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Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

Dynamical Systems · Mathematics 2021-11-05 G. A. Pavliotis , A. M. Stuart , U. Vaes

Following a ground-breaking proposal by Ji~\cite{PhysRevLett.110.262002}, numerical simulations of Quantum Chromo Dynamics (QCD) on a Euclidean lattice have provided new, valuable information on the structure of hadrons. In this talk, we…

High Energy Physics - Lattice · Physics 2022-11-29 Luigi Del Debbio

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 discuss the Bayesian approach to the solution of inverse problems and apply the formalism to analyse the closure tests performed by the NNPDF collaboration. Starting from a comparison with the approach that is currently used for the…

High Energy Physics - Phenomenology · Physics 2022-05-04 Luigi Del Debbio , Tommaso Giani , Michael Wilson

We propose the first Bayesian encoder for metric learning. Rather than relying on neural amortization as done in prior works, we learn a distribution over the network weights with the Laplace Approximation. We actualize this by first…

Machine Learning · Computer Science 2023-02-07 Frederik Warburg , Marco Miani , Silas Brack , Soren Hauberg

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

Methodology · Statistics 2012-07-24 Judith Rousseau , Nicolas Chopin , Brunero Liseo

Bayesian inference is applied directly to the problem of unfolding. The outcome is a posterior probability density for the spectrum before smearing, defined in the multi-dimensional space of all possible spectra. Regularization consists in…

Data Analysis, Statistics and Probability · Physics 2012-06-01 Georgios Choudalakis

In a previous paper, we outlined a new Bayesian method for inferring the properties of extended gravitational lenses, given data in the form of resolved images. This method holds the most promise for optimally extracting information from…

Astrophysics · Physics 2008-11-26 Brendon J. Brewer , Geraint F. Lewis

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

This paper studies the reconstruction of Stekloff eigenvalues and the index of refraction of an inhomogeneous medium from Cauchy data. The inverse spectrum problem to reconstruct Stekloff eigenvalues is investigated using a new integral…

Mathematical Physics · Physics 2019-09-04 Juan Liu , Yanfang Liu , Jiguang Sun

One of the fundamental problems in Bayesian statistics is the approximation of the posterior distribution. Gibbs sampler and coordinate ascent variational inference are renownedly utilized approximation techniques that rely on stochastic…

Statistics Theory · Mathematics 2021-06-18 Se Yoon Lee

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

We consider estimating the parameters of a Gaussian mixture density with a given number of components best representing a given set of weighted samples. We adopt a density interpretation of the samples by viewing them as a discrete Dirac…

Machine Learning · Statistics 2025-04-03 Daniel Frisch , Uwe D. Hanebeck

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

This paper considers the objective comparison of stochastic models to solve inverse problems, more specifically image restoration. Most often, model comparison is addressed in a supervised manner, that can be time-consuming and partly…

Computation · Statistics 2020-10-14 Benjamin Harroué , Jean-François Giovannelli , Marcelo Pereyra

We extend the application of Hamiltonian Monte Carlo to allow for sampling from probability distributions defined over symmetric or Hermitian positive definite matrices. To do so, we exploit the Riemannian structure induced by Cartan's…

Computation · Statistics 2016-12-28 Andrew Holbrook , Shiwei Lan , Alexander Vandenberg-Rodes , Babak Shahbaba

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

This study proposes a radically alternate approach for extracting quantitative information from schlieren images. The method uses a scaled, derivative enhanced Gaussian process model to obtain true density estimates from two corresponding…

Fluid Dynamics · Physics 2022-08-23 Bryn Noel Ubald , Pranay Seshadri , Andrew Duncan

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin
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