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A new method is proposed for estimating the rate of fugitive emissions of particulate matter from multiple time-dependent sources via measurements of deposition and concentration. We cast this source inversion problem within the Bayesian…

Applications · Statistics 2016-11-01 Bamdad Hosseini , John M. Stockie

Diffusion models excel at capturing the natural design spaces of images, molecules, DNA, RNA, and protein sequences. However, rather than merely generating designs that are natural, we often aim to optimize downstream reward functions while…

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Machine Learning · Computer Science 2022-06-22 Weitao Du , Tao Yang , He Zhang , Yuanqi Du

Adding additional control to pretrained diffusion models has become an increasingly popular research area, with extensive applications in computer vision, reinforcement learning, and AI for science. Recently, several studies have proposed…

Machine Learning · Computer Science 2024-05-30 Yifei Shen , Xinyang Jiang , Yezhen Wang , Yifan Yang , Dongqi Han , Dongsheng Li

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

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

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

This paper tackles efficient methods for Bayesian inverse problems with priors based on Whittle--Mat\'ern Gaussian random fields. The Whittle--Mat\'ern prior is characterized by a mean function and a covariance operator that is taken as a…

Numerical Analysis · Mathematics 2022-05-12 Harbir Antil , Arvind K. Saibaba

Solving ill-posed inverse problems requires powerful and flexible priors. We propose leveraging pretrained latent diffusion models for this task through a new training-free approach, termed Diffusion-regularized Wasserstein Gradient Flow…

Machine Learning · Statistics 2025-09-24 Tim Y. J. Wang , O. Deniz Akyildiz

High-dimensional Bayesian inverse analysis (dim >> 100) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if…

Computational Engineering, Finance, and Science · Computer Science 2025-09-22 Jonas Nitzler , Bugrahan Z. Temür , Phaedon-Stelios Koutsourelakis , Wolfgang A. Wall

We propose a two-component mixture of a noninformative (diffuse) and an informative prior distribution, weighted through the data in such a way to prefer the first component if a prior-data conflict arises. The data-driven approach for…

Methodology · Statistics 2017-08-02 Leonardo Egidi , Francesco Pauli , Nicola Torelli

Inverse design problems are common in engineering and materials science. The forward direction, i.e., computing output quantities from design parameters, typically requires running a numerical simulation, such as a FEM, as an intermediate…

Machine Learning · Computer Science 2026-02-18 Jens U. Kreber , Christian Weißenfels , Joerg Stueckler

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…

Methodology · Statistics 2026-04-20 Yucong Liu , Zilai Si , Alexander Strang

From a Bayesian perspective, score-based diffusion solves inverse problems through joint inference, embedding the likelihood with the prior to guide the sampling process. However, this formulation fails to explain its practical behavior:…

Artificial Intelligence · Computer Science 2026-05-13 Hao Chen , Renzheng Zhang , Scott S. Howard

Non-Abelian braiding has attracted substantial attention because of its pivotal role in describing the exchange behaviour of anyons, in which the input and outcome of non-Abelian braiding are connected by a unitary matrix. Implementing…

Machine Learning · Computer Science 2024-07-24 Jinyang Sun , Xi Chen , Xiumei Wang , Dandan Zhu , Xingping Zhou

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

The Mean Field Variational Bayes (MFVB) method is one of the most computationally efficient techniques for Bayesian inference. However, its use has been restricted to models with conjugate priors or those that require analytical…

Computation · Statistics 2023-05-18 Minh-Ngoc Tran , Paco Tseng , Robert Kohn

We propose Diffusion Model Variational Inference (DMVI), a novel method for automated approximate inference in probabilistic programming languages (PPLs). DMVI utilizes diffusion models as variational approximations to the true posterior…

Machine Learning · Computer Science 2023-11-23 Simon Dirmeier , Fernando Perez-Cruz