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We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

Statistics Theory · Mathematics 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari , Jérôme Idier

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

Bayesian learning is a powerful learning framework which combines the external information of the data (background information) with the internal information (training data) in a logically consistent way in inference and prediction. By…

Machine Learning · Statistics 2026-02-11 Erdong Guo , David Draper

The sparse structure of the solution for an inverse problem can be modelled using different sparsity enforcing priors when the Bayesian approach is considered. Analytical expression for the unknowns of the model can be obtained by building…

Applications · Statistics 2017-05-31 Mircea Dumitru

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

Machine Learning · Statistics 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

Tucker decomposition is the cornerstone of modern machine learning on tensorial data analysis, which have attracted considerable attention for multiway feature extraction, compressive sensing, and tensor completion. The most challenging…

Machine Learning · Computer Science 2015-05-12 Qibin Zhao , Liqing Zhang , Andrzej Cichocki

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 computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

This article proposes a Bayesian approach to regression with a scalar response against vector and tensor covariates. Tensor covariates are commonly vectorized prior to analysis, failing to exploit the structure of the tensor, and resulting…

Methodology · Statistics 2015-09-23 Rajarshi Guhaniyogi , Shaan Qamar , David B. Dunson

Gaussian Process is a non-parametric prior which can be understood as a distribution on the function space intuitively. It is known that by introducing appropriate prior to the weights of the neural networks, Gaussian Process can be…

Machine Learning · Statistics 2021-01-08 Erdong Guo , David Draper

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…

Numerical Analysis · Mathematics 2022-05-12 Harbir Antil , Arvind K. Saibaba

The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…

Statistics Theory · Mathematics 2012-02-24 B. T. Knapik , A. W. van der Vaart , J. H. van Zanten

Tensors, also known as multidimensional arrays, are useful data structures in machine learning and statistics. In recent years, Bayesian methods have emerged as a popular direction for analyzing tensor-valued data since they provide a…

Methodology · Statistics 2024-02-02 Yiyao Shi , Weining Shen

We introduce the concept of conjugate prior models for a given likelihood function in Bayesian spatial inversion. The conjugate class of prior models can be selection extended and still remain conjugate. We demonstrate the generality of…

Methodology · Statistics 2018-12-06 Henning Omre , Kjartan Rimstad

This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…

Statistics Theory · Mathematics 2025-11-17 Pu-Zhao Kow , Janne Nurminen , Jesse Railo

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig