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We consider the problem of adaptive stratified sampling for Monte Carlo integration of a differentiable function given a finite number of evaluations to the function. We construct a sampling scheme that samples more often in regions where…
We consider the problem of reconstructing one-dimensional point sources from their Fourier measurements in a bounded interval $[-\Omega, \Omega]$. This problem is known to be challenging in the regime where the spacing of the sources is…
Markov Chain Monte Carlo (MCMC) algorithms are routinely used to draw samples from distributions with intractable normalization constants. However, standard MCMC algorithms do not apply to doubly-intractable distributions in which there are…
We propose a new compressive imaging method for reconstructing 2D or 3D objects from their scattered wave-field measurements. Our method relies on a novel, nonlinear measurement model that can account for the multiple scattering phenomenon,…
The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…
This paper presents an adaptive and intelligent sparse model for digital image sampling and recovery. In the proposed sampler, we adaptively determine the number of required samples for retrieving image based on space-frequency-gradient…
Pan-sharpening algorithms utilize a panchromatic image and a multispectral image to generate a high spatial and high spectral image. However, the optimizations of the algorithms are designed with different standards. We employ a simple…
In recent years, the shortcomings of Bayesian posteriors as inferential devices have received increased attention. A popular strategy for fixing them has been to instead target a Gibbs measure based on losses that connect a parameter of…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
Geophysicists have widely used Least-squares reverse-time migration (LSRTM) to obtain high-resolution images of the subsurface. However, LSRTM needs an accurate velocity model similar to other migration methods. Otherwise, it suffers from…
High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…
We propose a method to efficiently integrate truncated probability densities. The method uses Markov chain Monte Carlo method to sample from a probability density matching the function being integrated. The required normalisation or…
In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…
Markov chain sampling methods that automatically adapt to characteristics of the distribution being sampled can be constructed by exploiting the principle that one can sample from a distribution by sampling uniformly from the region under…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
Unnormalized probability distributions are central to modeling complex physical systems across various scientific domains. Traditional sampling methods, such as Markov Chain Monte Carlo (MCMC), often suffer from slow convergence, critical…
Fourier ptychography (FP) is a recently proposed computational imaging technique for high space-bandwidth product imaging. In real setups such as endoscope and transmission electron microscope, the common sample motion largely degrades the…
Undersampling the k-space during MR acquisitions saves time, however results in an ill-posed inversion problem, leading to an infinite set of images as possible solutions. Traditionally, this is tackled as a reconstruction problem by…
Ocean-bottom seismic plays a crucial role in resource exploration and monitoring. However, despite its undoubted potential, the use of coarse receiver geometries poses challenges to accurate wavefield redatuming. This in turn, affects the…