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The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the…
Computing posterior distributions in large-scale Bayesian linear inverse problems is challenging due to the high dimensionality of the parameter space. In this work, we develop a data-informed framework that shifts the computational focus…
Hyperspectral unmixing is a blind source separation problem which consists in estimating the reference spectral signatures contained in a hyperspectral image, as well as their relative contribution to each pixel according to a given mixture…
In machine learning and statistics, probabilistic inference involving multimodal distributions is quite difficult. This is especially true in high dimensional problems, where most existing algorithms cannot easily move from one mode to…
We consider the problem of Bayesian inference for changepoints where the number and position of the changepoints are both unknown. In particular, we consider product partition models where it is possible to integrate out model parameters…
Bayesian inference provides a methodology for parameter estimation and uncertainty quantification in machine learning and deep learning methods. Variational inference and Markov Chain Monte-Carlo (MCMC) sampling methods are used to…
This paper introduces a novel Bayesian approach to detect changes in the variance of a Gaussian sequence model, focusing on quantifying the uncertainty in the change point locations and providing a scalable algorithm for inference. Such a…
Geophysical methods offer several key advantages over conventional subsurface measurement approaches, yet their use for hydrologic interpretation is often problematic. Here, we introduce theory and concepts of a novel Bayesian approach for…
While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…
Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…
In recent times empirical likelihood has been widely applied under Bayesian framework. Markov chain Monte Carlo (MCMC) methods are frequently employed to sample from the posterior distribution of the parameters of interest. However,…
We consider joint inversion for two or more unknown parameters from observational data in the Bayesian framework. Standard approaches often either treat the parameters as independent or impose structural similarity through regularisation…
We introduce a framework that enables efficient sampling from learned probability distributions for MRI reconstruction. Different from conventional deep learning-based MRI reconstruction techniques, samples are drawn from the posterior…
We present a Bayesian approach to estimate the parameters of mathematical models of cardiac electrophysiology with quantified uncertainty. Such models capture the dynamics of the electrical signal that coordinates the muscle cell…
Computing the marginal likelihood or evidence is one of the core challenges in Bayesian analysis. While there are many established methods for estimating this quantity, they predominantly rely on using a large number of posterior samples…
Uncertainty quantification for large-scale inverse problems remains a challenging task. For linear inverse problems with additive Gaussian noise and Gaussian priors, the posterior is Gaussian but sampling can be challenging, especially for…
In contrast to previous analyses, we demonstrate a Bayesian approach to the estimation of the CKM phase $\alpha$ that is invariant to parameterization. We also show that in addition to {\em computing} the marginal posterior in a Bayesian…
Uncertainty estimation in deep models is essential in many real-world applications and has benefited from developments over the last several years. Recent evidence suggests that existing solutions dependent on simple Gaussian formulations…
Time-lapse images carry out important information about dynamic changes in Earth's interior which can be inferred using different Full Waveform Inversion (FWI) schemes. The estimation process is performed by manipulating more than one…
Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining…