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We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

Statistics Theory · Mathematics 2018-03-16 William Weimin Yoo , Subhashis Ghosal

This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…

Analysis of PDEs · Mathematics 2025-04-25 Qi Lü , Yu Wang

Using quasi-Newton methods in stochastic optimization is not a trivial task given the difficulty of extracting curvature information from the noisy gradients. Moreover, pre-conditioning noisy gradient observations tend to amplify the noise.…

Optimization and Control · Mathematics 2024-04-02 Andre Carlon , Luis Espath , Raul Tempone

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

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

We consider the problem of assessing goodness of fit of a single Bayesian model to the observed data in the inverse problem context. A novel procedure of goodness of fit test is proposed, based on construction of reference distributions…

Methodology · Statistics 2020-05-04 Sourabh Bhattacharya

Inverse problems lend themselves naturally to a Bayesian formulation, in which the quantity of interest is a posterior distribution of state and/or parameters given some uncertain observations. For the common case in which the forward…

Methodology · Statistics 2013-08-20 Kody J. H. Law

A common defect found when reproducing old vinyl and gramophone recordings with mechanical devices are the long pulses with significant low-frequency content caused by the interaction of the arm-needle system with deep scratches or even…

Audio and Speech Processing · Electrical Eng. & Systems 2024-11-12 Hugo Tremonte de Carvalho , Flávio Rainho Ávila , Luiz Wagner Pereira Biscainho

We present a Bayesian data fusion method to approximate a posterior distribution from an ensemble of particle estimates that only have access to subsets of the data. Our approach relies on approximate probabilistic inference of model…

Computation · Statistics 2020-10-28 Caleb Miller , Michael D. Schneider , Jem N. Corcoran , Jason Bernstein

We consider the inverse problem of quantitative reconstruction of properties (e.g., bulk modulus, density) of visco-acoustic materials based on measurements of responding waves after stimulation of the medium. Numerical reconstruction is…

Analysis of PDEs · Mathematics 2022-09-20 Florian Faucher , Otmar Scherzer

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

Applications · Statistics 2016-11-18 Anna Sikov

This paper studies the formulation, well-posedness, and numerical solution of Bayesian inverse problems on metric graphs, in which the edges represent one-dimensional wires connecting vertices. We focus on the inverse problem of recovering…

Analysis of PDEs · Mathematics 2026-03-30 David Bolin , Wenwen Li , Daniel Sanz-Alonso

In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…

Numerical Analysis · Mathematics 2024-12-05 Julianne Chung , Scot M. Miller , Malena Sabate Landman , Arvind K. Saibaba

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

We introduce a Bayesian estimation approach for the passive localization of an acoustic source in shallow water using a single mobile receiver. The proposed probabilistic focalization method estimates the time-varying source location in the…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Luisa Watkins , Pietro Stinco , Alessandra Tesei , Florian Meyer

In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we…

Machine Learning · Statistics 2020-07-17 Ali Siahkoohi , Gabrio Rizzuti , Philipp A. Witte , Felix J. Herrmann

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

Inverse problems, which involve estimating parameters from incomplete or noisy observations, arise in various fields such as medical imaging, geophysics, and signal processing. These problems are often ill-posed, requiring regularization…

Image and Video Processing · Electrical Eng. & Systems 2026-03-03 Shadab Ahamed , Eldad Haber

This work studies the inverse problem of photoacoustic tomography (more precisely, the acoustic subproblem) as the identification of a space-dependent source parameter. The model consists of a wave equation involving a time-fractional…

Numerical Analysis · Mathematics 2025-04-29 Phuoc-Truong Huynh , Barbara Kaltenbacher
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