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The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

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

The computational complexity of MCMC methods for the exploration of complex probability measures is a challenging and important problem. A challenge of particular importance arises in Bayesian inverse problems where the target distribution…

Statistics Theory · Mathematics 2014-10-23 Sebastian J. Vollmer

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

Tomographic imaging is useful for revealing the internal structure of a 3D sample. Classical reconstruction methods treat the object of interest as a vector to estimate its value. Such an approach, however, can be inefficient in analyzing…

Applications · Statistics 2022-04-06 Sanket R. Jantre , Zichao Wendy Di

This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…

Machine Learning · Computer Science 2026-03-18 Qing-Mei Yang , Da-Qing Zhang

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to…

Mathematical Physics · Physics 2009-12-03 Andrea A. Almasy

In this paper, we introduce a novel, data-driven approach for solving high-dimensional Bayesian inverse problems based on partial differential equations (PDEs), called Weak Neural Variational Inference (WNVI). The method complements real…

Machine Learning · Statistics 2024-07-31 Vincent C. Scholz , Yaohua Zang , Phaedon-Stelios Koutsourelakis

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…

Numerical Analysis · Mathematics 2022-03-29 Xiao-Mei Yang , Zhi-Liang Deng

This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

We solve the inverse problem of deblurring a pixelized image of Jupiter using regularized deconvolution and by sample-based Bayesian inference. By efficiently sampling the marginal posterior distribution for hyperparameters, then the full…

Computation · Statistics 2016-02-24 Colin Fox , Richard A. Norton

Data for several applications in diverse fields can be represented as multiple matrices that are linked across rows or columns. This is particularly common in molecular biomedical research, in which multiple molecular "omics" technologies…

Machine Learning · Statistics 2024-08-02 Eric F. Lock

This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to…

Data Analysis, Statistics and Probability · Physics 2011-01-19 Nicolas Dobigeon , Alfred O. Hero , Jean-Yves Tourneret

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

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

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…

Computation · Statistics 2024-07-16 Angelina Senchukova , Felipe Uribe , Lassi Roininen