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In this paper we propose a general method to derive an upper bound for the contraction rate of the posterior distribution for nonparametric inverse problems. We present a general theorem that allows us to derive con- traction rates for the…

Statistics Theory · Mathematics 2017-01-24 Bartek Knapik , Jean-Bernard Salomond

We present a Bayesian model for area-level count data that uses Gaussian random effects with a novel type of G-Wishart prior on the inverse variance--covariance matrix. Specifically, we introduce a new distribution called the truncated…

Methodology · Statistics 2015-12-04 Theresa R. Smith , Jon Wakefield , Adrian Dobra

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

Variational Bayesian Inference is a popular methodology for approximating posterior distributions over Bayesian neural network weights. Recent work developing this class of methods has explored ever richer parameterizations of the…

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

In this article, the solution of a statistical inverse problem $M = AU+\mathcal{E}$ by the Bayesian approach is studied where $U$ is a function on the unit circle $\mathbb{T}$, i.e., a periodic signal. The mapping $A$ is a smoothing linear…

Statistics Theory · Mathematics 2009-07-31 Tapio Helin

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

The problem of the priors is well known: it concerns the challenge of identifying norms that govern one's prior credences. I argue that a key to addressing this problem lies in considering what I call the problem of the posteriors -- the…

Other Statistics · Statistics 2025-07-01 Hanti Lin

Many modern experiments, such as microarray gene expression and genome-wide association studies, present the problem of estimating a large number of parallel effects. Bayesian inference is a popular approach for analyzing such data by…

Methodology · Statistics 2018-10-26 J G Liao , Arthur Berg , Timothy L McMurry

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Recurrent events often serve as key endpoints in clinical studies but may be prematurely truncated by terminal events such as death, creating selection bias and complicating causal inference. To address this challenge, we develop a Bayesian…

Methodology · Statistics 2026-03-18 Yuki Ohnishi , Michael O. Harhay , Guangyu Tong , Fan Li

This paper proposes a new methodology for performing Bayesian inference in imaging inverse problems where the prior knowledge is available in the form of training data. Following the manifold hypothesis and adopting a generative modelling…

Methodology · Statistics 2021-03-19 Matthew Holden , Marcelo Pereyra , Konstantinos C. Zygalakis

Among other uses, neural networks are a powerful tool for solving deterministic and Bayesian inverse problems in real-time, where variational autoencoders, a specialized type of neural network, enable the Bayesian estimation of model…

Machine Learning · Computer Science 2025-09-25 Andrea Tonini , Luca Dede'

Learned priors based on deep generative models offer data-driven regularization for seismic inversion, but training them requires a dataset of representative subsurface models -- a resource that is inherently scarce in geoscience…

Machine Learning · Statistics 2026-03-23 Ali Siahkoohi , Davide Sabeddu

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

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

Marginalization techniques are presented for the Bayesian filtering problem under the assumption of Gaussian priors and posteriors and a set of sequentially more constraining state space model assumptions. The techniques provide the…

Statistics Theory · Mathematics 2016-07-12 John-Olof Nilsson

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann
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