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We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

Image and Video Processing · Electrical Eng. & Systems 2026-03-17 Ahmed Karam Eldaly , Matteo Figini , Daniel C. Alexander

Bayesian inference represents a principled way to incorporate Earth structure uncertainty in full-waveform moment tensor inversions, but traditional approaches generally require significant approximations that risk biasing the resulting…

Geophysics · Physics 2026-03-20 A. A. Saoulis , T. -S. Pham , A. M. G. Ferreira

Full waveform inversion (FWI) aims at estimating subsurface medium properties from measured seismic data. It is usually cast as a non-linear least-squares problem that incorporates uncertainties in the measurements. In exploration…

Optimization and Control · Mathematics 2019-04-02 Tristan van Leeuwen

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

Phased array ultrasound is a widely used technique in non-destructive testing. Using piezoelectric elements as both sources and receivers provides a significant gain in information and enables more accurate defect detection. When all…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Tim Bürchner , Simon Schmid , Lukas Bergbreiter , Ernst Rank , Stefan Kollmannsberger , Christian U. Grosse

In recent years, uncertainty-aware full waveform inversion (FWI) has received increasing attention, with a growing emphasis on producing informative uncertainty estimates alongside inversion results. Bayesian inference methods--particularly…

Geophysics · Physics 2025-05-14 Yunduo Li , Yijie Zhang , Xueyu Zhu , Jinghuai Gao

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

In recent years, the Hamiltonian Monte Carlo (HMC) algorithm has been found to work more efficiently compared to other popular Markov Chain Monte Carlo (MCMC) methods (such as random walk Metropolis-Hastings) in generating samples from a…

Computation · Statistics 2014-02-18 Andrew L. Beam , Sujit K. Ghosh , Jon Doyle

With the advance in computational resources, Bayesian inference is increasingly becoming the standard tool of practise in GW astronomy. However, algorithms such as Markov Chain Monte Carlo (MCMC) require a large number of iterations to…

General Relativity and Quantum Cosmology · Physics 2014-11-04 Edward K. Porter

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed. We present a novel convergence analysis for HMC utilizing new…

Machine Learning · Statistics 2026-05-12 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

The inference of flows of material in the interior of the Sun is a subject of major interest in helioseismology. Here we apply techniques of Full Waveform Inversion (FWI) to synthetic data to test flow inversions. In this idealized setup,…

Solar and Stellar Astrophysics · Physics 2015-06-23 Shravan M Hanasoge

Full-waveform inversion (FWI) is a powerful technique for reconstructing high-resolution material parameters from seismic or ultrasound data. The conventional least-squares (\(L^{2}\)) misfit suffers from pronounced non-convexity that leads…

Optimization and Control · Mathematics 2025-08-26 Matej Neumann , Yunan Yang

We consider the inverse problem of estimating the initial condition of a partial differential equation, which is only observed through noisy measurements at discrete time intervals. In particular, we focus on the case where Eulerian…

Computation · Statistics 2013-07-24 Nikolas Kantas , Alexandros Beskos , Ajay Jasra

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

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…

Methodology · Statistics 2019-10-29 Zeda Li , Ori Rosen , Fabio Ferrarelli , Robert T. Krafty

The Hessian matrix plays an important role in correct interpretation of the multiple scattered wave fields inside the FWI frame work. Due to the high computational costs, the computation of the Hessian matrix is not feasible. Consequently,…

Geophysics · Physics 2022-04-21 S. M. Aydin Shoja , Giovanni A. Meles , Kees Wapenaar

This paper concerns the Bayesian approach to inverse acoustic scattering problems of inferring the position and shape of a sound-soft obstacle from phaseless far-field data generated by point source waves. To improve the convergence rate,…

Numerical Analysis · Mathematics 2021-08-23 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

Computation · Statistics 2015-01-15 Brendon J. Brewer