English
Related papers

Related papers: Bayesian Statistical Inversion for High-Dimensiona…

200 papers

Bayesian inference paradigms are regarded as powerful tools for solution of inverse problems. However, when applied to inverse problems in physical sciences, Bayesian formulations suffer from a number of inconsistencies that are often…

Methodology · Statistics 2024-11-21 Klaus Mosegaard

We apply a linear Bayesian model to seismic tomography, a high-dimensional inverse problem in geophysics. The objective is to estimate the three-dimensional structure of the earth's interior from data measured at its surface. Since this…

Applications · Statistics 2013-12-11 Ran Zhang , Claudia Czado , Karin Sigloch

The complex and computationally expensive nature of landscape evolution models pose significant challenges in the inference and optimisation of unknown parameters. Bayesian inference provides a methodology for estimation and uncertainty…

Machine Learning · Statistics 2020-06-30 Rohitash Chandra , Danial Azam , Arpit Kapoor , R. Dietmar Müller

We develop a fast and scalable computational framework to solve large-scale and high-dimensional Bayesian optimal experimental design problems. In particular, we consider the problem of optimal observation sensor placement for Bayesian…

Numerical Analysis · Mathematics 2020-11-09 Keyi Wu , Peng Chen , Omar Ghattas

The paper addresses Bayesian inferences in inverse problems with uncertainty quantification involving a computationally expensive forward map associated with solving a partial differential equations. To mitigate the computational cost, the…

Methodology · Statistics 2023-12-18 A. Galaviz , J. A. Christen , A. Capella

A common task in experimental sciences is to fit mathematical models to real-world measurements to improve understanding of natural phenomenon (reverse-engineering or inverse modeling). When complex dynamical systems are considered, such as…

Numerical Analysis · Mathematics 2018-06-18 Jean-Charles Croix , Nicolas Durrande , Mauricio Alvarez

Computational models provide crucial insights into complex biological processes such as cancer evolution, but their mechanistic nature often makes them nonlinear and parameter-rich, complicating calibration. We systematically evaluate…

Analysis of PDEs · Mathematics 2025-09-24 Christina Schenk , Jacobo Ayensa Jiménez , Ignacio Romero

Bayesian inverse modeling is important for a better understanding of hydrological processes. However, this approach can be computationally demanding, as it usually requires a large number of model evaluations. To address this issue, one can…

Computation · Statistics 2020-02-24 Jiangjiang Zhang , Qiang Zheng , Dingjiang Chen , Laosheng Wu , Lingzao Zeng

This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…

Machine Learning · Statistics 2024-06-25 Tianming Bai , Aretha L. Teckentrup , Konstantinos C. Zygalakis

We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…

Machine Learning · Statistics 2019-02-20 Steven Atkinson , Nicholas Zabaras

A new strategy based on numerical homogenization and Bayesian techniques for solving multiscale inverse problems is introduced. We consider a class of elliptic problems which vary at a microscopic scale, and we aim at recovering the highly…

Numerical Analysis · Mathematics 2018-07-30 Assyr Abdulle , Andrea Di Blasio

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

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

An important task of uncertainty quantification is to identify {the probability of} undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian…

Computation · Statistics 2016-04-20 Hongqiao Wang , Guang Lin , Jinglai Li

A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

Methodology · Statistics 2019-02-08 Fangzheng Xie , Yanxun Xu

Identification of local structure in intensive data -- such as time series, images, and higher dimensional processes -- is an important problem in astronomy. Since the data are typically generated by an inhomogeneous Poisson process, an…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jeffrey D. Scargle

In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…

Statistics Theory · Mathematics 2023-11-30 Aksel Kaastrup Rasmussen , Fanny Seizilles , Mark Girolami , Ieva Kazlauskaite

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt