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A recently developed measure-theoretic framework solves a stochastic inverse problem (SIP) for models where uncertainties in model output data are predominantly due to aleatoric (i.e., irreducible) uncertainties in model inputs (i.e.,…

Numerical Analysis · Mathematics 2023-02-15 Michael Pilosov , Carlos del-Castillo-Negrete , Tian Yu Yen , Troy Butler , Clint Dawson

Model selection in machine learning (ML) is a crucial part of the Bayesian learning procedure. Model choice may impose strong biases on the resulting predictions, which can hinder the performance of methods such as Bayesian neural networks…

Machine Learning · Statistics 2022-08-09 Simón Rodríguez Santana , Luis A. Ortega , Daniel Hernández-Lobato , Bryan Zaldívar

Invariant prediction [Peters et al., 2016] analyzes feature/outcome data from multiple environments to identify invariant features - those with a stable predictive relationship to the outcome. Such features support generalization to new…

Machine Learning · Statistics 2025-07-10 Luhuan Wu , Mingzhang Yin , Yixin Wang , John P. Cunningham , David M. Blei

In a Bayesian approach for solving linear inverse problems one needs to specify the prior laws for calculation of the posterior law. A cost function can also be defined in order to have a common tool for various Bayesian estimators which…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Stéphane Brette , Ali Mohammad-Djafari , Jérôme Idier

Inverse problems are paramount in Science and Engineering. In this paper, we consider the setup of Statistical Inverse Problem (SIP) and demonstrate how Stochastic Gradient Descent (SGD) algorithms can be used in the linear SIP setting. We…

Machine Learning · Statistics 2022-11-29 Yuri R. Fonseca , Yuri F. Saporito

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

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

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

Seismic inverse modeling is a common method in reservoir prediction and it plays a vital role in the exploration and development of oil and gas. Conventional seismic inversion method is difficult to combine with complicated and abstract…

Machine Learning · Statistics 2021-06-09 Pengfei Xie , YanShu Yin , JiaGen Hou , Mei Chen , Lixin Wang

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

The main contribution of this paper is to develop a hierarchical Bayesian formulation of PINNs for linear inverse problems, which is called BPINN-IP. The proposed methodology extends PINN to account for prior knowledge on the nature of the…

Machine Learning · Statistics 2026-02-05 Ali Mohammad-Djafari

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

We consider state and parameter estimation for compartmental models having both time-varying and time-invariant parameters. Though the described Bayesian computational framework is general, we look at a specific application to the…

Computational Engineering, Finance, and Science · Computer Science 2023-11-07 Brandon Robinson , Philippe Bisaillon , Jodi D. Edwards , Tetyana Kendzerska , Mohammad Khalil , Dominique Poirel , Abhijit Sarkar

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

Stochastic reaction network models are often used to explain and predict the dynamics of gene regulation in single cells. These models usually involve several parameters, such as the kinetic rates of chemical reactions, that are not…

Computation · Statistics 2020-01-07 Thomas A. Catanach , Huy D. Vo , Brian Munsky

To quantify how well theoretical predictions of structural ensembles agree with experimental measurements, we depend on the accuracy of forward models. These models are computational frameworks that generate observable quantities from…

Biological Physics · Physics 2025-11-04 Robert M. Raddi , Tim Marshall , Vincent A. Voelz

Self-organizing systems demonstrate how simple local rules can generate complex stochastic patterns. Many natural systems rely on such dynamics, making self-organization central to understanding natural complexity. A fundamental challenge…

Adaptation and Self-Organizing Systems · Physics 2026-01-12 Elias Najarro , Nicolas Bessone , Sebastian Risi
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