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Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

For stochastic models with intractable likelihood functions, approximate Bayesian computation offers a way of approximating the true posterior through repeated comparisons of observations with simulated model outputs in terms of a small set…

Machine Learning · Computer Science 2022-05-24 Carlo Albert , Simone Ulzega , Firat Ozdemir , Fernando Perez-Cruz , Antonietta Mira

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…

Numerical Analysis · Mathematics 2024-02-14 Yu Feng , Liu Liu , Zhennan Zhou

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

We propose a score-based generative algorithm for sampling from power-scaled priors and likelihoods within the Bayesian inference framework. Our algorithm enables flexible control over prior-likelihood influence without requiring retraining…

Machine Learning · Computer Science 2026-04-03 Huseyin Tuna Erdinc , Yunlin Zeng , Abhinav Prakash Gahlot , Felix J. Herrmann

Bayesian neural networks (BNNs) have received an increased interest in the last years. In BNNs, a complete posterior distribution of the unknown weight and bias parameters of the network is produced during the training stage. This…

Machine Learning · Computer Science 2023-04-14 Yunshi Huang , Emilie Chouzenoux , Victor Elvira , Jean-Christophe Pesquet

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

To adopt neural networks in safety critical domains, knowing whether we can trust their predictions is crucial. Bayesian neural networks (BNNs) provide uncertainty estimates by averaging predictions with respect to the posterior weight…

Machine Learning · Computer Science 2021-03-17 Jannik Schmitt , Stefan Roth

Model Compression has drawn much attention within the deep learning community recently. Compressing a dense neural network offers many advantages including lower computation cost, deployability to devices of limited storage and memories,…

Machine Learning · Computer Science 2024-11-04 Diptarka Saha , Zihe Liu , Feng Liang

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

Numerical Analysis · Mathematics 2015-05-30 Bangti Jin

Sparse deep learning aims to address the challenge of huge storage consumption by deep neural networks, and to recover the sparse structure of target functions. Although tremendous empirical successes have been achieved, most sparse deep…

Machine Learning · Statistics 2020-11-17 Jincheng Bai , Qifan Song , Guang Cheng

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

Bayesian inference for inverse problems involves computing expectations under posterior distributions -- e.g., posterior means, variances, or predictive quantities -- typically via Monte Carlo (MC) estimation. When the quantity of interest…

Machine Learning · Statistics 2026-02-26 Ali Siahkoohi , Hyunwoo Oh