English
Related papers

Related papers: Discretization-free Bayesian inverse problems in d…

200 papers

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

Bayesian statistical inverse problems are often solved with Markov chain Monte Carlo (MCMC)-type schemes. When the problems are governed by large-scale discrete nonlinear partial differential equations (PDEs), they are computationally…

Numerical Analysis · Mathematics 2019-09-06 Howard C. Elman , Akwum Onwunta

Recent advances in reconstruction methods for inverse problems leverage powerful data-driven models, e.g., deep neural networks. These techniques have demonstrated state-of-the-art performances for several imaging tasks, but they often do…

Computer Vision and Pattern Recognition · Computer Science 2020-10-20 Riccardo Barbano , Chen Zhang , Simon Arridge , Bangti Jin

In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari , Jérôme Idier

The methodology developed in this article is motivated by a wide range of prediction and uncertainty quantification problems that arise in Statistics, Machine Learning and Applied Mathematics, such as non-parametric regression, multi-class…

Methodology · Statistics 2019-03-26 Victor Chen , Matthew M. Dunlop , Omiros Papaspiliopoulos , Andrew M. Stuart

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…

Optimization and Control · Mathematics 2020-06-23 Alen Alexanderian , Noemi Petra , Georg Stadler , Isaac Sunseri

We consider Bayesian inverse problems wherein the unknown state is assumed to be a function with discontinuous structure a priori. A class of prior distributions based on the output of neural networks with heavy-tailed weights is…

Machine Learning · Computer Science 2021-12-21 Chen Li , Matthew Dunlop , Georg Stadler

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

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

We present a review of methods for optimal experimental design (OED) for Bayesian inverse problems governed by partial differential equations with infinite-dimensional parameters. The focus is on problems where one seeks to optimize the…

Optimization and Control · Mathematics 2021-02-01 Alen Alexanderian

In this work, the uncertainty associated with the finite element discretization error is modeled following the Bayesian paradigm. First, a continuous formulation is derived, where a Gaussian process prior over the solution space is updated…

Numerical Analysis · Mathematics 2024-03-11 Anne Poot , Pierre Kerfriden , Iuri Rocha , Frans van der Meer

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…

Statistics Theory · Mathematics 2015-06-15 Sebastian J. Vollmer

In inverse problems, one attempts to infer spatially variable functions from indirect measurements of a system. To practitioners of inverse problems, the concept of "information" is familiar when discussing key questions such as which parts…

Numerical Analysis · Mathematics 2025-02-12 Wolfgang Bangerth , Chris R. Johnson , Dennis K. Njeru , Bart van Bloemen Waanders

We propose self-diffusion, a novel framework for solving inverse problems without relying on pretrained generative models. Traditional diffusion-based approaches require training a model on a clean dataset to learn to reverse the forward…

Machine Learning · Computer Science 2025-12-09 Guanxiong Luo , Shoujin Huang , Yanlong Yang

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

Inverse problems are ubiquitous because they formalize the integration of data with mathematical models. In many scientific applications the forward model is expensive to evaluate, and adjoint computations are difficult to employ; in this…

Dynamical Systems · Mathematics 2021-11-05 G. A. Pavliotis , A. M. Stuart , U. Vaes

Bayesian imaging inverse problems in astrophysics and cosmology remain challenging, particularly in low-data regimes, due to complex forward operators and the frequent lack of well-motivated priors for non-Gaussian signals. In this paper,…

Instrumentation and Methods for Astrophysics · Physics 2026-02-06 Sébastien Pierre , Erwan Allys , Pablo Richard , Roman Soletskyi , Alexandros Tsouros

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

In this work, a method for obtaining pixel-wise error bounds in Bayesian regularization of inverse imaging problems is introduced. The proposed method employs estimates of the posterior variance together with techniques from conformal…

Computer Vision and Pattern Recognition · Computer Science 2024-08-01 Dominik Narnhofer , Andreas Habring , Martin Holler , Thomas Pock