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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

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

In this paper, we use the Bayesian inversion approach to study the data assimilation problem for a family of tumor growth models described by porous-medium type equations. The models contain uncertain parameters and are indexed by a…

Numerical Analysis · Mathematics 2024-02-14 Yu Feng , Liu Liu , Zhennan Zhou

This paper proposes a hierarchical, multi-resolution framework for the identification of model parameters and their spatially variability from noisy measurements of the response or output. Such parameters are frequently encountered in…

Mathematical Physics · Physics 2015-05-13 P. S. Koutsourelakis

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

Flow and transport in fractured geological media are strongly controlled by aperture heterogeneity and uncertainty in subsurface characterisation, yet most upscaling approaches rely on deterministic representations of fracture permeability.…

Computational Physics · Physics 2026-04-20 Sarah Perez , Florian Doster , Hannah Menke , Ahmed ElSheikh , Andreas Busch

This work deals with an inverse two-dimensional nonlinear heat conduction problem to determine the top and lateral surface transfer coefficients. For this, the \textsc{B}ayesian framework with the \textsc{M}arkov Chain \textsc{M}onte…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Julien Berger , Clemence Legros

High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically…

Optimization and Control · Mathematics 2020-12-30 Isaac Sunseri , Joseph Hart , Bart van Bloemen Waanders , Alen Alexanderian

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

Geostatistical seismic inversion is commonly used to infer the spatial distribution of the subsurface petro-elastic properties by perturbing the model parameter space through iterative stochastic sequential simulations/co-simulations. The…

Applications · Statistics 2018-10-19 Leonardo Azevedo , Vasily Demyanov

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

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

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Non-parametric inference for functional data over two-dimensional domains entails additional computational and statistical challenges, compared to the one-dimensional case. Separability of the covariance is commonly assumed to address these…

Methodology · Statistics 2021-03-19 Tomas Masak , Tomas Rubin , Victor Panaretos

In this study, the applicability of generalized polynomial chaos (gPC) expansion for land surface model parameter estimation is evaluated. We compute the (posterior) distribution of the critical hydrological parameters that are subject to…

Applications · Statistics 2019-10-21 Georgios Karagiannis , Zhangshuan Hou , Maoyi Huang , Guang Lin

A multiphysics data analytic platform is established for imaging poroelastic interfaces of finite permeability (e.g., hydraulic fractures) from elastic waveforms and/or acoustic pore pressure measurements. This is accomplished through…

Numerical Analysis · Mathematics 2022-03-02 Fatemeh Pourahmadian , Kevish Napal

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even with gradient information provided.…

Computation · Statistics 2018-03-19 Charanraj A. Thimmisetty , Wenju Zhao , Xiao Chen , Charles H. Tong , Joshua A. White
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