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The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…

Statistics Theory · Mathematics 2012-02-24 B. T. Knapik , A. W. van der Vaart , J. H. van Zanten

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

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

We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain…

Statistics Theory · Mathematics 2014-09-24 Sergios Agapiou , Peter Mathé

Many modern applications of Bayesian inference, such as in cosmology, are based on complicated forward models with high-dimensional parameter spaces. This considerably limits the sampling of posterior distributions conditioned on observed…

Instrumentation and Methods for Astrophysics · Physics 2024-09-17 Marco Raveri , Cyrille Doux , Shivam Pandey

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

Bayesian imaging inverse problems in astrophysics and cosmology remain challenging, particularly in low-data regimes, due to complex forward operators and the frequent lack of well-motivated priors for non-Gaussian signals. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2026-02-06 Sébastien Pierre , Erwan Allys , Pablo Richard , Roman Soletskyi , Alexandros Tsouros

Generalized Bayesian Inference (GBI) tempers a loss with a temperature $\beta > 0$ to mitigate overconfidence and improve robustness under model misspecification, but existing GBI methods typically rely on costly MCMC or SDE-based samplers…

Machine Learning · Statistics 2026-05-25 Shiyi Sun , Geoff K. Nicholls , Jeong Eun Lee

Statistical modeling of multivariate and spatial extreme events has attracted broad attention in various areas of science. Max-stable distributions and processes are the natural class of models for this purpose, and many parametric families…

Methodology · Statistics 2017-08-09 Clement Dombry , Sebastian Engelke , Marco Oesting

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

As an alternative to variable selection or shrinkage in high dimensional regression, we propose to randomly compress the predictors prior to analysis. This dramatically reduces storage and computational bottlenecks, performing well when the…

Machine Learning · Statistics 2013-03-26 Rajarshi Guhaniyogi , David B. Dunson

Diffuse optical tomography (DOT) utilises near-infrared light for imaging spatially distributed optical parameters, typically the absorption and scattering coefficients. The image reconstruction problem of DOT is an ill-posed inverse…

Computational Physics · Physics 2021-12-15 Meghdoot Mozumder , Andreas Hauptmann , Ilkka Nissilä , Simon R. Arridge , Tanja Tarvainen

This work aims efficiently estimating the posterior distribution of kinetic parameters for dynamic positron emission tomography (PET) imaging given a measurement of time of activity curve. Considering the inherent information loss from…

Medical Physics · Physics 2023-10-25 Xiaofeng Liu , Thibault Marin , Tiss Amal , Jonghye Woo , Georges El Fakhri , Jinsong Ouyang

This paper proposes a new Bayesian strategy for the smooth estimation of altimetric parameters. The altimetric signal is assumed to be corrupted by a thermal and speckle noise distributed according to an independent and non identically…

Applications · Statistics 2016-04-20 Abderrahim Halimi , Corinne Mailhes , Jean-Yves Tourneret , Hichem Snoussi

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

Computation · Statistics 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

Bayesian modelling allows for the quantification of predictive uncertainty which is crucial in safety-critical applications. Yet for many machine learning (ML) algorithms, it is difficult to construct or implement their Bayesian…

Machine Learning · Statistics 2024-10-22 Ziyu Wang , Chris Holmes

In this paper we apply a Bayesian framework to the problem of geodesic curve matching. Given a template curve, the geodesic equations provide a mapping from initial conditions for the conjugate momentum onto topologically equivalent shapes.…

Probability · Mathematics 2015-06-12 C. J. Cotter , S. L. Cotter , F. -X. Vialard

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

PAC-Bayesian algorithms and Gibbs posteriors are gaining popularity due to their robustness against model misspecification even when Bayesian inference is inconsistent. The PAC-Bayesian alpha-posterior is a generalization of the standard…

Machine Learning · Computer Science 2020-04-23 Lucie Perrotta
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