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In this book chapter, we discuss recent advances in data-driven approaches for inverse problems. In particular, we focus on the \emph{paired autoencoder} framework, which has proven to be a powerful tool for solving inverse problems in…

Machine Learning · Computer Science 2025-08-20 Matthias Chung , Bas Peters , Michael Solomon

Given time series data, how can we answer questions like "what will happen in the future?" and "how did we get here?" These sorts of probabilistic inference questions are challenging when observations are high-dimensional. In this paper, we…

Machine Learning · Computer Science 2025-05-22 Benjamin Eysenbach , Vivek Myers , Ruslan Salakhutdinov , Sergey Levine

We address the problem of reconstructing X-Ray tomographic images from scarce measurements by interpolating missing acquisitions using a self-supervised approach. To do so, we train shallow neural networks to combine two neighbouring…

Image and Video Processing · Electrical Eng. & Systems 2022-05-18 Emilien Valat , Katayoun Farrahi , Thomas Blumensath

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…

Machine Learning · Statistics 2016-11-08 Brian R. Gaines , Hua Zhou

We prove for the first time that, if a linear inverse problem exhibits a group symmetry structure, gradient-based optimizers can be designed to exploit this structure for faster convergence rates. This theoretical finding demonstrates the…

Optimization and Control · Mathematics 2025-05-21 Junqi Tang , Guixian Xu

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Optimization and Control · Mathematics 2024-02-07 Mickael Binois , Victor Picheny

This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to…

Analysis of PDEs · Mathematics 2020-05-19 Faouzi Triki , Tao Yin

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

We formulate the inverse problem in a Bayesian framework and aim to train a generative model that allows us to simulate (i.e., sample from the likelihood) and do inference (i.e., sample from the posterior). We review the use of triangular…

Machine Learning · Statistics 2025-09-05 Tristan van Leeuwen , Christoph Brune , Marcello Carioni

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

Inverse design refers to the problem of optimizing the input of an objective function in order to enact a target outcome. For many real-world engineering problems, the objective function takes the form of a simulator that predicts how the…

Among generalized additive models, additive Mat\'ern Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure and stochastic differential equation representation,…

Machine Learning · Statistics 2023-05-02 Lu Zou , Haoyuan Chen , Liang Ding

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

The Alternating Direction Method of Multipliers (ADMM) provides a natural way of solving inverse problems with multiple partial differential equations (PDE) forward models and nonsmooth regularization. ADMM allows splitting these…

Numerical Analysis · Mathematics 2021-04-29 Luke Lozenski , Umberto Villa

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

One method to solve expensive black-box optimization problems is to use a surrogate model that approximates the objective based on previous observed evaluations. The surrogate, which is cheaper to evaluate, is optimized instead to find an…

Optimization and Control · Mathematics 2021-05-28 Rickard Karlsson , Laurens Bliek , Sicco Verwer , Mathijs de Weerdt

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk