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Related papers: The Bayesian approach to inverse Robin problems

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For $\mathcal{O}$ a bounded domain in $\mathbb{R}^d$ and a given smooth function $g:\mathcal{O}\to\mathbb{R}$, we consider the statistical nonlinear inverse problem of recovering the conductivity $f>0$ in the divergence form equation $$…

Statistics Theory · Mathematics 2020-03-09 Matteo Giordano , Richard Nickl

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…

Methodology · Statistics 2023-09-28 Youngsoo Baek , Wilkins Aquino , Sayan Mukherjee

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…

Numerical Analysis · Mathematics 2022-03-29 Xiao-Mei Yang , Zhi-Liang Deng

We deal with a boundary detection problem arising in nondestructive testing of materials. The problem consists in recovering an unknown portion of the boundary, where a Robin condition is satisfied, with the use of a Cauchy data pair…

Numerical Analysis · Mathematics 2013-05-07 Hui Cao , Sergei V. Pereverzev , Eva Sincich

The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a…

Methodology · Statistics 2015-06-22 Jeffrey W. Miller , David B. Dunson

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

Diffusion models have emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. Likelihood misspecification…

Machine Learning · Computer Science 2026-05-12 Yiming Yang , Xiaoyuan Cheng , Yi He , Kaiyu Li , Wenxuan Yuan , Zhuo Sun

We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain…

Statistics Theory · Mathematics 2014-09-24 Sergios Agapiou , Peter Mathé

Data collected by the Interstellar Boundary Explorer (IBEX) satellite, recording heliospheric energetic neutral atoms (ENAs), exhibit a phenomenon that has caused space scientists to revise hypotheses about the physical processes, and…

The need to blend observational data and mathematical models arises in many applications and leads naturally to inverse problems. Parameters appearing in the model, such as constitutive tensors, initial conditions, boundary conditions, and…

Statistics Theory · Mathematics 2010-09-16 J. Nolen , G. A. Pavliotis , A. M. Stuart

The non-uniform surface temperature distribution of rotating active stars is routinely mapped with the Doppler Imaging technique. Inhomogeneities in the surface produce features in high-resolution spectroscopic observations that shift in…

Instrumentation and Methods for Astrophysics · Physics 2022-02-23 A. Asensio Ramos , C. Diaz Baso , O. Kochukhov

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

Numerical Analysis · Mathematics 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

Using a capacity approach, and the theory of measure's perturbation of Dirichlet forms, we give the probabilistic representation of the General Robin boundary value problems on an arbitrary domain $\Omega$, involving smooth measures, which…

Probability · Mathematics 2013-03-26 Khalid Akhlil

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian…

Machine Learning · Statistics 2014-02-13 Philipp Hennig , Søren Hauberg

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate…

Statistics Theory · Mathematics 2020-07-15 Shota Gugushvili , Aad van der Vaart , Dong Yan

We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…

Numerical Analysis · Mathematics 2025-06-06 Iulian Cîmpean , Andreea Grecu , Liviu Marin