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In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

The iterations of many first-order algorithms, when applied to minimizing common regularized regression functions, often resemble neural network layers with pre-specified weights. This observation has prompted the development of…

Machine Learning · Computer Science 2017-08-03 Hao He , Bo Xin , David Wipf

Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…

Machine Learning · Statistics 2017-12-29 Clément Elvira , Pierre Chainais , Nicolas Dobigeon

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

In this paper we address the problem of performing Bayesian inference for the parameters of a nonlinear multi-output model and the covariance matrix of the different output signals. We propose an adaptive importance sampling (AIS) scheme…

Computation · Statistics 2025-01-03 E. Curbelo , L. Martino , F. Llorente , D. Delgado-Gomez

In electrical impedance tomography the electrical conductivity inside a physical body is computed from electro-static boundary measurements. The focus of this paper is to extend recent result for the 2D problem to 3D. Prior information…

Numerical Analysis · Mathematics 2016-01-20 Henrik Garde , Kim Knudsen

This paper proposes a new approach for solving ill-posed nonlinear inverse problems. For ease of explanation of the proposed approach, we use the example of lung electrical impedance tomography (EIT), which is known to be a nonlinear and…

Numerical Analysis · Mathematics 2019-08-01 Jin Keun Seo , Kang Cheol Kim , Ariungerel Jargal , Kyounghun Lee , Bastian Harrach

The reconstruction of the structure of biological tissue using electromyographic data is a non-invasive imaging method with diverse medical applications. Mathematically, this process is an inverse problem. Furthermore, electromyographic…

Numerical Analysis · Mathematics 2021-05-26 Anna Rörich , Tim A. Werthmann , Dominik Göddeke , Lars Grasedyck

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial…

Analysis of PDEs · Mathematics 2015-05-27 Ch. Schwab , A. M. Stuart

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

Numerical Analysis · Mathematics 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

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

In many applications, Bayesian inverse problems can give rise to probability distributions which contain complexities due to the Hessian varying greatly across parameter space. This complexity often manifests itself as lower dimensional…

Computation · Statistics 2020-07-28 Simon L. Cotter , Ioannis G. Kevrekidis , Paul Russell

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

This paper focuses on prior information for improved sparsity reconstruction in electrical impedance tomography with partial data, i.e. data measured only on subsets of the boundary. Sparsity is enforced using an $\ell_1$ norm of the basis…

Numerical Analysis · Mathematics 2016-01-20 Henrik Garde , Kim Knudsen

In this paper, we develop an {\em epsilon admissible subsets} (EAS) model selection approach for performing group variable selection in the high-dimensional multivariate regression setting. This EAS strategy is designed to estimate a…

Methodology · Statistics 2024-01-17 Salil Koner , Jonathan P Williams

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed…

Machine Learning · Statistics 2024-05-27 Jan Glaubitz , Anne Gelb

Bayesian coresets have emerged as a promising approach for implementing scalable Bayesian inference. The Bayesian coreset problem involves selecting a (weighted) subset of the data samples, such that the posterior inference using the…

Machine Learning · Statistics 2021-03-01 Jacky Y. Zhang , Rajiv Khanna , Anastasios Kyrillidis , Oluwasanmi Koyejo