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We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…

Numerical Analysis · Mathematics 2015-04-01 Thorsten Hohage , Frank Werner

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

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

There has been an increasing interest in utilizing machine learning methods in inverse problems and imaging. Most of the work has, however, concentrated on image reconstruction problems, and the number of studies regarding the full solution…

Computational Physics · Physics 2024-10-10 Teemu Sahlström , Tanja Tarvainen

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We investigated the use of the Bayesian inference to restore noise-degraded images under conditions of spatially correlated noise. The generative statistical models used for the original image and the noise were assumed to obey…

Disordered Systems and Neural Networks · Physics 2009-11-07 Jun Tsuzurugi , Masato Okada

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Information Theory · Computer Science 2015-09-14 Zhiyuan Weng , Petar Djuric

Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most…

Machine Learning · Statistics 2024-12-18 Jonas Adler , Ozan Öktem

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

Statistics Theory · Mathematics 2019-11-01 Matthew M. Dunlop

The non-uniform surface temperature distribution of rotating active stars is routinely mapped with the Doppler Imaging technique. Inhomogeneities in the surface produce features in high-resolution spectroscopic observations that shift in…

Instrumentation and Methods for Astrophysics · Physics 2022-02-23 A. Asensio Ramos , C. Diaz Baso , O. Kochukhov

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract…

Probability · Mathematics 2011-05-11 Viet Ha Hoang

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

For $\mathcal{O}$ a bounded domain in $\mathbb{R}^d$ and a given smooth function $g:\mathcal{O}\to\mathbb{R}$, we consider the statistical nonlinear inverse problem of recovering the conductivity $f>0$ in the divergence form equation $$…

Statistics Theory · Mathematics 2020-03-09 Matteo Giordano , Richard Nickl

The problem of obtaining spectral densities from lattice data has been receiving great attention due to its importance in our understanding of scattering processes in Quantum Field Theory, with applications both in the Standard Model and…

High Energy Physics - Lattice · Physics 2024-09-09 Luigi Del Debbio , Alessandro Lupo , Marco Panero , Nazario Tantalo

In this paper, we prove optimal convergence rates results for regularisation methods for solving linear ill-posed operator equations in Hilbert spaces. The result generalises existing convergence rates results on optimality to general…

Functional Analysis · Mathematics 2015-11-11 Vinicius Albani , Peter Elbau , Maarten V. de Hoop , Otmar Scherzer

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We introduce a new method of Bayesian wavelet shrinkage for reconstructing a signal when we observe a noisy version. Rather than making the common assumption that the wavelet coefficients of the signal are independent, we allow for the…

Methodology · Statistics 2009-03-17 Graeme K. Ambler , Bernard W. Silverman
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