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By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

Computation · Statistics 2016-02-17 Shiwei Lan , Tan Bui-Thanh , Mike Christie , Mark Girolami

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary…

Machine Learning · Computer Science 2021-02-16 Markus Lange-Hegermann

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…

Machine Learning · Computer Science 2021-12-21 Chen Li , Matthew Dunlop , Georg Stadler

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

Probability · Mathematics 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

We introduce Bayesian multi-tensor factorization, a model that is the first Bayesian formulation for joint factorization of multiple matrices and tensors. The research problem generalizes the joint matrix-tensor factorization problem to…

Machine Learning · Statistics 2016-10-13 Suleiman A. Khan , Eemeli Leppäaho , Samuel Kaski

This paper introduces a new neural network based prior for real valued functions on $\mathbb R^d$ which, by construction, is more easily and cheaply scaled up in the domain dimension $d$ compared to the usual Karhunen-Lo\`eve function space…

Methodology · Statistics 2022-09-09 Torben Sell , Sumeetpal S. Singh

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate…

Statistics Theory · Mathematics 2020-07-15 Shota Gugushvili , Aad van der Vaart , Dong Yan

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Bayesian methods constitute a popular approach for estimating the conditional independence structure in Gaussian graphical models, since they can quantify the uncertainty through the posterior distribution. Inference in this framework is…

Methodology · Statistics 2026-01-14 Marcus Gehrmann , Håkon Tjelmeland

The Bayesian approach to machine learning amounts to computing posterior distributions of random variables from a probabilistic model of how the variables are related (that is, a prior distribution) and a set of observations of variables.…

Logic in Computer Science · Computer Science 2015-07-01 Johannes Borgström , Andrew D Gordon , Michael Greenberg , James Margetson , Jurgen Van Gael

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

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,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…

Numerical Analysis · Mathematics 2025-10-08 Zhiliang Deng , Zhiyuan Wang , Xiaomei Yang , Xiaofei Guan