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This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the…

Computation · Statistics 2010-11-15 Jason Wyse , Nial Friel

Motivated by structural biology applications, we study the projected multi-reference alignment (MRA) model, in which an unknown signal is observed through noisy samples, each generated by applying a random cyclic shift followed by a fixed…

Signal Processing · Electrical Eng. & Systems 2026-05-26 Amnon Balanov , Josh Katz , Tamir Bendory , Dan Edidin

Motivated by indirect measurements and applications from nanometrology with a mixed noise model, we develop a novel algorithm for jointly estimating the posterior and the noise parameters in Bayesian inverse problems. We propose to solve…

Machine Learning · Computer Science 2024-07-08 Paul Hagemann , Johannes Hertrich , Maren Casfor , Sebastian Heidenreich , Gabriele Steidl

The multi-reference alignment (MRA) problem involves reconstructing a signal from multiple noisy observations, each transformed by a random group element. In this paper, we focus on the group \(\mathrm{SO}(2)\) of in-plane rotations and…

Numerical Analysis · Mathematics 2025-05-07 Gil Drozatz , Tamir Bendory , Nir Sharon

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

Instrumentation and Methods for Astrophysics · Physics 2021-12-15 Will J. Percival , Oliver Friedrich , Elena Sellentin , Alan Heavens

We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and…

Numerical Analysis · Mathematics 2021-11-08 Giacomo Garegnani

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

Guided diffusion sampling relies on approximating often intractable likelihood scores, which introduces significant noise into the sampling dynamics. We propose using adaptive moment estimation to stabilize these noisy likelihood scores…

Machine Learning · Computer Science 2026-04-24 Christian Belardi , Justin Lovelace , Kilian Q. Weinberger , Carla P. Gomes

Conventional priors used for signal recovery are often limited by the assumption that the type of a signal's variability, such as piecewise constant or linear behavior, is known and fixed. This assumption is problematic for complex signals…

Numerical Analysis · Mathematics 2025-10-24 Yao Xiao , Anne Gelb

Bayesian inference provides a natural way of incorporating prior beliefs and assigning a probability measure to the space of hypotheses. Current solutions rely on iterative routines like Markov Chain Monte Carlo (MCMC) sampling and…

Machine Learning · Computer Science 2025-02-11 Sarthak Mittal , Niels Leif Bracher , Guillaume Lajoie , Priyank Jaini , Marcus Brubaker

Nested sampling is a promising tool for Bayesian statistical analysis because it simultaneously performs parameter estimation and facilitates model comparison. MultiNest is one of the most popular nested sampling implementations, and has…

Instrumentation and Methods for Astrophysics · Physics 2024-09-24 Alexander J. Dittmann

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

Calibration is nowadays one of the most important processes involved in the extraction of valuable data from measurements. The current availability of an optimum data cube measured from a heterogeneous set of instruments and surveys relies…

Instrumentation and Methods for Astrophysics · Physics 2012-08-13 Maria Jose Marquez

We present a novel technique for amortized posterior estimation using Normalizing Flows trained with likelihood-weighted importance sampling. This approach allows for the efficient inference of theoretical parameters in high-dimensional…

Machine Learning · Computer Science 2026-02-23 Rajneil Baruah

Bayesian full waveform inversion (FWI) offers uncertainty-aware subsurface models; however, posterior sampling directly on observed seismic shot records is rarely practical at the field scale because each sample requires numerous…

Geophysics · Physics 2025-12-16 Mohammad H. Taufik , Tariq Alkhalifah

Image restoration aims to recover high-quality images from degraded observations. When the degradation process is known, the recovery problem can be formulated as an inverse problem, and in a Bayesian context, the goal is to sample a clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-13 Darshan Thaker , Abhishek Goyal , René Vidal

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

Machine Learning · Statistics 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

The posterior distribution in a nonparametric inverse problem is shown to contract to the true parameter at a rate that depends on the smoothness of the parameter, and the smoothness and scale of the prior. Correct combinations of these…

Statistics Theory · Mathematics 2012-02-24 B. T. Knapik , A. W. van der Vaart , J. H. van Zanten

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

This paper tackles the challenge presented by small-data to the task of Bayesian inference. A novel methodology, based on manifold learning and manifold sampling, is proposed for solving this computational statistics problem under the…

Machine Learning · Statistics 2019-10-29 Christian Soize , Roger Ghanem