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We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Electromagnetic Inverse Scattering Problems (EISP) seek to reconstruct relative permittivity from scattered fields and are fundamental to applications like medical imaging. This inverse process is inherently ill-posed and highly nonlinear,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Yizhe Cheng , Chunxun Tian , Haoru Wang , Wentao Zhu , Xiaoxuan Ma , Yizhou Wang

Electrical impedance tomography (EIT) is a noninvasive imaging method whereby electrical measurements on the boundary of a conductive medium (the data) are taken according to a prescribed protocol set and inverted to map the internal…

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

Electrochemical Impedance Spectroscopy (EIS) and Equivalent Circuit Models (ECMs) are widely used to characterize the impedance and estimate parameters of electrochemical systems such as batteries. We use a generic ECM with ten parameters…

Systems and Control · Electrical Eng. & Systems 2024-03-18 Vladimir Sovljanski , Mario Paolone

In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…

Numerical Analysis · Mathematics 2018-12-04 Yuming Ba , Lijian Jiang

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

The inverse Gaussian (IG) is one of the most famous and considered distributions with positive support. We propose a convenient mode-based parameterization yielding the reparametrized IG (rIG) distribution; it allows/simplifies the use of…

Methodology · Statistics 2017-07-17 Antonio Punzo

This paper provides an analysis of the linearized inverse problem in multifrequency electrical impedance tomography. We consider an isotropic conductivity distribution with a finite number of unknown inclusions with different frequency…

Numerical Analysis · Mathematics 2016-10-06 Giovanni S. Alberti , Habib Ammari , Bangti Jin , Jin-Keun Seo , Wenlong Zhang

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

The problem of guaranteed parameter estimation (GPE) consists in enclosing the set of all possible parameter values, such that the model predictions match the corresponding measurements within prescribed error bounds. One of the bottlenecks…

Numerical Analysis · Mathematics 2018-10-30 Junyan Su , Yanlin Zha , Kai Wang , Mario E. Villanueva , Radoslav Paulen , Boris Houska

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

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

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

Recent applications of machine learning algorithms in the seismic domain have shown great potential in different areas such as seismic inversion and interpretation. However, such algorithms rarely enforce geophysical constraints - the lack…

Geophysics · Physics 2019-08-22 Motaz Alfarraj , Ghassan AlRegib

In groundwater contaminant remediation and risk assessment, it is important to identify parameters of the contaminant source and hydraulic conductivity field by solving an inverse problem. However, if the dimensionality of the inverse…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang

In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…

Computation · Statistics 2020-07-28 Simon L. Cotter , Ioannis G. Kevrekidis , Paul Russell

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

Optimal experimental design (OED) plays an important role in the problem of identifying uncertainty with limited experimental data. In many applications, we seek to minimize the uncertainty of a predicted quantity of interest (QoI) based on…

Optimization and Control · Mathematics 2022-01-06 Keyi Wu , Peng Chen , Omar Ghattas

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart