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Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

Methodology · Statistics 2016-07-12 Marcelo Pereyra

A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

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

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…

Numerical Analysis · Mathematics 2023-03-31 Daniela Calvetti , Erkki Somersalo

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…

Probability · Mathematics 2016-09-13 Matthew M. Dunlop , Marco A. Iglesias , Andrew M. Stuart

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

The Bayesian methods for linear inverse problems is studied using hierarchical Gaussian models. The problems are considered with different discretizations, and we analyze the phenomena which appear when the discretization becomes finer. A…

Statistics Theory · Mathematics 2009-09-14 Tapio Helin , Matti Lassas

A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of the total variation. On the other hand, sparse or noisy data often demands a…

Optimization and Control · Mathematics 2020-04-13 Oliver R. A. Dunbar , Matthew M. Dunlop , Charles M. Elliott , Viet Ha Hoang , Andrew M. Stuart

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

This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…

Machine Learning · Computer Science 2026-03-18 Qing-Mei Yang , Da-Qing Zhang

Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…

Machine Learning · Computer Science 2023-01-24 Natraj Raman , Daniele Magazzeni , Sameena Shah

Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as…

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Image reconstruction based on indirect, noisy, or incomplete data remains an important yet challenging task. While methods such as compressive sensing have demonstrated high-resolution image recovery in various settings, there remain issues…

Numerical Analysis · Mathematics 2023-03-07 Jan Glaubitz , Anne Gelb , Guohui Song

A Bayesian hierarchical model for total variation regularisation is presented in this paper. All the parameters of an inverse problem, including the "regularisation parameter", are estimated simultaneously from the data in the model. The…

Numerical Analysis · Mathematics 2014-12-16 Marko Järvenpää , Robert Piché
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