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Existing diffusion-based methods for inverse problems sample from the posterior using score functions and accept the generated random samples as solutions. In applications that posterior mean is preferred, we have to generate multiple…
We propose Amortized Posterior Sampling (APS), a novel variational inference approach for efficient posterior sampling in inverse problems. Our method trains a conditional flow model to minimize the divergence between the variational…
Pretrained diffusion models are effective priors for Bayesian inverse problems, but posterior sampling with these priors is often costly because data-consistency guidance is applied throughout the full reverse trajectory. Existing methods…
In this paper, we consider the problem of locating the information source with sparse observations. We assume that a piece of information spreads in a network following a heterogeneous susceptible-infected-recovered (SIR) model and that a…
We present a cost-effective method for model calibration and solution of source inversion problems in atmospheric dispersion modelling. We use Gaussian process emulations of atmospheric dispersion models within a Bayesian framework for…
Approximate message passing (AMP) algorithms have shown great promise in sparse signal reconstruction due to their low computational requirements and fast convergence to an exact solution. Moreover, they provide a probabilistic framework…
This paper aims to efficiently compute transport maps between probability distributions arising from particle representation of bio-physical problems. We develop a bidirectional DeepParticle (BDP) method to learn and generate solutions…
Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…
Diffusion Posterior Sampling (DPS) provides a principled Bayesian approach to inverse problems by sampling from $p(x_0 \mid y)$. While posterior sampling is valuable for capturing uncertainty and multi-modality, many classical and practical…
We consider an inverse source problem in the stationary radiative transport through an absorbing and scattering medium in two dimensions. Using the angularly resolved radiation measured on an arc of the boundary, we propose a numerical…
In this work we investigate an inverse problem of recovering point sources and their time-dependent strengths from {a posteriori} partial internal measurements in a subdiffusion model which involves a Caputo fractional derivative in time…
Due to network operation and maintenance relying heavily on network traffic monitoring, traffic matrix analysis has been one of the most crucial issues for network management related tasks. However, it is challenging to reliably obtain the…
We study the inverse problem of locating point sources from far-field data under plane wave incidence. A direct computational method is developed based on multiple scattering theory, using a novel indicator function to avoid iterative…
In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…
This paper investigates the solution of a parabolic inverse problem based upon the convection-diffusion-reaction equation, which can be used to estimate both water and air pollution. We will consider both known and unknown source location:…
In recent years, the ascendance of diffusion modeling as a state-of-the-art generative modeling approach has spurred significant interest in their use as priors in Bayesian inverse problems. However, it is unclear how to optimally integrate…
In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from a final observation. We first drive the…
We obtain asymptotically sharp error estimates for the consistency error of the Target Measure Diffusion map (TMDmap) (Banisch et al. 2020), a variant of diffusion maps featuring importance sampling and hence allowing input data drawn from…
Diffusion models have established new state of the art in a multitude of computer vision tasks, including image restoration. Diffusion-based inverse problem solvers generate reconstructions of exceptional visual quality from heavily…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…