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Analysis sparsity is a common prior in inverse problem or machine learning including special cases such as Total Variation regularization, Edge Lasso and Fused Lasso. We study the geometry of the solution set (a polyhedron) of the analysis…

Optimization and Control · Mathematics 2022-04-14 Xavier Dupuis , Samuel Vaiter

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

While internet-scale data often comes in pairs (e.g., audio/image, image/text), we often want to perform inferences over modalities unseen together in the training data (e.g., audio/text). Empirically, this can often be addressed by…

Machine Learning · Computer Science 2025-01-22 Yongwei Che , Benjamin Eysenbach

The fused lasso penalizes a loss function by the $L_1$ norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on…

Methodology · Statistics 2019-07-15 Kaito Shimamura , Masao Ueki , Shuichi Kawano , Sadanori Konishi

Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (modes) for posterior distributions arising from model-specific…

Statistics Theory · Mathematics 2024-04-10 Christian Clason , Tapio Helin , Remo Kretschmann , Petteri Piiroinen

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

We propose two novel approaches to the recovery of an (approximately) sparse signal from noisy linear measurements in the case that the signal is a priori known to be non-negative and obey given linear equality constraints, such as simplex…

Information Theory · Computer Science 2015-06-17 Jeremy Vila , Philip Schniter

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from…

Computer Vision and Pattern Recognition · Computer Science 2019-07-04 Zenith Purisha , Carl Jidling , Niklas Wahlström , Simo Särkkä , Thomas B. Schön

Inferring relations from correlational data allows researchers across the sciences to uncover complex connections between variables for insights into the underlying mechanisms. The researchers often represent inferred relations using…

Data Analysis, Statistics and Probability · Physics 2023-05-11 Magnus Neuman , Joaquín Calatayud , Viktor Tasselius , Martin Rosvall

Many imaging science tasks can be modeled as a discrete linear inverse problem. Solving linear inverse problems is often challenging, with ill-conditioned operators and potentially non-unique solutions. Embedding prior knowledge, such as…

Numerical Analysis · Mathematics 2023-12-07 Elizabeth Newman , Jack Michael Solomon , Matthias Chung

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

Information Theory · Computer Science 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

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

Machine learning methods are commonly used to solve inverse problems, wherein an unknown signal must be estimated from few indirect measurements generated via a known acquisition procedure. In particular, neural networks perform well…

Machine Learning · Computer Science 2025-12-05 Hannah Laus , Suzanna Parkinson , Vasileios Charisopoulos , Felix Krahmer , Rebecca Willett

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

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