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The problem of estimating a matrix based on a set of its observed entries is commonly referred to as the matrix completion problem. In this work, we specifically address the scenario of binary observations, often termed as 1-bit matrix…

Machine Learning · Statistics 2025-01-24 The Tien Mai

We consider Bayesian inference in inverse regression problems where the objective is to infer about unobserved covariates from observed responses and covariates. We establish posterior consistency of such unobserved covariates in Bayesian…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

It is well-known that the posterior density of linear inverse problems with Gaussian prior and Gaussian likelihood is also Gaussian, hence completely described by its covariance and expectation. Sampling from a Gaussian posterior may be…

Numerical Analysis · Mathematics 2025-02-11 Daniela Calvetti , Erkki Somersalo

We establish a general Bernstein--von Mises theorem for approximately linear semiparametric functionals of fractional posterior distributions based on nonparametric priors. This is illustrated in a number of nonparametric settings and for…

Statistics Theory · Mathematics 2025-08-12 Alice L'Huillier , Luke Travis , Ismaël Castillo , Kolyan Ray

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

Numerical Analysis · Mathematics 2020-04-08 Ziheng Chen , Zhennan Zhou

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock

We consider nonparametric Bayesian inference in a multidimensional diffusion model with reflecting boundary conditions based on discrete high-frequency observations. We prove a general posterior contraction rate theorem in $L^2$-loss, which…

Statistics Theory · Mathematics 2025-08-12 Marc Hoffmann , Kolyan Ray

Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…

Computation · Statistics 2022-04-08 Willem van den Boom , Galen Reeves , David B. Dunson

Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…

Statistics Theory · Mathematics 2020-08-05 Moumita Chakraborty , Subhashis Ghosal

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

Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…

Statistics Theory · Mathematics 2021-04-16 François Monard , Richard Nickl , Gabriel P. Paternain

We characterize the complete joint posterior distribution over spatially-varying basal traction and and ice softness parameters of an ice sheet model from observations of surface speed by using stochastic variational inference combined with…

Computational Physics · Physics 2022-04-13 Douglas J. Brinkerhoff

We consider full Bayesian inference in the multivariate normal mean model in the situation that the mean vector is sparse. The prior distribution on the vector of means is constructed hierarchically by first choosing a collection of nonzero…

Statistics Theory · Mathematics 2012-11-07 Ismaël Castillo , Aad van der Vaart

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

The current standard Bayesian approach to model calibration, which assigns a Gaussian process prior to the discrepancy term, often suffers from issues of unidentifiability and computational complexity and instability. When the goal is to…

Methodology · Statistics 2019-09-13 Spencer Woody , Novin Ghaffari , Lauren Hund

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

We obtain rates of contraction of posterior distributions in inverse problems defined by scales of smoothness classes. We derive abstract results for general priors, with contraction rates determined by Galerkin approximation. The rate…

Statistics Theory · Mathematics 2020-07-15 Shota Gugushvili , Aad van der Vaart , Dong Yan
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