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The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…

Statistics Theory · Mathematics 2024-04-18 Sergios Agapiou , Peter Mathé

Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…

Computation · Statistics 2024-07-16 Angelina Senchukova , Felipe Uribe , Lassi Roininen

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

Mathematical Software · Computer Science 2025-09-16 Jasper M. Everink , Chao Zhang , Amal M. A. Alghamdi , Rémi Laumont , Nicolai A. B. Riis , Jakob S. Jørgensen

We consider the well-posedness of Bayesian inverse problems when the prior measure has exponential tails. In particular, we consider the class of convex (log-concave) probability measures which include the Gaussian and Besov measures as…

Probability · Mathematics 2017-02-27 Bamdad Hosseini , Nilima Nigam

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

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

Constraints are a natural choice for prior information in Bayesian inference. In various applications, the parameters of interest lie on the boundary of the constraint set. In this paper, we use a method that implicitly defines a…

Statistics Theory · Mathematics 2022-09-27 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Many inverse problems arising in engineering and applied sciences involve unknown quantities with pronounced spatial inhomogeneity, such as localized defects or spatially varying material properties, making reliable uncertainty…

Numerical Analysis · Mathematics 2026-02-10 Babak Maboudi Afkham , Tomas Soto , Mirza Karamehmedovic , Lassi Roininen

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 an acoustic obstacle reconstruction problem with Poisson data. Due to the stochastic nature of the data, we tackle this problem in the framework of Bayesian inversion. The unknown obstacle is parameterized in its angular form.…

Numerical Analysis · Mathematics 2019-07-10 Xiaomei Yang , Zhiliang Deng

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

We propose a structured prior for high-dimensional Bayesian inverse problems based on a disentangled deep generative model whose latent space is partitioned into auxiliary variables aligned with known and interpretable physical parameters…

Computation · Statistics 2026-04-03 Arkaprabha Ganguli , Emil Constantinescu

Observables in random tensor theory are polynomials in the entries of a tensor of rank $d$ which are invariant under $U(N)^d$. It is notoriously difficult to evaluate the expectations of such polynomials, even in the Gaussian distribution.…

Mathematical Physics · Physics 2014-11-26 Valentin Bonzom , Frédéric Combes

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

We review definitions and properties of reproducing kernel Hilbert spaces attached to Gaussian variables and processes, with a view to applications in nonparametric Bayesian statistics using Gaussian priors. The rate of contraction of…

Functional Analysis · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

Computation · Statistics 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

Statistics Theory · Mathematics 2023-08-29 Babak Maboudi Afkham , Kim Knudsen , Aksel Kaastrup Rasmussen , Tanja Tarvainen

Generative models produce realistic objects in many domains, including text, image, video, and audio synthesis. Most popular models---Generative Adversarial Networks (GANs) and Variational Autoencoders (VAEs)---usually employ a standard…

Machine Learning · Computer Science 2019-10-30 Maksim Kuznetsov , Daniil Polykovskiy , Dmitry Vetrov , Alexander Zhebrak
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