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In this note we consider the stability of posterior measures occuring in Bayesian inference w.r.t. perturbations of the prior measure and the log-likelihood function. This extends the well-posedness analysis of Bayesian inverse problems. In…

Statistics Theory · Mathematics 2020-06-24 Björn Sprungk

The subject of this article is the introduction of a new concept of well-posedness of Bayesian inverse problems. The conventional concept of (Lipschitz, Hellinger) well-posedness in [Stuart 2010, Acta Numerica 19, pp. 451-559] is difficult…

Statistics Theory · Mathematics 2020-03-16 Jonas Latz

The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…

Probability · Mathematics 2017-10-17 T. J. Sullivan

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

We consider an inverse problem of reconstructing two spatially varying coefficients in an acoustic equation of hyperbolic type using interior data of solutions with suitable choices of initial condition. Using a Carleman estimate, we prove…

Analysis of PDEs · Mathematics 2018-01-17 L. Beilina , M. Cristofol , S. Li , M. Yamamoto

Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…

Numerical Analysis · Mathematics 2009-09-14 S. L. Cotter , M. Dashti , A. M. Stuart

Recently, the Wasserstein loss function has been proven to be effective when applied to deterministic full-waveform inversion (FWI) problems. We consider the application of this loss function in Bayesian FWI so that the uncertainty can be…

Statistics Theory · Mathematics 2021-04-20 Matthew M. Dunlop , Yunan Yang

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

Analysis of PDEs · Mathematics 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…

Optimization and Control · Mathematics 2025-05-22 S. E. Chorfi , L. Maniar , R. Morales

We regard the Cauchy problem for a particular Whitham-Boussinesq system modelling surface waves of an inviscid incompressible fluid layer. We are interested in well-posedness at a very low level of regularity. We derive dispersive and…

Analysis of PDEs · Mathematics 2019-12-17 Evgueni Dinvay , Sigmund Selberg , Achenef Tesfahun

We regard the Cauchy problem for a particular Whitham-Boussinesq system modelling surface waves of an inviscid incompressible fluid layer. The system can be seen as a weak nonlocal dispersive perturbation of the shallow water system. The…

Analysis of PDEs · Mathematics 2020-06-24 Evgueni Dinvay

An inverse problem of the determination of an initial condition in a hyperbolic equation from the lateral Cauchy data is considered. This problem has applications to the thermoacoustic tomography, as well as to linearized coefficient…

Mathematical Physics · Physics 2007-12-04 Michael V Klibanov , Sergey I Kabanikhin , Dmitriy V Nechaev , Andrey V Kuzhuget

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

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…

Probability · Mathematics 2018-05-23 T. J. Sullivan

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

Statistics Theory · Mathematics 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…

Analysis of PDEs · Mathematics 2022-01-04 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar , O. Oukdach

We investigate a class of scalar conservation laws on manifolds driven by multiplicative Gaussian (Ito) noise. The Cauchy problem defined on a Riemannian manifold is shown to be well-posed. We prove existence of generalized kinetic…

Analysis of PDEs · Mathematics 2019-06-28 Luca Galimberti , Kenneth H. Karlsen

We consider the Bayesian approach to the inverse problem of recovering the shape of an object from measurements of its scattered acoustic field. Working in the time-harmonic setting, we focus on a Helmholtz transmission problem and then…

Analysis of PDEs · Mathematics 2024-10-31 Safiere Kuijpers , Laura Scarabosio

We consider the statistical inverse problem of estimating a background fluid flow field $\mathbf{v}$ from the partial, noisy observations of the concentration $\theta$ of a substance passively advected by the fluid, so that $\theta$ is…

Statistics Theory · Mathematics 2019-09-16 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

This paper establishes Lipschitz stability for the simultaneous recovery of a variable density coefficient and the initial displacement in a damped biharmonic wave equation. The data consist of the boundary Cauchy data for the Laplacian of…

Analysis of PDEs · Mathematics 2026-05-18 Minghui Bi , Yixian Gao
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