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This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

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

For computational efficiency, surrogate models have been used to emulate mathematical simulators for physical or biological processes. High-speed simulation is crucial for conducting uncertainty quantification (UQ) when the simulation is…

Machine Learning · Computer Science 2022-11-21 Lixiang Zhang , Jia Li

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Hamiltonian Monte Carlo (HMC) is a powerful and accurate method to sample from the posterior distribution in Bayesian inference. However, HMC techniques are computationally demanding for Bayesian neural networks due to the high…

Machine Learning · Statistics 2025-09-11 Ponkrshnan Thiagarajan , Tamer A. Zaki , Michael D. Shields

Uncertainty quantification plays an important role in achieving trustworthy and reliable learning-based computational imaging. Recent advances in generative modeling and Bayesian neural networks have enabled the development of…

Image and Video Processing · Electrical Eng. & Systems 2025-10-07 Canberk Ekmekci , Mujdat Cetin

Multidimensional scaling (MDS) is widely used to reconstruct a low-dimensional representation of high-dimensional data while preserving pairwise distances. However, Bayesian MDS approaches based on Markov chain Monte Carlo (MCMC) face…

Methodology · Statistics 2026-02-26 Jiarui Zhang , Jiguo Cao , Liangliang Wang

Estimation of spatially-varying parameters for computationally expensive forward models governed by partial differential equations is addressed. A novel multiscale Bayesian inference approach is introduced based on deep probabilistic…

Machine Learning · Statistics 2022-03-02 Yingzhi Xia , Nicholas Zabaras

Established methods for unsupervised representation learning such as variational autoencoders produce none or poorly calibrated uncertainty estimates making it difficult to evaluate if learned representations are stable and reliable. In…

Machine Learning · Computer Science 2022-08-24 Marco Miani , Frederik Warburg , Pablo Moreno-Muñoz , Nicke Skafte Detlefsen , Søren Hauberg

Finite element model updating is challenging because 1) the problem is oftentimes underdetermined while the measurements are limited and/or incomplete; 2) many combinations of parameters may yield responses that are similar with respect to…

Applications · Statistics 2021-07-28 Kai Zhou , Jiong Tang

Bayesian inference for hierarchical models can be very challenging. MCMC methods have difficulty scaling to large models with many observations and latent variables. While variational inference (VI) and reweighted wake-sleep (RWS) can be…

Machine Learning · Statistics 2025-03-12 Thomas Heap , Sam Bowyer , Laurence Aitchison

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

Uncertainty estimation in Neural Networks (NNs) is vital in improving reliability and confidence in predictions, particularly in safety-critical applications. Bayesian Neural Networks (BayNNs) with Dropout as an approximation offer a…

Machine Learning · Computer Science 2024-01-12 Soyed Tuhin Ahmed , Kamal Danouchi , Michael Hefenbrock , Guillaume Prenat , Lorena Anghel , Mehdi B. Tahoori

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

Neural networks (NNs) can achieved high performance in various fields such as computer vision, and natural language processing. However, deploying NNs in resource-constrained safety-critical systems has challenges due to uncertainty in the…

Machine Learning · Computer Science 2024-01-17 Soyed Tuhin Ahmed

The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…

Image and Video Processing · Electrical Eng. & Systems 2022-09-28 Matteo Ferrante , Tommaso Boccato , Nicola Toschi

The topic of deep learning has seen a surge of interest in recent years both within and outside of the field of Statistics. Deep models leverage both nonlinearity and interaction effects to provide superior predictions in many cases when…

Methodology · Statistics 2020-09-18 Paul A. Parker , Scott H. Holan

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

This study aims to comprehensively investigate the deep ensemble approach, an approximate Bayesian inference, in the multi-output regression task for predicting the aerodynamic performance of a missile configuration. To this end, the effect…

Machine Learning · Computer Science 2023-11-27 Sunwoong Yang , Kwanjung Yee