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In inverse problems, prior information and a priori-based regularization techniques play important roles. In this paper, we focus on image restoration problems, especially on restoring images whose texture mainly follow one direction. In…

Numerical Analysis · Mathematics 2017-08-23 Rasmus Dalgas Kongskov , Yiqiu Dong , Kim Knudsen

Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…

Methodology · Statistics 2019-03-06 Xuan Cao , Shaojun Zhang

We discuss a Bayesian methodology for the solution of the inverse problem underlying the determination of parton distribution functions (PDFs). In our approach, Gaussian Processes (GPs) are used to model the PDF prior, while Bayes theorem…

High Energy Physics - Phenomenology · Physics 2024-07-03 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…

Computation · Statistics 2024-07-16 Angelina Senchukova , Felipe Uribe , Lassi Roininen

This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…

Machine Learning · Computer Science 2025-06-10 Baojun Che , Yifan Chen , Zhenghao Huan , Daniel Zhengyu Huang , Weijie Wang

Stochastic inference on Lie groups plays a key role in state estimation problems such as; inertial navigation, visual inertial odometry, pose estimation in virtual reality, etc. A key problem is fusing independent concentrated Gaussian…

Systems and Control · Electrical Eng. & Systems 2025-11-26 Yixiao Ge , Pieter van Goor , Robert Mahony

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

This paper presents a variational representation of the Bayes' law using optimal transportation theory. The variational representation is in terms of the optimal transportation between the joint distribution of the (state, observation) and…

Optimization and Control · Mathematics 2022-09-14 Amirhossein Taghvaei , Bamdad Hosseini

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

Statistics Theory · Mathematics 2022-01-10 Birzhan Ayanbayev , Ilja Klebanov , Han Cheng Lie , T. J. Sullivan

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

We investigate several approaches to address the inverse problem that arises in the limited inverse Fourier transform (L-IDFT) of quasi-distributions. The methods explored include Tikhonov regularization, the Backus-Gilbert method, the…

High Energy Physics - Lattice · Physics 2025-11-13 Yu-Fei Ling , Min-Huan Chu , Jian Liang , Jun Hua , Ao-Sheng Xiong , Qi-An Zhang

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Large-scale and multidimensional spatiotemporal data sets are becoming ubiquitous in many real-world applications such as monitoring urban traffic and air quality. Making predictions on these time series has become a critical challenge due…

Machine Learning · Statistics 2021-04-21 Xinyu Chen , Lijun Sun

Full tensor gravity (FTG) devices provide up to five independent components of the gravity gradient tensor. However, we do not yet have a quantitative understanding of which tensor components or combinations of components are more important…

Geophysics · Physics 2022-05-20 Pejman Shamsipour , Amin Aghaee , Tedd Kourkounakis , Shawn Hood

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

Total variation (TV) is a powerful regularization method that has been widely applied in different imaging applications, but is difficult to apply to diffuse optical tomography (DOT) image reconstruction (inverse problem) due to complex and…

Computer Vision and Pattern Recognition · Computer Science 2019-04-08 Wenqi Lu , Jinming Duan , David Orive-Miguel , Lionel Herve , Iain B Styles

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

Tensor train (TT) decomposition, a powerful tool for analyzing multidimensional data, exhibits superior performance in many machine learning tasks. However, existing methods for TT decomposition either suffer from noise overfitting, or…

Signal Processing · Electrical Eng. & Systems 2023-06-27 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu

Many applications, including climate-model analysis and stochastic weather generators, require learning or emulating the distribution of a high-dimensional and non-Gaussian spatial field based on relatively few training samples. To address…

Computation · Statistics 2025-02-04 Anirban Chakraborty , Matthias Katzfuss