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Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

This paper reviews recent results on hybrid inverse problems, which are also called coupled-physics inverse problems of multi-wave inverse problems. Inverse problems tend to be most useful in, e.g., medical and geophysical imaging, when…

Analysis of PDEs · Mathematics 2011-10-24 Guillaume Bal

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

Deep neural networks have achieved impressive results on a wide variety of tasks. However, quantifying uncertainty in the network's output is a challenging task. Bayesian models offer a mathematical framework to reason about model…

Machine Learning · Computer Science 2019-05-28 Manikanta Srikar Yellapragada , Chandra Prakash Konkimalla

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial…

Analysis of PDEs · Mathematics 2015-05-27 Ch. Schwab , A. M. Stuart

Bayesian Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…

Astrophysics · Physics 2008-09-08 Brendon J. Brewer

In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from a final observation. We first drive the…

Analysis of PDEs · Mathematics 2014-01-15 Abeer Aldoghaither , Taous-Meriem Laleg-Kirati , Da-Yan Liu

Used as priors for Bayesian inverse problems, diffusion models have recently attracted considerable attention in the literature. Their flexibility and high variance enable them to generate multiple solutions for a given task, such as…

Machine Learning · Computer Science 2025-07-10 Emile Pierret , Bruno Galerne

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

This paper is concerned with the theoretical understanding of $\alpha$-stable sheets $U$ on $\mathbb{R}^d$. Our motivation for this is in the context of Bayesian inverse problems, where we consider these processes as prior distributions,…

Probability · Mathematics 2019-08-13 Neil K. Chada , Sari Lasanen , Lassi Roininen

We discuss problems for convex Bayesian decision making and uncertainty representation. These include the inability to accommodate various natural and useful constraints and the possibility of an analog of the classical Dutch Book being…

Artificial Intelligence · Computer Science 2013-03-25 Henry E. Kyburg , Michael Pittarelli

The efficient resolution of Bayesian inverse problems remains challenging due to the high computational cost of traditional sampling methods. In this paper, we propose a novel framework that integrates Conditional Flow Matching (CFM) with a…

Machine Learning · Computer Science 2025-05-20 Daniil Sherki , Ivan Oseledets , Ekaterina Muravleva

This work investigates the inverse drift problem in the one-dimensional parabolic equation with the final time data. The authors construct an operator first, whose fixed points are the unknown drift, and then apply it to prove the…

Numerical Analysis · Mathematics 2025-10-14 Dakang Cen , Wenlong Zhang , Zhidong Zhang

Inverse optimization has been increasingly used to estimate unknown parameters in an optimization model based on decision data. We show that such a point estimation is insufficient in a prescriptive setting where the estimated parameters…

Optimization and Control · Mathematics 2025-02-11 Bo Lin , Erick Delage , Timothy C. Y. Chan

In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…

Analysis of PDEs · Mathematics 2024-12-10 Mohamed BenSalah , Salih Tatar

The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…

Statistics Theory · Mathematics 2024-04-18 Sergios Agapiou , Peter Mathé

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

Bayesian optimization is a coherent, ubiquitous approach to decision-making under uncertainty, with applications including multi-arm bandits, active learning, and black-box optimization. Bayesian optimization selects decisions (i.e.…

Machine Learning · Computer Science 2023-12-13 Samuel Stanton , Wesley Maddox , Andrew Gordon Wilson

Bayesian probabilistic numerical methods are a set of tools providing posterior distributions on the output of numerical methods. The use of these methods is usually motivated by the fact that they can represent our uncertainty due to…

Computation · Statistics 2018-08-01 Xiaoyue Xi , François-Xavier Briol , Mark Girolami

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer
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