present a physically motivated procedure to regularize the inverse integral problem…

High Energy Physics - Lattice · Physics 2024-12-09 Hervé Dutrieux , Joseph Karpie , Kostas Orginos , Savvas Zafeiropoulos
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