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Models of discrete-valued outcomes are easily misspecified if the data exhibit zero-inflation, overdispersion or contamination. Without additional knowledge about the existence and nature of this misspecification, model inference and…
We present a model-based derivative-free method for optimization subject to general convex constraints, which we assume are unrelaxable and accessed only through a projection operator that is cheap to evaluate. We prove global convergence…
We introduce a flexible method to simultaneously infer both the drift and volatility functions of a discretely observed scalar diffusion. We introduce spline bases to represent these functions and develop a Markov chain Monte Carlo…
Bayesian calibration is widely used for inverse analysis and uncertainty analysis for complex systems in the presence of both computer models and observation data. In the present work, we focus on large-scale fluid-structure interaction…
In this work, we propose an observation system based on the available data which solution is one-be-one mapping to the forward problem(with the unknown initial function) solution. It implies their solutions share the same linear structure…
Standard diffusion models are flexible estimators of complex distributions, but they do not encode causal structures and therefore do not by themselves support causal analysis. We propose a causality-encoded diffusion framework that…
The performance of optimization-based robot motion planning algorithms is highly dependent on the initial solutions, commonly obtained by running a sampling-based planner to obtain a collision-free path. However, these methods can be slow…
We develop an ultrawideband (UWB) inverse scattering technique for reconstructing continuous random media based on Bayesian compressive sensing. In addition to providing maximum a posteriori estimates of the unknown weights, Bayesian…
Bayesian inference for nonlinear diffusions, observed at discrete times, is a challenging task that has prompted the development of a number of algorithms, mainly within the computational statistics community. We propose a new direction,…
We present an novel framework for efficiently and effectively extending the powerful continuous diffusion processes to discrete modeling. Previous approaches have suffered from the discrepancy between discrete data and continuous modeling.…
Diffusion models have been firmly established as principled zero-shot solvers for linear and nonlinear inverse problems, owing to their powerful image prior and iterative sampling algorithm. These approaches often rely on Tweedie's formula,…
We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…
Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…
Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…
Blind face restoration methods have shown remarkable performance, particularly when trained on large-scale synthetic datasets with supervised learning. These datasets are often generated by simulating low-quality face images with a…
A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…
Adversarial attacks have been extensively studied in recent years since they can identify the vulnerability of deep learning models before deployed. In this paper, we consider the black-box adversarial setting, where the adversary needs to…
Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…
Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…