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We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

We propose a method to restore and to segment simultaneously images degraded by a known point spread function (PSF) and additive white noise. For this purpose, we propose a joint Bayesian estimation framework, where a family of…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Hacheme Ayasso , Ali Mohammad-Djafari

In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation…

Applications · Statistics 2018-02-12 Keren Yang , Nilabja Guha , Yalchin Efendiev , Bani K. Mallick

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $f$ and the hyperparameters $\theta$ given the observed data $g$ and a model $M$ linking these…

Mathematical Physics · Physics 2009-04-28 Ali Mohammad-Djafari

This paper deals with the state estimation of non-linear and non-Gaussian systems with an emphasis on the numerical solution to the Bayesian recursive relations. In particular, this paper builds upon the Lagrangian grid-based filter (GbF)…

Signal Processing · Electrical Eng. & Systems 2026-02-20 Jindřich Duník , Jan Krejčí , Jakub Matoušek , Marek Brandner , Yeongkwon Choe

This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…

Numerical Analysis · Mathematics 2022-05-12 Harbir Antil , Arvind K. Saibaba

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

Machine Learning · Computer Science 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

We propose a new type of regularization functional for images called oscillation total generalized variation (TGV) which can represent structured textures with oscillatory character in a specified direction and scale. The infimal…

Numerical Analysis · Mathematics 2018-09-17 Yiming Gao , Kristian Bredies

In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…

Numerical Analysis · Mathematics 2018-02-14 Peng Chen , Umberto Villa , Omar Ghattas

In image fusion tasks, the absence of real fused images as supervision signals poses significant challenges for supervised learning. Existing deep learning methods typically address this issue either by designing handcrafted priors or by…

Graphics · Computer Science 2026-03-12 Minjie Deng , Yan Wei , An Wu , Yuncan Ouyang , Hao Zhai , Qianyao Peng

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

This paper presents a sparse Bayesian learning algorithm for inverse problems in signal and image processing with a total variation (TV) sparsity prior. Because of the prior used, and the fact that the prior parameters are estimated…

Signal Processing · Electrical Eng. & Systems 2019-05-06 Victor Churchill , Anne Gelb

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Prior distributions for Bayesian inference that rely on the $l_1$-norm of the parameters are of considerable interest, in part because they promote parameter fields with less regularity than Gaussian priors (e.g., discontinuities and…

Computation · Statistics 2017-01-02 Zheng Wang , Johnathan M. Bardsley , Antti Solonen , Tiangang Cui , Youssef M. Marzouk

We consider the optimal approximate posterior over the top-layer weights in a Bayesian neural network for regression, and show that it exhibits strong dependencies on the lower-layer weights. We adapt this result to develop a correlated…

Machine Learning · Statistics 2021-06-23 Sebastian W. Ober , Laurence Aitchison

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…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

We propose a novel modular inference approach combining two different generative models -- generative adversarial networks (GAN) and normalizing flows -- to approximate the posterior distribution of physics-based Bayesian inverse problems…

Computational Engineering, Finance, and Science · Computer Science 2023-10-10 Agnimitra Dasgupta , Dhruv V Patel , Deep Ray , Erik A Johnson , Assad A Oberai

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

We develop an iterative framework for Bayesian inference problems where the posterior distribution may involve computationally intensive models, intractable gradients, significant posterior concentration, and pronounced non-Gaussianity. Our…

Computation · Statistics 2026-03-16 Daniel Sharp , Bart van Bloemen Waanders , Youssef Marzouk

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo