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Anomalies in economic and financial data -- often linked to rare yet impactful events -- are of theoretical interest, but can also severely distort inference. Although outlier-robust methodologies can be used, many researchers prefer…

Methodology · Statistics 2025-09-01 Monica Billio , Roberto Casarin , Fausto Corradin , Antonio Peruzzi

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Mixture models are a standard tool in statistical analyses, widely used for density modeling and model-based clustering. In this work, we propose a Bayesian mixture model with repulsion between mixture components. Such repulsion helps…

Methodology · Statistics 2026-02-24 Hanxi Sun , Boqian Zhang , Minhyeok Kim , Vinayak Rao

Constructing fast samplers for unconditional diffusion and flow-matching models has received much attention recently; however, existing methods for solving inverse problems, such as super-resolution, inpainting, or deblurring, still require…

Computer Vision and Pattern Recognition · Computer Science 2024-11-04 Kushagra Pandey , Ruihan Yang , Stephan Mandt

Outlier detection is a fundamental task in data mining and has many applications including detecting errors in databases. While there has been extensive prior work on methods for outlier detection, modern datasets often have sizes that are…

Machine Learning · Computer Science 2019-08-01 Laure Berti-Equille , Ji Meng Loh , Saravanan Thirumuruganathan

Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…

Machine Learning · Computer Science 2026-05-04 Saeed Mohseni-Sehdeh , Walid Saad , Kei Sakaguchi , Tao Yu

Bayesian Last Layer (BLL) models focus solely on uncertainty in the output layer of neural networks, demonstrating comparable performance to more complex Bayesian models. However, the use of Gaussian priors for last layer weights in…

Machine Learning · Computer Science 2024-08-08 Jian Xu , Zhiqi Lin , Shigui Li , Min Chen , Junmei Yang , Delu Zeng , John Paisley

Recovering a signal from its degraded measurements is a long standing challenge in science and engineering. Recently, zero-shot diffusion based methods have been proposed for such inverse problems, offering a posterior sampling based…

Machine Learning · Computer Science 2026-05-19 Roi Benita , Michael Elad , Joseph Keshet

Recovering high-dimensional signals from corrupted measurements is a central challenge in inverse problems. Recent advances in generative diffusion models have shown remarkable empirical success in providing strong data-driven priors, but…

Machine Learning · Computer Science 2025-09-26 Oscar Leong , Yann Traonmilin

In indirect measurements, the measurand is determined by solving an inverse problem which requires a model of the measurement process. Such models are often approximations and introduce systematic errors leading to a bias of the posterior…

Methodology · Statistics 2025-09-22 Maren Casfor , Philipp Trunschke , Sebastian Heidenreich , Nando Hegemann

There has been a flurry of activity around using pretrained diffusion models as informed data priors for solving inverse problems, and more generally around steering these models using reward models. Training-free methods like diffusion…

Machine Learning · Computer Science 2025-06-13 Aayush Karan , Kulin Shah , Sitan Chen

Diffusion models have recently been shown to excel in many image reconstruction tasks that involve inverse problems based on a forward measurement operator. A common framework uses task-agnostic unconditional models that are later…

Computer Vision and Pattern Recognition · Computer Science 2024-06-17 Alper Güngör , Bahri Batuhan Bilecen , Tolga Çukur

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…

Artificial Intelligence · Computer Science 2013-02-08 Fabio Gagliardi Cozman

Inverse problems have many applications in science and engineering. In Computer vision, several image restoration tasks such as inpainting, deblurring, and super-resolution can be formally modeled as inverse problems. Recently, methods have…

Computer Vision and Pattern Recognition · Computer Science 2024-09-19 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

Although Bayesian inference is an immensely popular paradigm among a large segment of scientists including statisticians, most applications consider objective priors and need critical investigations (Efron, 2013, Science). While it has…

Statistics Theory · Mathematics 2020-09-11 Abhik Ghosh , Tuhin Majumder , Ayanendranath Basu

Outliers can seriously distort statistical inference by inducing excessive sensitivity in the likelihood function, thereby compromising the reliability of Bayesian estimation. To address this issue, we develop a robust Bayesian estimation…

Statistics Theory · Mathematics 2026-02-09 Jeongho Lee , Junmo Song

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig