Related papers: Bayesian Statistical Inversion for High-Dimensiona…
There are many practical difficulties in the calibration of computer models to experimental data. One such complication is the fact that certain combinations of the calibration inputs can cause the code to output data lacking fundamental…
A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…
Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…
Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…
This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the…
We present a new approach to the electromagnetic inverse problem that explicitly addresses the ambiguity associated with its ill-posed character. Rather than calculating a single ``best'' solution according to some criterion, our approach…
We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…
Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizers that we call approximate decomposability to obtain…
Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…
This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…
Computer models, aiming at simulating a complex real system, are often calibrated in the light of data to improve performance. Standard calibration methods assume that the optimal values of calibration parameters are invariant to the model…
Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…
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…
Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…
Background: Many mathematical models have now been employed across every area of systems biology. These models increasingly involve large numbers of unknown parameters, have complex structure which can result in substantial evaluation time…
We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…
Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…
High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…
The Interstellar Boundary Explorer (IBEX) satellite collects data on energetic neutral atoms (ENAs) that provide insight into the heliosphere, the region surrounding our solar system and separating it from interstellar space. IBEX collects…