English
Related papers

Related papers: Solving linear Bayesian inverse problems using a f…

200 papers

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…

Numerical Analysis · Mathematics 2025-10-20 S. B. Yuste , L. Acedo

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

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

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

The statistical basis for conventional full-waveform inversion (FWI) approaches is commonly associated with Gaussian statistics. However, errors are rarely Gaussian in non-linear problems like FWI. In this work, we investigate the…

Geophysics · Physics 2024-05-27 Sérgio Luiz E. F. da Silva , G. Kaniadakis

The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru

A methodology is developed to extract $d$ invariant features $W=f(X)$ that predict a response variable $Y$ without being confounded by variables $Z$ that may influence both $X$ and $Y$. The methodology's main ingredient is the penalization…

Statistics Theory · Mathematics 2026-05-01 Ian Bounos , Pablo Groisman , Mariela Sued , Esteban Tabak

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

Over the last decades, the total variation (TV) evolved to one of the most broadly-used regularisation functionals for inverse problems, in particular for imaging applications. When first introduced as a regulariser, higher-order…

Optimization and Control · Mathematics 2020-12-30 Kristian Bredies , Martin Holler

In the bayesian analysis of Inverse Problems most relevant cases the forward maps (FM, or regressor function) are defined in terms of a system of (O, P)DE's with intractable solutions. These necessarily involve a numerical method to find…

Computation · Statistics 2017-08-31 J. Andrés Christen , Marcos A. Capistrán , Miguel Ángel Moreles

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

Methodology · Statistics 2023-11-21 Paul F. V. Wiemann , Matthias Katzfuss

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

A Bayesian approach to the classification problem is proposed in which random partitions play a central role. It is argued that the partitioning approach has the capacity to take advantage of a variety of large-scale spatial structures, if…

Statistics Theory · Mathematics 2007-06-13 Marc A. Coram

Full waveform inversion is an ill-posed inverse problem whose solution non-uniqueness -- i.e., arising from band-limited, finite-aperture, noisy data -- calls for uncertainty quantification to avoid overconfident geological interpretations.…

Geophysics · Physics 2026-03-27 Kamal Aghazade , Ali Siahkoohi , Ali Gholami

We propose alternatives to Bayesian a priori distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors…

Statistics Theory · Mathematics 2021-03-02 Hanne Kekkonen , Matti Lassas , Eero Saksman , Samuli Siltanen

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

Numerical Analysis · Mathematics 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng

In this paper, we consider an inverse space-dependent source problem for a time-fractional diffusion equation. To deal with the ill-posedness of the problem, we transform the problem into an optimal control problem with total variational…

Optimization and Control · Mathematics 2025-01-15 Bin Fan
‹ Prev 1 3 4 5 6 7 10 Next ›