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Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in…

Computational Physics · Physics 2025-12-12 Olivia Tsang , Owen Melia , Vasileios Charisopoulos , Jeremy Hoskins , Yuehaw Khoo , Rebecca Willett

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

Surrogate models are used to alleviate the computational burden in engineering tasks, which require the repeated evaluation of computationally demanding models of physical systems, such as the efficient propagation of uncertainties. For…

Machine Learning · Statistics 2022-09-28 Felix Schneider , Iason Papaioannou , Gerhard Müller

We consider an inverse scattering problem for time-harmonic acoustic or electromagnetic waves. The goal is to localize several small penetrable objects embedded inside an otherwise homogeneous background medium from observations of far…

Numerical Analysis · Mathematics 2017-04-05 Roland Griesmaier , Christian Schmiedecke

The inverse scattering problem, whose goal is to reconstruct an unknown scattering object from its scattered wave, is essential in fundamental wave physics and its wide applications in imaging sciences. However, it remains challenging to…

Optics · Physics 2021-09-08 Moosung Lee , Herve Hugonnet , YongKeun Park

Bayesian inverse design provides a principled framework for inferring aerodynamic geometries from sparse flow observations while quantifying uncertainty. However, its practical use in computational fluid dynamics (CFD) is severely limited…

Fluid Dynamics · Physics 2026-05-26 Bipin Tiwari , Omer San

We consider the inverse problem of determining the geometry of penetrable objects from scattering data generated by one incident wave at a fixed frequency. We first study an orthogonality sampling type method which is fast, simple to…

Numerical Analysis · Mathematics 2022-07-21 Thu Le , Dinh-Liem Nguyen , Vu Nguyen , Trung Truong

Uncertainty quantification for image data is dominated by complex deep learning methods, yet the field lacks an interpretable, mathematically grounded baseline. We propose Bayesian scattering to fill this gap, serving as a first-step…

Machine Learning · Computer Science 2026-03-24 Bernardo Fichera , Zarko Ivkovic , Kjell Jorner , Philipp Hennig , Viacheslav Borovitskiy

Inverse scattering in layered media has a wide range of applications, examples including geophysical exploration, medical imaging, and remote sensing. In this paper, we develop a selective focusing method for identifying multiple unknown…

Numerical Analysis · Mathematics 2025-05-27 Jun Lai , Jinrui Zhang

We are concerned with the inverse scattering problem of extracting the geometric structures of an unknown/inaccessible inhomogeneous medium by using the corresponding acoustic far-field measurement. Using the intrinsic geometric properties…

Analysis of PDEs · Mathematics 2017-06-15 Jingzhi Li , Xiaofei Li , Hongyu Liu

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

Surrogate models are statistical or conceptual approximations for more complex simulation models. In this context, it is crucial to propagate the uncertainty induced by limited simulation budget and surrogate approximation error to…

Machine Learning · Statistics 2026-01-27 Philipp Reiser , Javier Enrique Aguilar , Anneli Guthke , Paul-Christian Bürkner

Diffraction tomography is an inverse scattering technique used to reconstruct the spatial distribution of the material properties of a weakly scattering object. The object is exposed to radiation, typically light or ultrasound, and the…

Numerical Analysis · Mathematics 2024-03-26 Clemens Kirisits , Noemi Naujoks , Otmar Scherzer

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

In this work, we are interested in the determination of the shape of the scatterer for the two dimensional time harmonic inverse medium scattering problems in acoustics. The scatterer is assumed to be a piecewise constant function with a…

Numerical Analysis · Mathematics 2021-01-12 J. Huang , Z. Deng , L. Xu

In the paper, we present a strategy for accelerating posterior inference for unknown inputs in time fractional diffusion models. In many inference problems, the posterior may be concentrated in a small portion of the entire prior support.…

Numerical Analysis · Mathematics 2017-07-03 Lijian Jiang , Na Ou

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-19 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

We introduce a level set based approach to Bayesian geometric inverse problems. In these problems the interface between different domains is the key unknown, and is realized as the level set of a function. This function itself becomes the…

Methodology · Statistics 2015-04-02 Marco A. Iglesias , Yulong Lu , Andrew M. Stuart