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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

In geophysics, inverse modelling can be applied to a wide range of goals, including, for instance, mapping the distribution of rock physical parameters in applied geophysics and calibrating models to forecast the behaviour of natural…

In the usual Bayesian setting, a full probabilistic model is required to link the data and parameters, and the form of this model and the inference and prediction mechanisms are specified via de Finetti's representation. In general, such a…

Methodology · Statistics 2026-01-21 Yu Luo , David A. Stephens , Daniel J. Graham , Emma J. McCoy

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

Bayesian latent space models offer a principled approach to network representation, but rely on correct specification of both geometry and link function. Real-world networks often violate these assumptions, exhibiting geometric mismatch and…

Machine Learning · Statistics 2026-05-20 Aldric Labarthe

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

Time-lapse seismic full-waveform inversion (FWI) provides estimates of dynamic changes in the subsurface by performing multiple seismic surveys at different times. Since FWI problems are highly non-linear and non-unique, it is important to…

Geophysics · Physics 2023-08-21 Xin Zhang , Andrew Curtis

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

Full waveform inversion is an ill-posed inverse problem whose solution non-uniqueness -- i.e., arising from band-limited, finite-aperture, noisy data -- calls for uncertainty quantification to avoid overconfident geological interpretations.…

Geophysics · Physics 2026-03-27 Kamal Aghazade , Ali Siahkoohi , Ali Gholami

The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…

Dynamical Systems · Mathematics 2026-04-01 Paola Stolfi , Elia Onofri , Gabriella Bretti

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

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

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…

Methodology · Statistics 2026-01-16 Charita Dellaporta , Theodoros Damoulas

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

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

We present a series of new open source deep learning algorithms to accelerate Bayesian full waveform point source inversion of microseismic events. Inferring the joint posterior probability distribution of moment tensor components and…

Geophysics · Physics 2021-08-03 A. Spurio Mancini , D. Piras , A. M. G. Ferreira , M. P. Hobson , B. Joachimi

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Methodology · Statistics 2023-03-20 Abhisek Chakraborty , Anirban Bhattacharya , Debdeep Pati