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Datasets in engineering applications are often limited and contaminated, mainly due to unavoidable measurement noise and signal distortion. Thus, using conventional data-driven approaches to build a reliable discriminative model, and…

Machine Learning · Statistics 2020-04-14 Xihaier Luo , Ahsan Kareem

In recent years, the field of machine learning has made phenomenal progress in the pursuit of simulating real-world data generation processes. One notable example of such success is the variational autoencoder (VAE). In this work, with a…

Machine Learning · Statistics 2021-12-30 Hwan Goh , Sheroze Sheriffdeen , Jonathan Wittmer , Tan Bui-Thanh

Many inverse problems arising in engineering and applied sciences involve unknown quantities with pronounced spatial inhomogeneity, such as localized defects or spatially varying material properties, making reliable uncertainty…

Numerical Analysis · Mathematics 2026-02-10 Babak Maboudi Afkham , Tomas Soto , Mirza Karamehmedovic , Lassi Roininen

This paper introduces a novel hierarchical Bayesian model specifically designed to address challenges in Inverse Uncertainty Quantification (IUQ) for time-dependent problems in nuclear Thermal Hydraulics (TH) systems. The unique…

Applications · Statistics 2024-03-27 Chen Wang

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

In the variational relevance vector machine, the gamma distribution is representative as a hyperprior over the noise precision of automatic relevance determination prior. Instead of the gamma hyperprior, we propose to use the inverse gamma…

Machine Learning · Statistics 2020-05-08 Kazuaki. Murayama , Shuichi. Kawano

In the past few years, approximate Bayesian Neural Networks (BNNs) have demonstrated the ability to produce statistically consistent posteriors on a wide range of inference problems at unprecedented speed and scale. However, any disconnect…

Cosmology and Nongalactic Astrophysics · Physics 2021-03-24 Sebastian Wagner-Carena , Ji Won Park , Simon Birrer , Philip J. Marshall , Aaron Roodman , Risa H. Wechsler

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Machine Learning · Computer Science 2025-03-19 Yulun Wu , Louie McConnell , Claudia Iriondo

Deep neural networks have proven extremely efficient at solving a wide rangeof inverse problems, but most often the uncertainty on the solution they provideis hard to quantify. In this work, we propose a generic Bayesian framework…

Machine Learning · Statistics 2020-11-18 Zaccharie Ramzi , Benjamin Remy , Francois Lanusse , Jean-Luc Starck , Philippe Ciuciu

The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by deep generative networks). In this work, we study the…

Machine Learning · Computer Science 2021-05-14 Viraj Shah , Rakib Hyder , M. Salman Asif , Chinmay Hegde

Making inferences from data streams is a pervasive problem in many modern data analysis applications. But it requires to address the problem of continuous model updating and adapt to changes or drifts in the underlying data generating…

Machine Learning · Computer Science 2017-07-11 Andres Masegosa , Thomas D. Nielsen , Helge Langseth , Dario Ramos-Lopez , Antonio Salmeron , Anders L. Madsen

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Machine Learning · Statistics 2025-04-15 Alex Glyn-Davies , Arnaud Vadeboncoeur , O. Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensional data where we expect some predictors to be unimportant.…

Methodology · Statistics 2010-09-20 Anthony Lee , Francois Caron , Arnaud Doucet , Chris Holmes

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…

Machine Learning · Statistics 2024-12-25 Badr Moufad , Yazid Janati , Lisa Bedin , Alain Durmus , Randal Douc , Eric Moulines , Jimmy Olsson

Many inverse problems arising in applications come from continuum models where the unknown parameter is a field. In practice the unknown field is discretized resulting in a problem in $\mathbb{R}^N$, with an understanding that refining the…

Statistics Theory · Mathematics 2014-07-16 Sergios Agapiou , Johnathan M. Bardsley , Omiros Papaspiliopoulos , Andrew M. Stuart

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

Integrating heterogeneous data sources and expert knowledge is essential for overcoming data scarcity and enhancing estimation accuracy. Two main frameworks naturally arise to perform the integration of these multiple sources: sequential…

Methodology · Statistics 2025-11-26 Mario Figueira , David Conesa , Antonio López-Quílez , Håvard Rue

Sparse regularization plays a central role in solving inverse problems arising from incomplete or corrupted measurements. Different regularizers correspond to different prior assumptions about the structure of the unknown signal, and…

Machine Learning · Statistics 2026-03-16 Kanghun Lee , Hyungjoon Soh , Junghyo Jo