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We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…

Methodology · Statistics 2020-03-31 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

Poisson distributed measurements in inverse problems often stem from Poisson point processes that are observed through discretized or finite-resolution detectors, one of the most prominent examples being positron emission tomography (PET).…

Statistics Theory · Mathematics 2024-07-25 Marco Mauritz , Benedikt Wirth

This paper proposes a novel diffusion-based posterior sampling method within a plug-and-play (PnP) framework. Our approach constructs a probability transport from an easy-to-sample terminal distribution to the target posterior, using a…

Machine Learning · Statistics 2025-12-10 Jinyuan Chang , Chenguang Duan , Yuling Jiao , Ruoxuan Li , Jerry Zhijian Yang , Cheng Yuan

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

We present a continuation method that entails generating a sequence of transition probability density functions from the prior to the posterior in the context of Bayesian inference for parameter estimation problems. The characterization of…

Computation · Statistics 2019-11-27 Ben Mansour Dia

Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…

Methodology · Statistics 2026-05-15 Torey Hilbert

We consider Bayesian nonparametric density estimation using a Pitman-Yor or a normalized inverse-Gaussian process kernel mixture as the prior distribution for a density. The procedure is studied from a frequentist perspective. Using the…

Statistics Theory · Mathematics 2013-02-15 Catia Scricciolo

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…

Numerical Analysis · Mathematics 2022-03-01 David Aristoff , Wolfgang Bangerth

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

Machine Learning · Statistics 2019-05-06 Christian Donner , Manfred Opper

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

Image and Video Processing · Electrical Eng. & Systems 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…

Computation · Statistics 2024-05-02 Mikkel B. Lykkegaard , Colin Fox , Dave Higdon , C. Shane Reese , J. David Moulton

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

We discuss a Bayesian methodology for the solution of the inverse problem underlying the determination of parton distribution functions (PDFs). In our approach, Gaussian Processes (GPs) are used to model the PDF prior, while Bayes theorem…

High Energy Physics - Phenomenology · Physics 2024-07-03 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

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

This work studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…

Statistics Theory · Mathematics 2025-05-09 Matteo Giordano , Alisa Kirichenko , Judith Rousseau

This paper addresses the mapping problem. Using a conjugate prior form, we derive the exact theoretical batch multi-object posterior density of the map given a set of measurements. The landmarks in the map are modeled as extended objects,…

Machine Learning · Statistics 2018-11-09 Maryam Fatemi , Karl Granström , Lennart Svensson , Francisco J. R. Ruiz , Lars Hammarstrand

Inverse problems are prevalent in both scientific research and engineering applications. In the context of Bayesian inverse problems, sampling from the posterior distribution can be particularly challenging when the forward models are…

Computation · Statistics 2026-02-17 Zhihang Xu , Xiaoyu Zhu , Daoji Li , Qifeng Liao

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a non-parametric Bayesian approach to estimate the intensity…

Statistics Theory · Mathematics 2020-05-21 Shota Gugushvili , Ester Mariucci , Frank van der Meulen

In this article, we propose a new three parameter distribution by compounding negative binomial with reciprocal inverse Gaussian model called negative binomial-reciprocal inverse Gaussian distribution. This model is tractable with some…

Methodology · Statistics 2019-06-10 Ishfaq Shah Ahmad , Anwar Hassan , Peer Bilal Ahmad
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