Related papers: Edge-promoting adaptive Bayesian experimental desi…
In this article, we study Bayesian inverse problems with multi-layered Gaussian priors. We first describe the conditionally Gaussian layers in terms of a system of stochastic partial differential equations. We build the computational…
The focus of this work is on spatial variable selection for scalar-on-image regression. We propose a new class of Bayesian nonparametric models, soft-thresholded Gaussian processes and develop the efficient posterior computation algorithms.…
The inverse design of metasurfaces faces inherent challenges due to the nonlinear and highly complex relationship between geometric configurations and their electromagnetic behavior. Traditional optimization approaches often suffer from…
Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…
The design of multiple experiments is commonly undertaken via suboptimal strategies, such as batch (open-loop) design that omits feedback or greedy (myopic) design that does not account for future effects. This paper introduces new…
This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…
Ordinary differential equation (ODE)-based diffusion models enable deterministic image synthesis, establishing a reversible mapping suitable for generative steganography. While prevailing methods strictly adhere to a standard normal prior,…
Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…
In the recent years, there has been a significant improvement in the quality of samples produced by (deep) generative models such as variational auto-encoders and generative adversarial networks. However, the representation capabilities of…
We introduce Diffusion Active Learning, a novel approach that combines generative diffusion modeling with data-driven sequential experimental design to adaptively acquire data for inverse problems. Although broadly applicable, we focus on…
This paper presents a novel Bayesian strategy for the estimation of smooth signals corrupted by Gaussian noise. The method assumes a smooth evolution of a succession of continuous signals that can have a numerical or an analytical…
Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…
We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by PDEs. The goal is to find a placement of sensors, at which experimental data are collected, so as to minimize the uncertainty in…
In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…
In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…
We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…
We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…
We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…
Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…
This paper develops a novel Bayesian approach for nonlinear regression with symmetric matrix predictors, often used to encode connectivity of different nodes. Unlike methods that vectorize matrices as predictors that result in a large…