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We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

Many scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters…

Methodology · Statistics 2024-09-17 Xuebin Zhao , Andrew Curtis

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

The tilted-wave interferometer is a promising technique for the development of a reference measurement system for the highly accurate form measurement of aspheres and freeform surfaces. The technique combines interferometric measurements,…

We propose a new approach to measuring the agreement between two oscillatory time series, such as seismic waveforms, and demonstrate that it can be employed effectively in inverse problems. Our approach is based on Optimal Transport theory…

Geophysics · Physics 2022-07-01 Malcolm Sambridge , Andrew Jackson , Andrew P. Valentine

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

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

Variational inference is a general approach for approximating complex density functions, such as those arising in latent variable models, popular in machine learning. It has been applied to approximate the maximum likelihood estimator and…

Methodology · Statistics 2018-04-19 Yen-Chi Chen , Y. Samuel Wang , Elena A. Erosheva

In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari , Jérôme Idier

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

We introduce a probabilistic technique for full-waveform inversion, employing variational inference and conditional normalizing flows to quantify uncertainty in migration-velocity models and its impact on imaging. Our approach integrates…

Geophysics · Physics 2024-04-16 Ziyi Yin , Rafael Orozco , Mathias Louboutin , Felix J. Herrmann

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

This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…

Methodology · Statistics 2025-03-04 Lorenzo Cappello , Oscar Hernan Madrid Padilla

In this paper, we explore adaptive inference based on variational Bayes. Although several studies have been conducted to analyze the contraction properties of variational posteriors, there is still a lack of a general and computationally…

Statistics Theory · Mathematics 2024-03-12 Ilsang Ohn , Lizhen Lin

The main contribution of this paper is to develop a hierarchical Bayesian formulation of PINNs for linear inverse problems, which is called BPINN-IP. The proposed methodology extends PINN to account for prior knowledge on the nature of the…

Machine Learning · Statistics 2026-02-05 Ali Mohammad-Djafari

Bayesian methods have proved powerful in many applications for the inference of model parameters from data. These methods are based on Bayes' theorem, which itself is deceptively simple. However, in practice the computations required are…

Methodology · Statistics 2020-07-10 Michael A. Chappell , Mark W. Woolrich

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

A Bayesian approach is developed to determine quantum mechanical potentials from empirical data. Bayesian methods, combining empirical measurements and "a priori" information, provide flexible tools for such empirical learning problems. The…

Quantum Physics · Physics 2009-11-06 J. C. Lemm , J. Uhlig

Inverse analysis has been utilized to understand unknown underground geological properties by matching the observational data with simulators. To overcome the underconstrained nature of inverse problems and achieve good performance, an…

Computational Physics · Physics 2022-08-10 Hao Wu , Sarah Greer , Daniel O'Malley