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Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain…

Statistics Theory · Mathematics 2014-09-24 Sergios Agapiou , Peter Mathé

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the…

Computation · Statistics 2016-05-03 Tiangang Cui , James Martin , Youssef M. Marzouk , Antti Solonen , Alessio Spantini

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…

Methodology · Statistics 2014-09-10 Zepu Zhang

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

We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…

Statistics Theory · Mathematics 2014-07-28 Naveen Naidu Narisetty , Xuming He

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye

When related learning tasks are naturally arranged in a hierarchy, an appealing approach for coping with scarcity of instances is that of transfer learning using a hierarchical Bayes framework. As fully Bayesian computations can be…

Machine Learning · Computer Science 2012-06-18 Gal Elidan , Ben Packer , Geremy Heitz , Daphne Koller

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

We study the reknown deconvolution problem of recovering a distribution function from independent replicates (signal) additively contaminated with random errors (noise), whose distribution is known. We investigate whether a Bayesian…

Statistics Theory · Mathematics 2021-11-15 Judith Rousseau , Catia Scricciolo

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Computation · Statistics 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

We provide a complete framework for performing infinite-dimensional Bayesian inference and uncertainty quantification for image reconstruction with Poisson data. In particular, we address the following issues to make the Bayesian framework…

Numerical Analysis · Mathematics 2019-10-22 Qingping Zhou , Tengchao Yu , Xiaoqun Zhang , Jinglai Li

The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…

Statistics Theory · Mathematics 2022-01-10 Birzhan Ayanbayev , Ilja Klebanov , Han Cheng Lie , T. J. Sullivan

Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal…

Optimization and Control · Mathematics 2018-06-08 Ruanui Nicholson , Jari P. Kaipio

Diffusion models have emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. Likelihood misspecification…

Machine Learning · Computer Science 2026-05-12 Yiming Yang , Xiaoyuan Cheng , Yi He , Kaiyu Li , Wenxuan Yuan , Zhuo Sun