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Uncertainty quantification in deep learning is crucial for safe and reliable decision-making in downstream tasks. Existing methods quantify uncertainty at the last layer or other approximations of the network which may miss some sources of…

Machine Learning · Statistics 2025-04-25 James McInerney , Nathan Kallus

This work describes a Bayesian framework for reconstructing the boundaries that represent targeted features in an image, as well as the regularity (i.e., roughness vs. smoothness) of these boundaries.This regularity often carries crucial…

Numerical Analysis · Mathematics 2024-01-26 Babak Maboudi Afkham , Nicolai André Brogaard Riis , Yiqiu Dong , Per Christian Hansen

Various problems in computer vision and medical imaging can be cast as inverse problems. A frequent method for solving inverse problems is the variational approach, which amounts to minimizing an energy composed of a data fidelity term and…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Erich Kobler , Alexander Effland , Karl Kunisch , Thomas Pock

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

Recently, 3D Gaussian Splatting has emerged as a promising approach for modeling 3D scenes using mixtures of Gaussians. The predominant optimization method for these models relies on backpropagating gradients through a differentiable…

Computer Vision and Pattern Recognition · Computer Science 2025-09-24 Toon Van de Maele , Ozan Catal , Alexander Tschantz , Christopher L. Buckley , Tim Verbelen

In this article we investigate the connection between regularization theory for inverse problems and dynamic programming theory. This is done by developing two new regularization methods, based on dynamic programming techniques. The aim of…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

Due to their intuitive appeal, Bayesian methods of modeling and uncertainty quantification have become popular in modern machine and deep learning. When providing a prior distribution over the parameter space, it is straightforward to…

Machine Learning · Statistics 2025-06-05 Ivan Melev , Goeran Kauermann

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

The aim of this paper is to introduce and study a two-step debiasing method for variational regularization. After solving the standard variational problem, the key idea is to add a consecutive debiasing step minimizing the data fidelity on…

Numerical Analysis · Mathematics 2017-06-23 Eva-Maria Brinkmann , Martin Burger , Julian Rasch , Camille Sutour

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

Bayesian methods, distributionally robust optimization methods, and regularization methods are three pillars of trustworthy machine learning combating distributional uncertainty, e.g., the uncertainty of an empirical distribution compared…

Machine Learning · Computer Science 2024-03-26 Shixiong Wang , Haowei Wang

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

In this paper we consider new regularization methods for linear inverse problems of dynamic type. These methods are based on dynamic programming techniques for linear quadratic optimal control problems. Two different approaches are…

Numerical Analysis · Mathematics 2021-01-26 S. Kindermann , A. Leitao

Variational Bayes methods are popular due to their computational efficiency and adaptability to diverse applications. In specifying the variational family, mean-field classes are commonly used, which enables efficient algorithms such as…

Statistics Theory · Mathematics 2025-11-26 Shitao Fan , Ilsang Ohn , David Dunson , Lizhen Lin

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

We propose a variational regularization approach based on a multiscale representation called cylindrical shearlets aimed at dynamic imaging problems, especially dynamic tomography. The intuitive idea of our approach is to integrate a…

Numerical Analysis · Mathematics 2025-08-05 Tatiana A. Bubba , Tommi Heikkilä , Demetrio Labate , Luca Ratti

This paper is concerned with a lesser-studied problem in the context of model-based, uncertainty quantification (UQ), that of optimization/design/control under uncertainty. The solution of such problems is hindered not only by the usual…

Computation · Statistics 2016-02-17 Phaedon-Stelios Koutsourelakis

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 introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…