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Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…

Machine Learning · Statistics 2023-10-09 Eliezer de Souza da Silva , Tomasz Kuśmierczyk , Marcelo Hartmann , Arto Klami

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

In variational inference, the benefits of Bayesian models rely on accurately capturing the true posterior distribution. We propose using neural samplers that specify implicit distributions, which are well-suited for approximating complex…

Machine Learning · Computer Science 2023-11-10 Anshuk Uppal , Kristoffer Stensbo-Smidt , Wouter Boomsma , Jes Frellsen

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

We consider priors for several nonparametric Bayesian models which use finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…

Machine Learning · Statistics 2024-08-27 Rohitash Chandra , Joshua Simmons

Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…

Computation · Statistics 2018-10-16 Lampros Bouranis , Nial Friel , Florian Maire

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

Hierarchical models in Bayesian inverse problems are characterized by an assumed prior probability distribution for the unknown state and measurement error precision, and hyper-priors for the prior parameters. Combining these probability…

Computation · Statistics 2019-06-10 Arvind K. Saibaba , Johnathan Bardsley , D. Andrew Brown , Alen Alexanderian

Bayesian inference allows us to define a posterior distribution over the weights of a generic neural network (NN). Exact posteriors are usually intractable, in which case approximations can be employed. One such approximation - variational…

Machine Learning · Computer Science 2026-01-30 Andrew Millard , Joshua Murphy , Peter Green , Simon Maskell

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…

Machine Learning · Statistics 2023-04-25 Steven Winter , Trevor Campbell , Lizhen Lin , Sanvesh Srivastava , David B. Dunson

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

Given a supervised machine learning problem where the training set has been subject to a known sampling bias, how can a model be trained to fit the original dataset? We achieve this through the Bayesian inference framework by altering the…

Machine Learning · Statistics 2022-03-16 Max Sklar

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

Machine Learning · Statistics 2026-02-13 Jean-François Giovannelli
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