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Related papers: The Bayesian approach to inverse Robin problems

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This paper examines inverse Cauchy problems that are governed by a kind of elliptic partial differential equation. The inverse problems involve recovering the missing data on an inaccessible boundary from the measured data on an accessible…

Numerical Analysis · Mathematics 2023-12-01 Rongfang Gong , Min Wang , Qin Huang , Ye Zhang

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

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

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

The reconstruction of time-dependent Robin coefficients is a challenging inverse heat transfer problem due to its inherent ill-posedness. This paper introduces a hierarchical Bayesian approach integrated with a persistent homology (PH)…

Computation · Statistics 2026-04-27 Xiaomei Yang , Jiaying Jia , Zhiliang Deng

In this article, we study the binary classification problem with supervised data, in the case where the covariate-to-probability-of-success map is possibly spatially inhomogeneous. We devise nonparametric Bayesian procedures with…

Statistics Theory · Mathematics 2025-09-10 Matteo Giordano

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

Methodology · Statistics 2025-09-09 Ellis Scharfenaker , Duncan K. Foley

In large-scale Bayesian inverse problems, it is often necessary to apply approximate forward models to reduce the cost of forward model evaluations, while controlling approximation quality. In the context of Bayesian inverse problems with…

Numerical Analysis · Mathematics 2026-01-08 Josie König , Han Cheng Lie

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

We consider an acoustic obstacle reconstruction problem with Poisson data. Due to the stochastic nature of the data, we tackle this problem in the framework of Bayesian inversion. The unknown obstacle is parameterized in its angular form.…

Numerical Analysis · Mathematics 2019-07-10 Xiaomei Yang , Zhiliang Deng

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Over the last decade, a series of applied mathematics papers have explored a type of inverse problem--called by a variety of names including "inverse sensitivity", "pushforward based inference", "consistent Bayesian inference", or…

Methodology · Statistics 2022-11-30 Peter W. Marcy , Rebecca E. Morrison

The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…

Numerical Analysis · Mathematics 2026-02-12 Daniela Calvetti , Erkki Somersalo

The main contribution of this paper is to develop a hierarchical Bayesian formulation of PINNs for linear inverse problems, which is called BPINN-IP. The proposed methodology extends PINN to account for prior knowledge on the nature of the…

Machine Learning · Statistics 2026-02-05 Ali Mohammad-Djafari

In this paper, we consider the inverse problem of determining some coefficients within a coupled nonlinear parabolic system, through boundary observation of its non-negative solutions. In the physical setup, the non-negative solutions…

Analysis of PDEs · Mathematics 2024-04-23 Hongyu Liu , Catharine W. K. Lo

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…