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State estimation remains a fundamental challenge across numerous domains, from autonomous driving, aircraft tracking to quantum system control. Although Bayesian filtering has been the cornerstone solution, its classical model-based…

Machine Learning · Computer Science 2025-02-11 Yangguang He , Wenhao Li , Minzhe Li , Juan Zhang , Xiangfeng Wang , Bo Jin

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

Applications · Statistics 2023-02-08 Mina Karimi , Mehrdad Massoudi , Kaushik Dayal , Matteo Pozzi

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

Like many chronic diseases, human immunodeficiency virus (HIV) is managed over time at regular clinic visits. At each visit, patient features are assessed, treatments are prescribed, and a subsequent visit is scheduled. There is a need for…

Methodology · Statistics 2024-10-31 Arman Oganisian , Joseph Hogan , Edwin Sang , Allison DeLong , Ben Mosong , Hamish Fraser , Ann Mwangi

Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…

Machine Learning · Computer Science 2024-10-10 Zhipeng Xue , Penghao Cai , Xiaojun Yuan , Xiqi Gao

We consider a non homogeneous Gompertz diffusion process whose parameters are modified by generally time-dependent exogenous factors included in the infinitesimal moments. The proposed model is able to describe tumor dynamics under the…

From a systems biology perspective the majority of cancer models, although interesting and providing a qualitative explanation of some problems, have a major disadvantage in that they usually miss a genuine connection with experimental…

Statistics Theory · Mathematics 2023-05-25 Zuzanna Szymańska , Jakub Skrzeczkowski , Błażej Miasojedow , Piotr Gwiazda

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

Time plays an essential role in the diffusion of information, influence and disease over networks. In many cases we only observe when a node copies information, makes a decision or becomes infected -- but the connectivity, transmission…

Social and Information Networks · Computer Science 2011-05-05 Manuel Gomez Rodriguez , David Balduzzi , Bernhard Schölkopf

In this paper, we investigate the direct and linear inverse problems of identifying time-dependent and time-independent source terms in a time-fractional diffusion-wave equation, using measured data at an interior point of the time…

Analysis of PDEs · Mathematics 2025-08-11 Rahmonov Askar Ahmadovich

To infer a diffusion network based on observations from historical diffusion processes, existing approaches assume that observation data contain exact occurrence time of each node infection, or at least the eventual infection statuses of…

Social and Information Networks · Computer Science 2023-12-14 Hao Huang , Qian Yan , Keqi Han , Ting Gan , Jiawei Jiang , Quanqing Xu , Chuanhui Yan

High intensity focused ultrasound is a non-invasive method for treatment of diseased tissue that uses a beam of ultrasound to generate heat within a small volume. A common challenge in application of this technique is that heterogeneity of…

Pathogen deep-sequencing is an increasingly routinely used technology in infectious disease surveillance. We present a semi-parametric Bayesian Poisson model to exploit these emerging data for inferring infectious disease transmission flows…

Applications · Statistics 2022-01-06 Xiaoyue Xi , Simon EF Spencer , Matthew Hall , M Kate Grabowski , Joseph Kagaayi , Oliver Ratmann

This paper focuses on inverse problems to identify parameters by incorporating information from measurements. These generally ill-posed problems are formulated here in a probabilistic setting based on Bayes's theorem because it leads to a…

Numerical Analysis · Mathematics 2019-12-20 Jaroslav Vondřejc , Hermann G. Matthies

We present a general framework for Bayesian estimation of incompletely observed multivariate diffusion processes. Observations are assumed to be discrete in time, noisy and incomplete. We assume the drift and diffusion coefficient depend on…

Methodology · Statistics 2019-02-04 Frank van der Meulen , Moritz Schauer

Let S,I and R be susceptible, infected and recovered populations in a city affected by an epidemic. The SIR model of Lee, Liu, Tembine, Li and Osher, \emph{SIAM J. Appl. Math.},~81, 190--207, 2021 of the spatiotemoral spread of epidemics is…

Numerical Analysis · Mathematics 2024-01-05 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

In this two-part paper, we present a novel framework and methodology to analyze data from certain image-based biochemical assays, e.g., ELISPOT and Fluorospot assays. In this first part, we start by presenting a physical partial…

Signal Processing · Electrical Eng. & Systems 2018-10-19 Pol del Aguila Pla , Joakim Jaldén

We discuss properties of hierarchical Bayesian inversion through the ensemble Kalman filter (EnKF). Our focus will be primarily on deriving continuous-time limits for hierarchical inversion in the linear case. An important characteristic of…

Numerical Analysis · Mathematics 2018-01-04 Neil K. Chada
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