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Bayesian inference can quantify uncertainty in the predictions of neural networks using posterior distributions for model parameters and network output. By looking at these posterior distributions, one can separate the origin of uncertainty…

Machine Learning · Computer Science 2023-11-23 H. Linander , O. Balabanov , H. Yang , B. Mehlig

Predicting outcomes in external domains is challenging due to hidden confounders that potentially influence both predictors and outcomes. Well-established methods frequently rely on stringent assumptions, explicit knowledge about the…

Methodology · Statistics 2025-10-14 Carlos García Meixide , David Ríos Insua

Energy based models (EBMs) are appealing due to their generality and simplicity in likelihood modeling, but have been traditionally difficult to train. We present techniques to scale MCMC based EBM training on continuous neural networks,…

Machine Learning · Computer Science 2020-07-01 Yilun Du , Igor Mordatch

Uncertainty quantification for full-waveform inversion provides a probabilistic characterization of the ill-conditioning of the problem, comprising the sensitivity of the solution with respect to the starting model and data noise. This…

Geophysics · Physics 2020-04-20 Gabrio Rizzuti , Ali Siahkoohi , Philipp A. Witte , Felix J. Herrmann

Electromagnetic (EM) imaging is an important tool for non-invasive sensing with low-cost and portable devices. One emerging application is EM stroke imaging, which enables early diagnosis and continuous monitoring of brain strokes.…

Signal Processing · Electrical Eng. & Systems 2025-09-08 Rui Guo , Yi Zhang , Yhonatan Kvich , Tianyao Huang , Maokun Li , Yonina C. Eldar

For linear inverse problems with a large number of unknown parameters, uncertainty quantification remains a challenging task. In this work, we use Krylov subspace methods to approximate the posterior covariance matrix and describe efficient…

Numerical Analysis · Mathematics 2019-05-22 Arvind K. Saibaba , Julianne Chung , Katrina Petroske

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

Uncertainty is the only certainty there is. Modeling data uncertainty is essential for regression, especially in unconstrained settings. Traditionally the direct regression formulation is considered and the uncertainty is modeled by…

Computer Vision and Pattern Recognition · Computer Science 2021-03-26 Wanhua Li , Xiaoke Huang , Jiwen Lu , Jianjiang Feng , Jie Zhou

Extracting low-dimensional summary statistics from large datasets is essential for efficient (likelihood-free) inference. We characterize three different classes of summaries and demonstrate their importance for correctly analyzing…

Methodology · Statistics 2025-11-25 Till Hoffmann , Jukka-Pekka Onnela

When a posterior peaks in unexpected regions of parameter space, new physics has either been discovered, or a bias has not been identified yet. To tell these two cases apart is of paramount importance. We therefore present a method to…

Cosmology and Nongalactic Astrophysics · Physics 2019-09-04 Elena Sellentin , Jean-Luc Starck

We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…

Methodology · Statistics 2026-03-11 David T. Frazier , Christopher Drovandi , Robert Kohn

Bayesian inference for complex models with an intractable likelihood can be tackled using algorithms performing many calls to computer simulators. These approaches are collectively known as "simulation-based inference" (SBI). Recent SBI…

In imaging inverse problems, one seeks to recover an image from missing/corrupted measurements. Because such problems are ill-posed, there is great motivation to quantify the uncertainty induced by the measurement-and-recovery process.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Jeffrey Wen , Rizwan Ahmad , Philip Schniter

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Uncertainty quantification in inverse medical imaging tasks with deep learning has received little attention. However, deep models trained on large data sets tend to hallucinate and create artifacts in the reconstructed output that are not…

Image and Video Processing · Electrical Eng. & Systems 2020-08-21 Max-Heinrich Laves , Malte Tölle , Tobias Ortmaier

We propose a new probabilistic method for unsupervised recovery of corrupted data. Given a large ensemble of degraded samples, our method recovers accurate posteriors of clean values, allowing the exploration of the manifold of possible…

Machine Learning · Computer Science 2020-07-01 Francesco Tonolini , Pablo G. Moreno , Andreas Damianou , Roderick Murray-Smith

In the realm of medical imaging, inverse problems aim to infer high-quality images from incomplete, noisy measurements, with the objective of minimizing expenses and risks to patients in clinical settings. The Diffusion Models have recently…

Image and Video Processing · Electrical Eng. & Systems 2024-04-08 Hossein Askari , Fred Roosta , Hongfu Sun

Deconvolution of astronomical images is a key aspect of recovering the intrinsic properties of celestial objects, especially when considering ground-based observations. This paper explores the use of diffusion models (DMs) and the Diffusion…

Instrumentation and Methods for Astrophysics · Physics 2025-01-22 Alessio Spagnoletti , Alexandre Boucaud , Marc Huertas-Company , Wassim Kabalan , Biswajit Biswas

Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning…

Machine Learning · Computer Science 2024-11-08 Matthew A. Chan , Maria J. Molina , Christopher A. Metzler

High-dimensional linear models have been widely studied, but the developments in high-dimensional generalized linear models, or GLMs, have been slower. In this paper, we propose an empirical or data-driven prior leading to an empirical…

Statistics Theory · Mathematics 2025-07-09 Yiqi Tang , Ryan Martin
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