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The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive…

Data Analysis, Statistics and Probability · Physics 2015-09-16 Justin B. Kinney

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

Systems and Control · Electrical Eng. & Systems 2020-10-28 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We propose a Bayesian framework for feedback boundary control for hyperbolic balance laws. The method propagates a probability distribution over feedback parameters by using Lyapunov decay estimates as a likelihood. In the linear setting,…

Numerical Analysis · Mathematics 2026-02-03 Markus Bambach , Shaoshuai Chu , Michael Herty , Yunong Lin

When estimating quantities and fields that are difficult to measure directly, such as the fluidity of ice, from point data sources, such as satellite altimetry, it is important to solve a numerical inverse problem that is formulated with…

Mathematical Software · Computer Science 2023-08-11 Reuben W. Nixon-Hill , Daniel Shapero , Colin J. Cotter , David A. Ham

We introduce a Bayesian approach to predictive density calibration and combination that accounts for parameter uncertainty and model set incompleteness through the use of random calibration functionals and random combination weights.…

Applications · Statistics 2016-10-26 Federico Bassetti , Roberto Casarin , Francesco Ravazzolo

A new method is presented for the analysis of small angle neutron scattering data from quasi-2D systems such as flux lattices, Skyrmion lattices, and aligned liquid crystals. A significant increase in signal to noise ratio, and a natural…

Other Condensed Matter · Physics 2014-07-23 Alexander T. Holmes

Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

Applications · Statistics 2023-01-20 Pooja Algikar , Lamine Mili

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Uncertainty quantification for image data is dominated by complex deep learning methods, yet the field lacks an interpretable, mathematically grounded baseline. We propose Bayesian scattering to fill this gap, serving as a first-step…

Machine Learning · Computer Science 2026-03-24 Bernardo Fichera , Zarko Ivkovic , Kjell Jorner , Philipp Hennig , Viacheslav Borovitskiy

This paper introduces a novel deep neural network architecture for solving the inverse scattering problem in frequency domain with wide-band data, by directly approximating the inverse map, thus avoiding the expensive optimization loop of…

Numerical Analysis · Mathematics 2024-08-07 Borong Zhang , Leonardo Zepeda-Núñez , Qin Li

The Generalized Eigenvalue Problem (GEVP) has been used extensively in the past in order to reliably extract energy levels from time-dependent Euclidean correlators calculated in Lattice QCD. We propose a formulation of the GEVP in…

High Energy Physics - Lattice · Physics 2016-11-09 Tim Harris , Harvey B. Meyer , Daniel Robaina

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

Computation · Statistics 2020-05-07 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

Inverse problems are ubiquitous in the sciences and engineering. Two categories of inverse problems concerning a physical system are (1) estimate parameters in a model of the system from observed input-output pairs and (2) given a model of…

Methodology · Statistics 2023-12-05 Faaiq G. Waqar , Swati Patel , Cory M. Simon

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…

Methodology · Statistics 2026-05-08 Sarah E. Heaps , Ian H. Jermyn , Yujiang Wang , Darren J. Wilkinson

We consider the problem of constructing Bayesian based confidence sets for linear functionals in the inverse Gaussian white noise model. We work with a scale of Gaussian priors indexed by a regularity hyper-parameter and apply the…

Statistics Theory · Mathematics 2015-04-21 Botond Szabó

A stationary Gaussian process is said to be long-range dependent (resp., anti-persistent) if its spectral density $f(\lambda)$ can be written as $f(\lambda)=|\lambda|^{-2d}g(|\lambda|)$, where $0<d<1/2$ (resp., $-1/2<d<0$), and $g$ is…

Methodology · Statistics 2012-07-24 Judith Rousseau , Nicolas Chopin , Brunero Liseo

This work addresses the fundamental linear inverse problem in compressive sensing (CS) by introducing a new type of regularizing generative prior. Our proposed method utilizes ideas from classical dictionary-based CS and, in particular,…

Machine Learning · Statistics 2024-11-15 Benedikt Böck , Sadaf Syed , Wolfgang Utschick

The stellar population synthesis in unresolved composite objects is a very tricky problem. Indeed, it is a degenerate problem since many parameters affect the observables. The stellar population synthesis issue thus deserves a deep and…

Astrophysics · Physics 2009-11-10 J. Moultaka

We introduce a level set based approach to Bayesian geometric inverse problems. In these problems the interface between different domains is the key unknown, and is realized as the level set of a function. This function itself becomes the…

Methodology · Statistics 2015-04-02 Marco A. Iglesias , Yulong Lu , Andrew M. Stuart