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A common numerical task is to represent functions which are highly spatially anisotropic, and to solve differential equations related to these functions. One way such anisotropy arises is that information transfer along one spatial…

Numerical Analysis · Mathematics 2017-01-04 Ben F McMillan

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

A Bayesian approach is presented for detecting and characterising the signal from discrete objects embedded in a diffuse background. The approach centres around the evaluation of the posterior distribution for the parameters of the discrete…

Astrophysics · Physics 2009-11-07 M. P. Hobson , C. McLachlan

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

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

Immersed boundary methods have attracted substantial interest in the last decades due to their potential for computations involving complex geometries. Often these cannot be efficiently discretized using boundary-fitted finite elements.…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Lars Radtke , Philipp Kopp , Stefan Kollmannsberger , Ernst Rank , Alexander Düster

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

When building a geometric scene understanding system for autonomous vehicles, it is crucial to know when the system might fail. Most contemporary approaches cast the problem as depth regression, whose output is a depth value for each pixel.…

Computer Vision and Pattern Recognition · Computer Science 2019-12-16 Gengshan Yang , Peiyun Hu , Deva Ramanan

Constructing numerical models of noisy partial differential equations is very delicate. Our long term aim is to use modern dynamical systems theory to derive discretisations of dissipative stochastic partial differential equations. As a…

Dynamical Systems · Mathematics 2007-05-23 A. J. Roberts

We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…

Numerical Analysis · Mathematics 2016-12-07 G. Manzini , K. Lipnikov , J. D. Moulton , M. Shashkov

Recently, inverse problems have attracted more and more attention in computational mathematics and become increasingly important in engineering applications. After the discretization, many of inverse problems are reduced to linear systems.…

Numerical Analysis · Mathematics 2022-04-07 Gong Rongfang , Huang Qin

Numerical solutions to hyperbolic partial differential equations, involving wave propagations in one direction, are subject to several specific errors, such as numerical dispersion, dissipation or aliasing. In multi-dimensions, where the…

Numerical Analysis · Mathematics 2019-02-13 Adrian Sescu

Various noise models have been developed in quantum computing study to describe the propagation and effect of the noise which is caused by imperfect implementation of hardware. Identifying parameters such as gate and readout error rates are…

Quantum Physics · Physics 2022-11-08 Muqing Zheng , Ang Li , Tamás Terlaky , Xiu Yang

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…

Machine Learning · Computer Science 2026-03-18 Qing-Mei Yang , Da-Qing Zhang

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Ralf Metzler

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov
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