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Bayesian experimental design involves the optimal allocation of resources in an experiment, with the aim of optimising cost and performance. For implicit models, where the likelihood is intractable but sampling from the model is possible,…

Machine Learning · Statistics 2019-02-26 Steven Kleinegesse , Michael Gutmann

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

Numerical Analysis · Mathematics 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

Ising models originated in statistical physics and are widely used in modeling spatial data and computer vision problems. However, statistical inference of this model remains challenging due to intractable nature of the normalizing constant…

Methodology · Statistics 2021-09-06 Minwoo Kim , Shrijita Bhattacharya , Tapabrata Maiti

Identifying damage of structural systems is typically characterized as an inverse problem which might be ill-conditioned due to aleatory and epistemic uncertainties induced by measurement noise and modeling error. Sparse representation can…

Applications · Statistics 2020-06-09 Zhao Chen , Hao Sun

Bayesian likelihood-free methods implement Bayesian inference using simulation of data from the model to substitute for intractable likelihood evaluations. Most likelihood-free inference methods replace the full data set with a summary…

Methodology · Statistics 2020-10-16 Yinan Mao , Xueou Wang , David J. Nott , Michael Evans

We propose a general framework for obtaining probabilistic solutions to PDE-based inverse problems. Bayesian methods are attractive for uncertainty quantification but assume knowledge of the likelihood model or data generation process. This…

Methodology · Statistics 2023-09-28 Youngsoo Baek , Wilkins Aquino , Sayan Mukherjee

This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…

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

Computing posterior distributions in large-scale Bayesian linear inverse problems is challenging due to the high dimensionality of the parameter space. In this work, we develop a data-informed framework that shifts the computational focus…

Numerical Analysis · Mathematics 2026-05-21 Haibo Li

This paper addresses the challenge of dimension reduction (DR) in Bayesian inference of high-resolution two-or three-dimensional fields, where a priori parametrizations require a large number of terms. The underlying idea is common to…

Numerical Analysis · Mathematics 2026-04-16 Nadège Polette , Olivier Le Maître , Pierre Sochala , Alexandrine Gesret

Bayesian inversion generates a posterior distribution of model parameters from an observation equation and prior information both weighted by hyperparameters. The prior is also introduced for the hyperparameters in fully Bayesian inversions…

Geophysics · Physics 2022-07-20 Dye SK Sato , Yukitoshi Fukahata , Yohei Nozue

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

Computational Engineering, Finance, and Science · Computer Science 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Bayesian imaging inverse problems in astrophysics and cosmology remain challenging, particularly in low-data regimes, due to complex forward operators and the frequent lack of well-motivated priors for non-Gaussian signals. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2026-02-06 Sébastien Pierre , Erwan Allys , Pablo Richard , Roman Soletskyi , Alexandros Tsouros

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

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

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

Geoscientists often solve inverse problems to estimate values of parameters of interest given relevant data sets. Bayesian inference solves these problems by combining probability distributions that describe uncertainties in both…

Geophysics · Physics 2026-04-30 Xuebin Zhao , Andrew Curtis , Klaus Mosegaard

We propose a dimension reduction technique for Bayesian inverse problems with nonlinear forward operators, non-Gaussian priors, and non-Gaussian observation noise. The likelihood function is approximated by a ridge function, i.e., a map…

Probability · Mathematics 2022-01-31 Olivier Zahm , Tiangang Cui , Kody Law , Alessio Spantini , Youssef Marzouk

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

Inverse design of morphing slender structures with programmable curvature has significant applications in various engineering fields. Most existing studies formulate it as an optimization problem, which requires repeatedly solving the…

Soft Condensed Matter · Physics 2025-08-28 JiaHao Li , Weicheng Huang , YinBo Zhu , Luxia Yu , Xiaohao Sun , Mingchao Liu , HengAn Wu