Related papers: Unscented Kalman Inversion: Efficient Gaussian App…
The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
This paper proposes a probabilistic approach to the problem of intrinsic filtering of a system on a matrix Lie group with invariance properties. The problem of an invariant continuous-time model with discrete-time measurements is cast into…
This paper presents an improved technique for solving the inverse problem in magnetic induction tomography (MIT) by considering skin and proximity effects in coils. MIT is a non-contact, noninvasive, and low-cost imaging modality for…
Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…
Diffusion models can generate a variety of high-quality images by modeling complex data distributions. Trained diffusion models can also be very effective image priors for solving inverse problems. Most of the existing diffusion-based…
Inference and simulation in the context of high-dimensional dynamical systems remain computationally challenging problems. Some form of dimensionality reduction is required to make the problem tractable in general. In this paper, we propose…
Solving Bayesian inference problems approximately with variational approaches can provide fast and accurate results. Capturing correlation within the approximation requires an explicit parametrization. This intrinsically limits this…
For linear inverse problems with Gaussian priors and Gaussian observation noise, the posterior is Gaussian, with mean and covariance determined by the conditioning formula. The covariance is the central object for uncertainty…
The augmented, iterated Kalman smoother is applied to system identification for inverse problems in evolutionary differential equations. In the augmented smoother, the unknown, time-dependent coefficients are included in the state vector,…
This paper addresses the problem of designing the {\it continuous-discrete} unscented Kalman filter (UKF) implementation methods. More precisely, the aim is to propose the MATLAB-based UKF algorithms for {\it accurate} and {\it robust}…
We consider efficient methods for computing solutions to and estimating uncertainties in dynamic inverse problems, where the parameters of interest may change during the measurement procedure. Compared to static inverse problems,…
Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…
This work proposes a novel Alternating Direction Method of Multipliers (ADMM)-based Ensemble Kalman Inversion (EKI) algorithm for solving constrained nonlinear model predictive control (NMPC) problems. First, stage-wise nonlinear inequality…
We consider the Ensemble Kalman Inversion which has been recently introduced as an efficient, gradient-free optimisation method to estimate unknown parameters in an inverse setting. In the case of large data sets, the Ensemble Kalman…
Likelihood-free (a.k.a. simulation-based) inference problems are inverse problems with expensive, or intractable, forward models. ODE inverse problems are commonly treated as likelihood-free, as their forward map has to be numerically…
This work addresses image restoration tasks through the lens of inverse problems using unpaired datasets. In contrast to traditional approaches -- which typically assume full knowledge of the forward model or access to paired degraded and…
The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…
In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…
We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…