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Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Accurately estimating the informativeness of individual samples in a dataset is an important objective in deep learning, as it can guide sample selection, which can improve model efficiency and accuracy by removing redundant or potentially…

Machine Learning · Computer Science 2025-05-22 Johannes Kaiser , Kristian Schwethelm , Daniel Rueckert , Georgios Kaissis

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

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

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

Inverse problems with spatiotemporal observations are ubiquitous in scientific studies and engineering applications. In these spatiotemporal inverse problems, observed multivariate time series are used to infer parameters of physical or…

Methodology · Statistics 2022-04-26 Shiwei Lan , Shuyi Li , Mirjeta Pasha

Time-distance helioseismology is a set of powerful tools to study features below the Sun's surface. Inverse methods are needed to interpret time-distance measurements, with many examples in the literature. However, techniques that utilize a…

Solar and Stellar Astrophysics · Physics 2020-10-14 Jason Jackiewicz

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

Seismic full-waveform inversion (FWI) uses full seismic records to estimate subsurface velocity structure. This requires a highly nonlinear and nonunique inverse problem to be solved, and Bayesian methods have been used to quantify…

Geophysics · Physics 2021-04-13 Xin Zhang , Andrew Curtis

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

Characterizing statistical properties of solutions of inverse problems is essential for decision making. Bayesian inversion offers a tractable framework for this purpose, but current approaches are computationally unfeasible for most…

Machine Learning · Statistics 2024-12-18 Jonas Adler , Ozan Öktem

The determination of Parton Distribution Functions from a finite set of data is a typical example of an inverse problem. Inverse problems are notoriously difficult to solve, in particular when a robust determination of the uncertainty in…

High Energy Physics - Lattice · Physics 2023-03-01 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian Structural Inference (BSI) relies on a set of candidate unifilar HMM (uHMM) topologies for inference of process…

Machine Learning · Statistics 2014-04-23 Christopher C. Strelioff , James P. Crutchfield

Selection bias arises when the probability that an observation enters a dataset depends on variables related to the quantities of interest, leading to systematic distortions in estimation and uncertainty quantification. For example, in…

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

Numerical Analysis · Mathematics 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

Numerical Analysis · Mathematics 2025-06-04 Ruibiao Song , Liying Zhang

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We consider hyper-differential sensitivity analysis (HDSA) of nonlinear Bayesian inverse problems governed by PDEs with infinite-dimensional parameters. In previous works, HDSA has been used to assess the sensitivity of the solution of…

Numerical Analysis · Mathematics 2022-02-07 Isaac Sunseri , Alen Alexanderian , Joseph Hart , Bart van Bloemen Waanders