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Full-Waveform Inversion (FWI) has now become a widely accepted tool to obtain high-resolution velocity models from seismic data. Typically, the velocity model in its discrete form is represented on a rectangular grid, and we solve for the…

Geophysics · Physics 2022-01-25 Reetam Biswas , Mrinal K. Sen

When a mathematical or computational model is used to analyse some system, it is usual that some parameters resp.\ functions or fields in the model are not known, and hence uncertain. These parametric quantities are then identified by…

Probability · Mathematics 2016-07-01 Hermann G. Matthies , Elmar Zander , Bojana Rosic , Alexander Litvinenko

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

Realisation of experiments even on small and medium-scale quantum computers requires an optimisation of several parameters to achieve high-fidelity operations. As the size of the quantum register increases, the characterisation of quantum…

Quantum Physics · Physics 2020-08-11 F. Martínez-García , D. Vodola , M. Müller

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

This study investigates an inverse problem associated with a time-fractional HIV infection model incorporating nonlinear diffusion. The model describes the dynamics of uninfected target cells, infected cells, and free virus particles, where…

Numerical Analysis · Mathematics 2025-04-01 Mohamed BenSalah , Salih Tatar , Suleyman Ulusoy

This paper introduces an infinite-dimensional Bayesian framework for acoustic seabed tomography, leveraging wave scattering to simultaneously estimate the seabed and its roughness. Tomography is considered an ill-posed problem where…

Applications · Statistics 2026-05-14 Babak Maboudi Afkham , Ana Carpio

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Ptychography is a scanning coherent diffractive imaging technique that enables imaging nanometer-scale features in extended samples. One main challenge is that widely used iterative image reconstruction methods often require significant…

Image and Video Processing · Electrical Eng. & Systems 2024-12-17 Canberk Ekmekci , Tekin Bicer , Zichao Wendy Di , Junjing Deng , Mujdat Cetin

The present paper proposes a novel Bayesian, computational strategy in the context of model-based inverse problems in elastostatics. On one hand we attempt to provide probabilistic estimates of the material properties and their spatial…

Computation · Statistics 2015-12-21 P. S. Koutsourelakis

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

Empirical Bayes methods are widely used for large-scale inference, yet most classical approaches assume homoscedastic observations and focus primarily on posterior mean estimation. We develop a nonparametric empirical Bayes framework for…

Methodology · Statistics 2026-04-24 Zhigen Zhao , Shonosuke Sugaasawa

The Bayesian approach to inverse problems is widely used in practice to infer unknown parameters from noisy observations. In this framework, the ensemble Kalman inversion has been successfully applied for the quantification of uncertainties…

Numerical Analysis · Mathematics 2019-10-15 Neil K. Chada , Claudia Schillings , Simon Weissmann

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

Numerical Analysis · Mathematics 2026-01-26 Anne Poot , Iuri Rocha , Pierre Kerfriden , Frans van der Meer

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu