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The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

Computation · Statistics 2016-02-17 Shiwei Lan , Tan Bui-Thanh , Mike Christie , Mark Girolami

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

We study Bayesian methods for large-scale linear inverse problems, focusing on the challenging task of hyperparameter estimation. Typical hierarchical Bayesian formulations that follow a Markov Chain Monte Carlo approach are possible for…

Numerical Analysis · Mathematics 2024-01-05 Khalil A Hall-Hooper , Arvind K Saibaba , Julianne Chung , Scot M Miller

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

Statistics Theory · Mathematics 2007-06-13 Jean-François Angers , Peter T. Kim

The smoothing spline is one of the most popular curve-fitting methods, partly because of empirical evidence supporting its effectiveness and partly because of its elegant mathematical formulation. However, there are two obstacles that…

Statistics Theory · Mathematics 2012-09-11 Yu Ryan Yue , Daniel Simpson , Finn Lindgren , Håvard Rue

Stochastic reservoir characterization, a critical aspect of subsurface exploration for oil and gas reservoirs, relies on stochastic methods to model and understand subsurface properties using seismic data. This paper addresses the…

Applications · Statistics 2024-03-07 Karen S Auestad , The Tien Mai , Mina Spremic , Jo Eidsvik

A two-dimensional tomographic problem is studied. The target is assumed to be a homogeneous object bounded by a smooth curve. A Non Uniform Rational Basis Splines (NURBS) curve is used as computational representation of the boundary. This…

Numerical Analysis · Mathematics 2017-08-08 Heikki Haario , Aki Kallonen , Marko Laine , Esa Niemi , Zenith Purisha , Samuli Siltanen

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

It is often desirable to build a statistical emulator of a complex computer simulator in order to perform analysis which would otherwise be computationally infeasible. We propose methodology to model multivariate output from a computer…

Methodology · Statistics 2017-01-03 Veronica E. Bowman , David C. Woods

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

Our understanding of physical systems generally depends on our ability to match complex computational modelling with measured experimental outcomes. However, simulations with large parameter spaces suffer from inverse problem instabilities,…

Plasma Physics · Physics 2020-01-22 M. F. Kasim , T. P. Galligan , J. Topp-Mugglestone , G. Gregori , S. M. Vinko

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

Due to the importance of uncertainty quantification (UQ), Bayesian approach to inverse problems has recently gained popularity in applied mathematics, physics, and engineering. However, traditional Bayesian inference methods based on Markov…

Computation · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Babak Shahbaba

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

We consider the problem of shape restricted nonparametric regression on a closed set X ?\in R; where it is reasonable to assume the function has no more than H local extrema interior to X: Following a Bayesian approach we develop a…

Methodology · Statistics 2016-04-06 Matthew W. Wheeler , David B. Dunson , Amy H. Herring

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

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
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