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We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

Computation · Statistics 2012-08-31 Tarek A. El Moselhy , Youssef M. Marzouk

We propose a multilevel Monte Carlo-FEM algorithm to solve elliptic Bayesian inverse problems with "Besov random tree prior". These priors are given by a wavelet series with stochastic coefficients, and certain terms in the expansion…

Numerical Analysis · Mathematics 2023-02-03 Andreas Stein , Viet Ha Hoang

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

This paper proposes a novel Bayesian framework for solving Poisson inverse problems by devising a Monte Carlo sampling algorithm which accounts for the underlying non-Euclidean geometry. To address the challenges posed by the Poisson…

Computation · Statistics 2025-11-18 Elhadji Cisse Faye , Mame Diarra Fall , Nicolas Dobigeon , Eric Barat

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

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…

Machine Learning · Computer Science 2023-07-21 Guanxiong Luo , Moritz Blumenthal , Martin Heide , Martin Uecker

Bayesian inference with deep generative prior has received considerable interest for solving imaging inverse problems in many scientific and engineering fields. The selection of the prior distribution is learned from, and therefore an…

Machine Learning · Statistics 2023-10-30 Jiayu Qian , Yuanyuan Liu , Jingya Yang , Qingping Zhou

The Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a…

Statistics Theory · Mathematics 2021-08-31 Jiguang Sun

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian

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

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

Bayesian linear inverse problems aim to recover an unknown signal from noisy observations, incorporating prior knowledge. This paper analyses a data-dependent method to choose the scale parameter of a Gaussian prior. The method we study…

Statistics Theory · Mathematics 2025-10-22 Maia Tienstra , Sebastian Reich

This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…

Statistics Theory · Mathematics 2024-01-09 Daniel Sanz-Alonso , Nathan Waniorek

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Computation · Statistics 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

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

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag