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In this work, we address the problem of solving a series of underdetermined linear inverse problems subject to a sparsity constraint. We generalize the spike-and-slab prior distribution to encode a priori correlation of the support of the…

Machine Learning · Statistics 2018-01-19 Michael Riis Andersen , Aki Vehtari , Ole Winther , Lars Kai Hansen

Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted…

Numerical Analysis · Mathematics 2022-12-23 Martin Eigel , Robert Gruhlke , David Sommer

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin

In electromagnetic inverse scattering, the goal is to reconstruct object permittivity using scattered waves. While deep learning has shown promise as an alternative to iterative solvers, it is primarily used in supervised frameworks which…

Hierarchical models with gamma hyperpriors provide a flexible, sparse-promoting framework to bridge $L^1$ and $L^2$ regularizations in Bayesian formulations to inverse problems. Despite the Bayesian motivation for these models, existing…

Methodology · Statistics 2021-11-30 Shiv Agrawal , Hwanwoo Kim , Daniel Sanz-Alonso , Alexander Strang

Modelling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model, and thus to obtain better predictions about the behavior of the corresponding…

Computational Physics · Physics 2015-11-24 Massimiliano Bonomi , Carlo Camilloni , Andrea Cavalli , Michele Vendruscolo

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

We propose and show the efficacy of a new method to address generic inverse problems. Inverse modeling is the task whereby one seeks to determine the control parameters of a natural system that produce a given set of observed measurements.…

Machine Learning · Computer Science 2023-08-15 Gregory P. Spell , Simiao Ren , Leslie M. Collins , Jordan M. Malof

Diffusion models are extensively used for modeling image priors for inverse problems. We introduce \emph{Diff-Unfolding}, a principled framework for learning posterior score functions of \emph{conditional diffusion models} by explicitly…

Image and Video Processing · Electrical Eng. & Systems 2025-05-22 Yuanhao Wang , Shirin Shoushtari , Ulugbek S. Kamilov

We investigate the problem of approximate Bayesian inference for a general class of observation models by means of the expectation propagation (EP) framework for large systems under some statistical assumptions. Our approach tries to…

Information Theory · Computer Science 2016-08-24 Burak Çakmak , Manfred Opper , Bernard H. Fleury , Ole Winther

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

The choice of the prior model can have a large impact on the ability to assimilate data. In standard applications of ensemble-based data assimilation, all realizations in the initial ensemble are generated from the same covariance matrix…

Computation · Statistics 2022-06-03 Dean S. Oliver

This paper provides an analysis of the linearized inverse problem in multifrequency electrical impedance tomography. We consider an isotropic conductivity distribution with a finite number of unknown inclusions with different frequency…

Numerical Analysis · Mathematics 2016-10-06 Giovanni S. Alberti , Habib Ammari , Bangti Jin , Jin-Keun Seo , Wenlong Zhang

Electromagnetic Inverse Scattering Problems (EISP) have gained wide applications in computational imaging. By solving EISP, the internal relative permittivity of the scatterer can be non-invasively determined based on the scattered…

Computer Vision and Pattern Recognition · Computer Science 2024-07-15 Ziyuan Luo , Boxin Shi , Haoliang Li , Renjie Wan

This work addresses image restoration tasks through the lens of inverse problems using unpaired datasets. In contrast to traditional approaches -- which typically assume full knowledge of the forward model or access to paired degraded and…

Computer Vision and Pattern Recognition · Computer Science 2025-06-18 Giacomo Meanti , Thomas Ryckeboer , Michael Arbel , Julien Mairal

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

Econometrics · Economics 2024-12-23 Gordon Burtch , Edward McFowland , Mochen Yang , Gediminas Adomavicius

Modern simulation-based inference techniques use neural networks to solve inverse problems efficiently. One notable strategy is neural posterior estimation (NPE), wherein a neural network parameterizes a distribution to approximate the…

Instrumentation and Methods for Astrophysics · Physics 2024-03-06 Alex Kolmus , Justin Janquart , Tomasz Baka , Twan van Laarhoven , Chris Van Den Broeck , Tom Heskes

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…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

Recent developments in generative modeling have utilized score-based methods coupled with stochastic differential equations to sample from complex probability distributions. However, these and other performant sampling methods generally…

Machine Learning · Computer Science 2025-06-03 Bryan Riel , Tobias Bischoff

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng