Related papers: The Bayesian approach to inverse Robin problems
We survey some of our recent results on inverse problems for evolution equations. The goal is to provide a unified approach to solve various types of evolution equations. The inverse problems we consider consist in determining unknown…
For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…
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…
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…
In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…
In this paper, we consider the Stokes equations and we are concerned with the inverse problem of identifying a Robin coefficient on some non accessible part of the boundary from available data on the other part of the boundary. We first…
This study revisits the problem of identifying the unknown interior Robin boundary of a connected domain using Cauchy data from the exterior region of a harmonic function. It investigates two shape optimization reformulations employing…
Spatially inhomogeneous functions, which may be smooth in some regions and rough in other regions, are modelled naturally in a Bayesian manner using so-called Besov priors which are given by random wavelet expansions with…
We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive…
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…
In [2] we introduced a method combining together an observability inequality and a spectral decomposition to get a logarithmic stability estimate for the inverse problem of determining both the potential and the damping coefficient in a…
We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…
This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…
Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…
We apply the method of inverse iteration to the Laplace eigenvalue problem with Robin and mixed Dirichlet-Neumann boundary conditions, respectively. For each problem, we prove convergence of the iterates to a non-trivial principal…
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…
We analyze strict positivity at the boundary for nonnegative solutions of Robin problems in general (non-smooth) domains, e.g. open sets with rectifiable topological boundaries having finite Hausdorff measure. This question was raised by…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
The paper studies the large-time behavior of solutions to the Robin problem for PDEs with critical nonlinearities. For the considered problems, nonexistence results are obtained, which complements the interesting recent results by Ikeda et…
In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…