Related papers: An order-theoretic perspective on modes and maximu…
We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…
The ranking problem is to order a collection of units by some unobserved parameter, based on observations from the associated distribution. This problem arises naturally in a number of contexts, such as business, where we may want to rank…
In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…
Using a new Bayesian method for solving inverse quantum problems, potentials of quantum systems are reconstructed from coordinate measurements in non-stationary states. The approach is based on two basic inputs: 1. a likelihood model,…
A mode of a probability vector is a local maximum with respect to some vicinity structure on the set of elementary events. The mode inequalities cut out a polytope from the simplex of probability vectors. Related to this is the concept of…
This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…
The Landau description of phase transitions relies on the identification of a local order parameter that indicates the onset of a symmetry-breaking phase. In contrast, topological phase transitions evade this paradigm and, as a result, are…
One of the tasks of the Bayesian inverse problem is to find a good estimate based on the posterior probability density. The most common point estimators are the conditional mean (CM) and maximum a posteriori (MAP) estimates, which…
An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moments of the design variables, is proposed for nonlinear inverse…
To handle with inverse problems, two probabilistic approaches have been proposed: the maximum entropy on the mean (MEM) and the Bayesian estimation (BAYES). The main object of this presentation is to compare these two approaches which are…
Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…
In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…
The Majority Rule Sorting (MR-Sort) method assigns alternatives evaluated on multiple criteria to one of the predefined ordered categories. The Inverse MR-Sort problem (Inv-MR-Sort) computes MR-Sort parameters that match a dataset. Existing…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…
In 2010, Vershik proposed a new combinatorial invariant of metric spaces given by a class of polytopes that arise in the theory of optimal transport and are called ``Wasserstein polytopes'' or ``Kantorovich-Rubinstein polytopes'' in the…
Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…
Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…