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We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models, including operator learning models. The proposed method accounts for uncertainty in…

Machine Learning · Computer Science 2024-08-22 Yuanzhe Wang , Alexandre M. Tartakovsky

We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…

Image and Video Processing · Electrical Eng. & Systems 2026-03-17 Ahmed Karam Eldaly , Matteo Figini , Daniel C. Alexander

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

In a given problem, the Bayesian statistical paradigm requires the specification of a prior distribution that quantifies relevant information about the unknowns of main interest external to the data. In cases where little such information…

Statistics Theory · Mathematics 2017-10-11 Alexander Terenin , David Draper

We provide a complete framework for performing infinite-dimensional Bayesian inference and uncertainty quantification for image reconstruction with Poisson data. In particular, we address the following issues to make the Bayesian framework…

Numerical Analysis · Mathematics 2019-10-22 Qingping Zhou , Tengchao Yu , Xiaoqun Zhang , Jinglai Li

Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…

Numerical Analysis · Mathematics 2009-09-14 S. L. Cotter , M. Dashti , A. M. Stuart

While diffusion priors generate high-quality posterior samples across many inverse problems, they are often trained on limited training sets or purely simulated data, thus inheriting the errors and biases of these underlying sources.…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Frederic Wang , Katherine L. Bouman

The Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a…

Statistics Theory · Mathematics 2021-08-31 Jiguang Sun

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (modes) for posterior distributions arising from model-specific…

Statistics Theory · Mathematics 2024-04-10 Christian Clason , Tapio Helin , Remo Kretschmann , Petteri Piiroinen

The main contribution of this paper is to develop a hierarchical Bayesian formulation of PINNs for linear inverse problems, which is called BPINN-IP. The proposed methodology extends PINN to account for prior knowledge on the nature of the…

Machine Learning · Statistics 2026-02-05 Ali Mohammad-Djafari

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

Machine Learning · Computer Science 2020-05-28 David K. E. Green , Filip Rindler

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

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…

Numerical Analysis · Mathematics 2024-02-22 Daniel Sanz-Alonso , Nathan Waniorek

We provide a general solution to a fundamental open problem in Bayesian inference, namely poor uncertainty quantification, from a frequency standpoint, of Bayesian methods in misspecified models. While existing solutions are based on…

Methodology · Statistics 2023-02-14 David T. Frazier , Robert Kohn , Christopher Drovandi , David Gunawan

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

Numerical Analysis · Mathematics 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee