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In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

In this paper we demonstrate a computational method to solve the inverse scattering problem for a star-shaped, smooth, penetrable obstacle in 2D. Our method is based on classical ideas from computational geometry. First, we approximate the…

We propose a sampling method based on an ensemble approximation of second order Langevin dynamics. The log target density is appended with a quadratic term in an auxiliary momentum variable and damped-driven Hamiltonian dynamics introduced;…

Dynamical Systems · Mathematics 2025-06-06 Ziming Liu , Andrew M. Stuart , Yixuan Wang

We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…

Methodology · Statistics 2025-03-11 Andrew M. Thomas , Michael Jauch , David S. Matteson

Image restoration aims to recover high-quality images from degraded observations. When the degradation process is known, the recovery problem can be formulated as an inverse problem, and in a Bayesian context, the goal is to sample a clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-13 Darshan Thaker , Abhishek Goyal , René Vidal

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

Passive imaging involves recording waves generated by uncontrolled, random sources and utilizing correlations of such waves to image the medium through which they propagate. In this paper, we focus on passive inverse obstacle scattering…

Analysis of PDEs · Mathematics 2025-11-06 Thorsten Hohage , Meng Liu

Most existing graph diffusion models have significant bias problems. We observe that the forward diffusion's maximum perturbation distribution in most models deviates from the standard Gaussian distribution, while reverse sampling…

Computer Vision and Pattern Recognition · Computer Science 2026-04-03 Meng Yu , Kun Zhan

In this work, we propose an observation system based on the available data which solution is one-be-one mapping to the forward problem(with the unknown initial function) solution. It implies their solutions share the same linear structure…

Numerical Analysis · Mathematics 2026-04-27 Dakang Cen , Zhiyuan Li , Wenlong Zhang

In this paper we consider the problem of localizing a set of broadband sources from a finite window of measurements. In the case of narrowband sources this can be reduced to the problem of spectral line estimation, where our goal is simply…

Signal Processing · Electrical Eng. & Systems 2022-10-24 Coleman DeLude , Rakshith Sharma , Santhosh Karnik , Christopher Hood , Mark Davenport , Justin Romberg

The inverse temperature parameter of the Potts model governs the strength of spatial cohesion and therefore has a major influence over the resulting model fit. A difficulty arises from the dependence of an intractable normalising constant…

Computation · Statistics 2018-08-20 Matthew T. Moores , Geoff K. Nicholls , Anthony N. Pettitt , Kerrie Mengersen

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

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

Inverse problems are of great importance in astrophysics for deriving information about the physical characteristics of hot optically thin plasma sources from their EUV and X-ray spectra. We describe and test an iterative method developed…

Solar and Stellar Astrophysics · Physics 2014-01-24 F. F. Goryaev , S. Parenti , A. M. Urnov , S. N. Oparin , J. -F. Hochedez , F. Reale

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

In medical SPECT imaging, we seek to simultaneously obtain the internal radioactive sources and the attenuation map using not only ballistic measurements but also first order scattering measurements. The problem is modeled using the…

Analysis of PDEs · Mathematics 2015-09-02 Matias Courdurier , Francois Monard , Axel Osses , Francisco Romero

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

Applications · Statistics 2021-05-11 Anirban Mondal , Bani Mallick

Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…

Numerical Analysis · Mathematics 2022-03-01 David Aristoff , Wolfgang Bangerth

Time harmonic inverse scattering using accurate forward models is often computationally expensive. On the other hand, the use of computationally efficient solvers, such as the Born approximation, may fail if the targets do not satisfy the…

Computational Physics · Physics 2019-07-05 Jari P. Kaipio , Tomi Huttunen , Teemu Luostari , Timo Lähivaara , Peter B. Monk
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