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We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

Statistics Theory · Mathematics 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which…

Machine Learning · Statistics 2024-06-14 Yaniv Yacoby , Weiwei Pan , Finale Doshi-Velez

Generative Adversarial Networks (GANs) have been shown to be powerful and flexible priors when solving inverse problems. One challenge of using them is overcoming representation error, the fundamental limitation of the network in…

Machine Learning · Computer Science 2022-04-12 Sean Gunn , Jorio Cocola , Paul Hand

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We derive nearly sharp bounds for the bidirectional GAN (BiGAN) estimation error under the Dudley distance between the latent joint distribution and the data joint distribution with appropriately specified architecture of the neural…

Machine Learning · Computer Science 2021-10-26 Shiao Liu , Yunfei Yang , Jian Huang , Yuling Jiao , Yang Wang

Inference amortization methods share information across multiple posterior-inference problems, allowing each to be carried out more efficiently. Generally, they require the inversion of the dependency structure in the generative model, as…

Machine Learning · Statistics 2018-11-30 Stefan Webb , Adam Golinski , Robert Zinkov , N. Siddharth , Tom Rainforth , Yee Whye Teh , Frank Wood

We establish a general, non-asymptotic error analysis framework for understanding the effects of incremental approximations made by practical approaches for Bayesian sequential learning (BSL) on their long-term inference performance. Our…

Statistics Theory · Mathematics 2025-07-29 Liliang Wang , Alex A. Gorodetsky

Score-based generative models (SGMs) is a recent class of deep generative models with state-of-the-art performance in many applications. In this paper, we establish convergence guarantees for a general class of SGMs in 2-Wasserstein…

Machine Learning · Computer Science 2025-02-18 Xuefeng Gao , Hoang M. Nguyen , Lingjiong Zhu

Generative Adversarial Networks (GANs) have been successful in producing outstanding results in areas as diverse as image, video, and text generation. Building on these successes, a large number of empirical studies have validated the…

Machine Learning · Computer Science 2021-06-21 Gérard Biau , Maxime Sangnier , Ugo Tanielian

Bayesian inference for high-dimensional inverse problems is computationally costly and requires selecting a suitable prior distribution. Amortized variational inference addresses these challenges via a neural network that approximates the…

Machine Learning · Statistics 2023-01-19 Ali Siahkoohi , Gabrio Rizzuti , Rafael Orozco , Felix J. Herrmann

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

This article is a companion paper to our earlier work Miroshnikov et al. (2021) on fairness interpretability, which introduces bias explanations. In the current work, we propose a bias mitigation methodology based upon the construction of…

Machine Learning · Computer Science 2021-11-23 Alexey Miroshnikov , Konstandinos Kotsiopoulos , Ryan Franks , Arjun Ravi Kannan

Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…

Statistics Theory · Mathematics 2022-01-31 Federico Camerlenghi , Emanuele Dolera , Stefano Favaro , Edoardo Mainini

This paper presents a new approach to the classical problem of quantifying posterior contraction rates (PCRs) in Bayesian statistics. Our approach relies on Wasserstein distance, and it leads to two main contributions which improve on the…

Statistics Theory · Mathematics 2022-05-03 Emanuele Dolera , Stefano Favaro , Edoardo Mainini

Deep neural network approaches to inverse imaging problems have produced impressive results in the last few years. In this paper, we consider the use of generative models in a variational regularisation approach to inverse problems. The…

Image and Video Processing · Electrical Eng. & Systems 2022-06-22 Margaret Duff , Neill D. F. Campbell , Matthias J. Ehrhardt

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

Matrix completion and robust principal component analysis have been widely used for the recovery of data suffering from missing entries or outliers. In many real-world applications however, the data is also time-varying, and the naive…

Signal Processing · Electrical Eng. & Systems 2019-06-25 Charul , Uttkarsha Bhatt , Pravesh Biyani , Ketan Rajawat

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