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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

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

Methodology · Statistics 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

Many inverse problems arising in engineering and applied sciences involve unknown quantities with pronounced spatial inhomogeneity, such as localized defects or spatially varying material properties, making reliable uncertainty…

Numerical Analysis · Mathematics 2026-02-10 Babak Maboudi Afkham , Tomas Soto , Mirza Karamehmedovic , Lassi Roininen

The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…

Statistics Theory · Mathematics 2017-11-21 Sari Lasanen

We empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model,…

Statistics Theory · Mathematics 2018-10-30 Peter Grünwald , Thijs van Ommen

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…

Statistics Theory · Mathematics 2019-05-14 Matthew M. Dunlop , Tapio Helin , Andrew M. Stuart

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

Methodology · Statistics 2023-10-02 Navid Shervani-Tabar

Due to their great flexibility, nonparametric Bayes methods have proven to be a valuable tool for discovering complicated patterns in data. The term "nonparametric Bayes" suggests that these methods inherit model-free operating…

Methodology · Statistics 2013-04-15 Peter D. Hoff

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

In the presence of modeling errors, the mainstream Bayesian methods seldom give a realistic account of uncertainties as they commonly underestimate the inherent variability of parameters. This problem is not due to any misconception in the…

Applications · Statistics 2020-05-19 Omid Sedehi , Costas Papadimitriou , Lambros S. Katafygiotis

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru