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Diffusion models have emerged as a powerful foundation model for visual generations. With an appropriate sampling process, it can effectively serve as a generative prior for solving general inverse problems. Current posterior sampling-based…

Computer Vision and Pattern Recognition · Computer Science 2025-07-01 Shijie Zhou , Huaisheng Zhu , Rohan Sharma , Jiayi Chen , Ruiyi Zhang , Kaiyi Ji , Changyou Chen

We consider an inverse acoustic scattering problem in simultaneously recovering an embedded obstacle and its surrounding inhomogeneous medium by formally determined far-field data. It is shown that the knowledge of the scattering amplitude…

Analysis of PDEs · Mathematics 2017-05-24 Hongyu Liu , Xiaodong Liu

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We consider the problem of sampling from a posterior distribution arising in Bayesian inverse problems in science, engineering, and imaging. Our method belongs to the family of independence Metropolis-Hastings (IMH) sampling algorithms,…

Machine Learning · Computer Science 2026-05-19 Youguang Chen , George Biros

Diffusion models have recently achieved success in solving Bayesian inverse problems with learned data priors. Current methods build on top of the diffusion sampling process, where each denoising step makes small modifications to samples…

Machine Learning · Computer Science 2025-08-19 Bingliang Zhang , Wenda Chu , Julius Berner , Chenlin Meng , Anima Anandkumar , Yang Song

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

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

We consider an inverse source problem for partially coherent light propagating in the Fresnel regime. The data is the coherence of the field measured away from the source. The reconstruction is based on a minimum residue formulation, which…

This work deals with an inverse source problem for the biharmonic wave equation. A two-stage numerical method is proposed to identify the unknown source from the multi-frequency phaseless data. In the first stage, we introduce some…

Numerical Analysis · Mathematics 2024-01-08 Yan Chang , Yukun Guo , Yue Zhao

The computational complexity of MCMC methods for the exploration of complex probability measures is a challenging and important problem. A challenge of particular importance arises in Bayesian inverse problems where the target distribution…

Statistics Theory · Mathematics 2014-10-23 Sebastian J. Vollmer

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

Machine Learning · Computer Science 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

The forward problem here is the Cauchy problem for a 1D hyperbolic PDE with a variable coefficient in the principal part of the operator. That coefficient is the spatially distributed dielectric constant. The inverse problem consists of the…

Numerical Analysis · Mathematics 2020-04-16 Alexey Smirnov , Michael Klibanov , Anders Sullivan , Lam Nguyen

We propose a novel approach to the inverse Ising problem which employs the recently introduced Density Consistency approximation (DC) to determine the model parameters (couplings and external fields) maximizing the likelihood of given…

Statistical Mechanics · Physics 2021-04-01 Alfredo Braunstein , Giovanni Catania , Luca Dall'Asta , Anna Paola Muntoni

We consider the multi-frequency inverse source problem in the presence of a non-homogeneous medium using passive measurements. Precisely, we derive stability estimates for determining the source from the knowledge of only the imaginary part…

Analysis of PDEs · Mathematics 2024-04-23 Faouzi Triki , Kristoffer Linder-Steinlein , Mirza Karamehmedovic

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

This study focuses on addressing the inverse source problem associated with the parabolic equation. We rely on sparse boundary flux data as our measurements, which are acquired from a restricted section of the boundary. While it has been…

Numerical Analysis · Mathematics 2023-10-18 Guang Lin , Na Ou , Zecheng Zhang , Zhidong Zhang

This work is devoted to an inverse problem of identifying a source term depending on both spatial and time variables in a parabolic equation from single Cauchy data on a part of the boundary. A Crank-Nicolson Galerkin method is applied to…

Numerical Analysis · Mathematics 2020-07-30 Dinh Nho Hao , Tran Nhan Tam Quyen , Nguyen Thanh Son

We consider the inverse source problem of thermo- and photoacoustic tomography, with data registered on an open surface partially surrounding the source of acoustic waves. Under the assumption of constant speed of sound we develop an…

Analysis of PDEs · Mathematics 2020-04-17 Mtthias Eller , Philip Hoskins , Leonid Kunyansky

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

In this paper, we investigate the problem of source recovery in a dynamical system utilizing space-time samples. This is a specific issue within the broader field of dynamical sampling, which involves collecting samples from solutions to a…

Dynamical Systems · Mathematics 2023-08-04 Akram Aldroubi , Rocio Diaz Martin , Ivan Medri