Related papers: Path-following methods for Maximum a Posteriori es…

Continuous-discrete models with dynamics described by stochastic differential equations are used in a wide variety of applications. For these systems, the maximum a posteriori (MAP) state path can be defined as the curves around which lie…

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…

Classic Bayesian methods with complex models are frequently infeasible due to an intractable likelihood. Simulation-based inference methods, such as Approximate Bayesian Computing (ABC), calculate posteriors without accessing a likelihood…

Decision trees remain one of the most popular machine learning models today, largely due to their out-of-the-box performance and interpretability. In this work, we present a Bayesian approach to decision tree induction via maximum a…

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…

MAP is the problem of finding a most probable instantiation of a set of variables in a Bayesian network, given evidence. Unlike computing marginals, posteriors, and MPE (a special case of MAP), the time and space complexity of MAP is not…

We consider inverse problems with linear forward models and Gaussian priors, but with unknown hyperparameters that may arise from the model, the noise, or the specification of the prior. We model this using a hierarchical Bayes framework…

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

The problem of low-rank matrix estimation recently received a lot of attention due to challenging applications. A lot of work has been done on rank-penalized methods and convex relaxation, both on the theoretical and applied sides. However,…

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…

The pretrained diffusion model as a strong prior has been leveraged to address inverse problems in a zero-shot manner without task-specific retraining. Different from the unconditional generation, the measurement-guided generation requires…

Sum-product networks (SPNs) are a class of probabilistic graphical models that allow tractable marginal inference. However, the maximum a posteriori (MAP) inference in SPNs is NP-hard. We investigate MAP inference in SPNs from both…

We study high-dimensional Bayesian linear regression with a general beta prime distribution for the scale parameter. Under the assumption of sparsity, we show that appropriate selection of the hyperparameters in the beta prime prior leads…

Modern large-scale statistical models require to estimate thousands to millions of parameters. This is often accomplished by iterative algorithms such as gradient descent, projected gradient descent or their accelerated versions. What are…

We consider posterior sampling in the very common Bayesian hierarchical model in which observed data depends on high-dimensional latent variables that, in turn, depend on relatively few hyperparameters. When the full conditional over the…

We present a novel probabilistic approach for generating multi-fidelity data while accounting for errors inherent in both low- and high-fidelity data. In this approach a graph Laplacian constructed from the low-fidelity data is used to…

In this paper, we aim to design robust estimation techniques based on the compound-Gaussian (CG) process and adapted for calibration of radio interferometers. The motivation beyond this is due to the presence of outliers leading to an…

In this paper, we propose novel algorithms for inferring the Maximum a Posteriori (MAP) solution of discrete pairwise random field models under multiple constraints. We show how this constrained discrete optimization problem can be…