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Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

This paper provides an analysis of the linearized inverse problem in multifrequency electrical impedance tomography. We consider an isotropic conductivity distribution with a finite number of unknown inclusions with different frequency…

Numerical Analysis · Mathematics 2016-10-06 Giovanni S. Alberti , Habib Ammari , Bangti Jin , Jin-Keun Seo , Wenlong Zhang

High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

We study Bayesian inversion for a model elliptic PDE with unknown diffusion coefficient. We provide complexity analyses of several Markov Chain-Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the…

Numerical Analysis · Mathematics 2013-05-01 Viet Ha Hoang , Christoph Schwab , Andrew M. Stuart

Bayesian formulations of inverse problems are attractive for their ability to incorporate prior knowledge and update probabilistic models as new data become available. Markov chain Monte Carlo (MCMC) methods sample posterior probability…

Geophysics · Physics 2025-05-07 Giovanni Angelo Meles , Stefano Marelli , Niklas Linde

This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…

Computational Engineering, Finance, and Science · Computer Science 2026-02-24 Giacomo Bottacini , Matteo Torzoni , Andrea Manzoni

The purpose of this paper is to propose a non-iterative method for the inverse conductivity problem of recovering multiple small anomalies from the boundary measurements. When small anomalies are buried in a conducting object, the electric…

Analysis of PDEs · Mathematics 2015-06-11 Ok Kyun Lee , Hyeonbae Kang , Jong Chul Ye , Mikyoung Lim

We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse…

Methodology · Statistics 2014-04-14 Noemi Petra , James Martin , Georg Stadler , Omar Ghattas

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

This paper presents an improved implicit sampling method for hierarchical Bayesian inverse problems. A widely used approach for sampling posterior distribution is based on Markov chain Monte Carlo (MCMC). However, the samples generated by…

Numerical Analysis · Mathematics 2018-11-27 Xiaoyan Song , Lijian Jiang , Guanghui Zheng

In this work we propose and analyze a numerical method for electrical impedance tomography of recovering a piecewise constant conductivity from boundary voltage measurements. It is based on standard Tikhonov regularization with a…

Numerical Analysis · Mathematics 2023-10-06 Bangti Jin , Yifeng Xu

Electrical Impedance Tomography (EIT) is a powerful imaging technique with diverse applications, e.g., medical diagnosis, industrial monitoring, and environmental studies. The EIT inverse problem is about inferring the internal conductivity…

Machine Learning · Computer Science 2023-10-31 Derick Nganyu Tanyu , Jianfeng Ning , Andreas Hauptmann , Bangti Jin , Peter Maass

Bayesian inference in deep neural networks is challenging due to the high-dimensional, strongly multi-modal parameter posterior density landscape. Markov chain Monte Carlo approaches asymptotically recover the true posterior but are…

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

Numerical Analysis · Mathematics 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

A path integral Monte Carlo method (PIMC) based on Feynman-Kac formula for mixed boundary conditions of elliptic equations is proposed to solve the forward problem of electrical impedance tomography (EIT) on the boundary to obtain…

Numerical Analysis · Mathematics 2019-08-01 Yijing Zhou , Wei Cai

The reconstruction of the structure of biological tissue using electromyographic data is a non-invasive imaging method with diverse medical applications. Mathematically, this process is an inverse problem. Furthermore, electromyographic…

Numerical Analysis · Mathematics 2021-05-26 Anna Rörich , Tim A. Werthmann , Dominik Göddeke , Lars Grasedyck

Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…

Numerical Analysis · Mathematics 2019-09-06 Howard C. Elman , Akwum Onwunta

Markov chain Monte Carlo (MCMC) methods remain the mainstay of Bayesian estimation of structural equation models (SEM), though they often incur a high computational cost. We present a bespoke approximate Bayesian approach to SEM, drawing on…

Methodology · Statistics 2026-05-20 Haziq Jamil , Håvard Rue

We study the Bayesian inverse problem for inferring the log-normal slowness function of the eikonal equation given noisy observation data on its solution at a set of spatial points. We study approximation of the posterior probability…

Numerical Analysis · Mathematics 2023-01-04 Zhan Fei Yeo , Viet Ha Hoang

In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixed time interval. This problem features several obstacles to…

Computation · Statistics 2025-04-23 Ajay Jasra , Amin Wu
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