Related papers: Designing truncated priors for direct and inverse …
The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…
We describe an efficient implementation of Bayesian quantum phase estimation in the presence of noise and multiple eigenstates. The main contribution of this work is the dynamic switching between different representations of the phase…
We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…
In this paper, we use the Bayesian inversion approach to study the data assimilation problem for a family of tumor growth models described by porous-medium type equations. The models contain uncertain parameters and are indexed by a…
This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…
We consider the problem of transforming samples from one continuous source distribution into samples from another target distribution. We demonstrate with optimal transport theory that when the source distribution can be easily sampled from…
We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…
This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…
Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…
We consider an acoustic obstacle reconstruction problem with Poisson data. Due to the stochastic nature of the data, we tackle this problem in the framework of Bayesian inversion. The unknown obstacle is parameterized in its angular form.…
In this paper, we have established a new framework of truncated inverse sampling for estimating mean values of non-negative random variables such as binomial, Poisson, hyper-geometrical, and bounded variables. We have derived explicit…
We consider the statistical nonlinear inverse problem of recovering the absorption term $f>0$ in the heat equation $$ \partial_tu-\frac{1}{2}\Delta u+fu=0 \quad \text{on $\mathcal{O}\times(0,\textbf{T})$}\quad u = g \quad \text{on…
We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive…
This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information…
This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…
Bayesian observer and actor models have provided normative explanations for many behavioral phenomena in perception, sensorimotor control, and other areas of cognitive science and neuroscience. They attribute behavioral variability and…
Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…
This article extends the framework of Bayesian inverse problems in infinite-dimensional parameter spaces, as advocated by Stuart (Acta Numer. 19:451--559, 2010) and others, to the case of a heavy-tailed prior measure in the family of stable…
We study the sample complexity of Bayesian recovery for solving inverse problems with general prior, forward operator and noise distributions. We consider posterior sampling according to an approximate prior $\mathcal{P}$, and establish…
Optimization problems with uncertain black-box constraints, modeled by warped Gaussian processes, have recently been considered in the Bayesian optimization setting. This work introduces a new class of constraints in which the same…