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The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Loss-based updating, including generalized Bayes, Gibbs, and quasi-posteriors, replaces likelihoods by a user-chosen loss and produces a posterior-like distribution via exponential tilt. We give a decision-theoretic characterization that…

Methodology · Statistics 2026-02-03 Kenichiro McAlinn , Kōsaku Takanashi

Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspecification of wave propagation velocities. In this paper, we…

Methodology · Statistics 2021-05-18 Andrea Scarinci , Michael Fehler , Youssef Marzouk

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…

Statistics Theory · Mathematics 2013-04-22 Natalia Bochkina

In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…

Methodology · Statistics 2024-12-02 Masahiro Tanaka

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

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

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

Full Bayesian posteriors are rarely analytically tractable, which is why real-world Bayesian inference heavily relies on approximate techniques. Approximations generally differ from the true posterior and require diagnostic tools to assess…

Machine Learning · Statistics 2022-03-08 Luca Rendsburg , Agustinus Kristiadi , Philipp Hennig , Ulrike von Luxburg

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

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

In recent years, inconsistency in Bayesian deep learning has attracted significant attention. Tempered or generalized posterior distributions are frequently employed as direct and effective solutions. Nonetheless, the underlying mechanisms…

Machine Learning · Computer Science 2025-09-23 Yinsong Chen , Samson S. Yu , Zhong Li , Chee Peng Lim

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

Geoscientists often solve inverse problems to estimate values of parameters of interest given relevant data sets. Bayesian inference solves these problems by combining probability distributions that describe uncertainties in both…

Geophysics · Physics 2026-04-30 Xuebin Zhao , Andrew Curtis , Klaus Mosegaard

In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…

Methodology · Statistics 2021-07-06 Pei-Shien Wu , Ryan Martin

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

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

Discrete state spaces represent a major computational challenge to statistical inference, since the computation of normalisation constants requires summation over large or possibly infinite sets, which can be impractical. This paper…

Methodology · Statistics 2023-09-04 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates