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Foundation models have recently gained attention within the field of machine learning thanks to its efficiency in broad data processing. While researchers had attempted to extend this success to time series models, the main challenge is…

Machine Learning · Computer Science 2023-11-22 Trang H. Tran , Lam M. Nguyen , Kyongmin Yeo , Nam Nguyen , Roman Vaculin

The solution of inverse problems is of fundamental interest in medical and astronomical imaging, geophysics as well as engineering and life sciences. Recent advances were made by using methods from machine learning, in particular deep…

Computer Vision and Pattern Recognition · Computer Science 2023-12-29 Moritz Piening , Fabian Altekrüger , Johannes Hertrich , Paul Hagemann , Andrea Walther , Gabriele Steidl

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

In this paper we focus on a type of inverse problem in which the data is expressed as an unknown function of the sought and unknown model function (or its discretised representation as a model parameter vector). In particular, we deal with…

Applications · Statistics 2019-08-19 Dalia Chakrabarty , Prasenjit Saha

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…

Machine Learning · Computer Science 2023-05-24 Lucas Clarté , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Deep generative frameworks including GANs and normalizing flow models have proven successful at filling in missing values in partially observed data samples by effectively learning -- either explicitly or implicitly -- complex,…

Machine Learning · Computer Science 2021-04-06 Edgar A. Bernal

We study the sample complexity of Bayesian recovery for solving inverse problems with general prior, forward operator and noise distributions. We consider posterior sampling according to an approximate prior $\mathcal{P}$, and establish…

Machine Learning · Computer Science 2025-12-02 Ben Adcock , Nick Huang

We consider the problem of performing inverse reinforcement learning when the trajectory of the expert is not perfectly observed by the learner. Instead, a noisy continuous-time observation of the trajectory is provided to the learner. This…

Robotics · Computer Science 2017-10-30 Shervin Shahryari , Prashant Doshi

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

Inferring unknown initial states in shock-dominated compressible flows from sparse and noisy measurements is a challenging ill-posed inverse problem due to nonlinear wave interactions and limited sensing. In this work, we develop a…

Machine Learning · Computer Science 2026-05-20 Bipin Tiwari , Muhammad Abid , Omer San

Intelligent agents must be able to articulate its own uncertainty. In this work, we show that pre-trained sequence models are naturally capable of probabilistic reasoning over exchangeable data points -- forming informed beliefs and…

Machine Learning · Statistics 2024-12-02 Naimeng Ye , Hongseok Namkoong

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

Deep-learning models for traffic data prediction can have superior performance in modeling complex functions using a multi-layer architecture. However, a major drawback of these approaches is that most of these approaches do not offer…

Machine Learning · Computer Science 2024-07-04 Agnimitra Sengupta , Sudeepta Mondal , Adway Das , S. Ilgin Guler

Semi-supervised learning has emerged as an appealing strategy to train deep models with limited supervision. Most prior literature under this learning paradigm resorts to dual-based architectures, typically composed of a teacher-student…

Computer Vision and Pattern Recognition · Computer Science 2022-03-08 Martin Van Waerebeke , Gregory Lodygensky , Jose Dolz

We provide a clear and concise introduction to the subjects of inverse problems and data assimilation, and their inter-relations. The first part of our notes covers inverse problems; this refers to the study of how to estimate unknown model…

Methodology · Statistics 2023-02-15 Daniel Sanz-Alonso , Andrew M. Stuart , Armeen Taeb

We present SURE-Score: an approach for learning score-based generative models using training samples corrupted by additive Gaussian noise. When a large training set of clean samples is available, solving inverse problems via score-based…

Machine Learning · Computer Science 2025-04-23 Asad Aali , Marius Arvinte , Sidharth Kumar , Jonathan I. Tamir

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan
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