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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…

Quantum Physics · Physics 2026-04-08 Abigail N. Poteshman , Jiwon Yun , Tim H. Taminiau , Giulia Galli

We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusion processes by considering convolution of diffusion…

Statistics Theory · Mathematics 2020-10-28 Shogo H Nakakita , Masayuki Uchida

Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…

Machine Learning · Statistics 2025-02-06 Yazid Janati , Badr Moufad , Mehdi Abou El Qassime , Alain Durmus , Eric Moulines , Jimmy Olsson

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

A pre-trained unconditional diffusion model, combined with posterior sampling or maximum a posteriori (MAP) estimation techniques, can solve arbitrary inverse problems without task-specific training or fine-tuning. However, existing…

Machine Learning · Computer Science 2026-02-09 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

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 this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Bayesian estimation is a powerful theoretical paradigm for the operation of quantum sensors. However, the Bayesian method for statistical inference generally suffers from demanding calibration requirements that have so far restricted its…

Quantum Physics · Physics 2021-09-22 Samuel P. Nolan , Augusto Smerzi , Luca Pezzè

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

Inverse problems exist in many disciplines of science and engineering. In computer vision, for example, tasks such as inpainting, deblurring, and super resolution can be effectively modeled as inverse problems. Recently, denoising diffusion…

Computer Vision and Pattern Recognition · Computer Science 2024-12-31 Shayan Mohajer Hamidi , En-Hui Yang

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

Diffusion models have been recently studied as powerful generative inverse problem solvers, owing to their high quality reconstructions and the ease of combining existing iterative solvers. However, most works focus on solving simple linear…

Machine Learning · Statistics 2025-10-06 Hyungjin Chung , Jeongsol Kim , Michael T. Mccann , Marc L. Klasky , Jong Chul Ye

Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems. In this paper, we reveal that recent methods can be uniformly interpreted as employing a…

Computer Vision and Pattern Recognition · Computer Science 2024-06-04 Xinyu Peng , Ziyang Zheng , Wenrui Dai , Nuoqian Xiao , Chenglin Li , Junni Zou , Hongkai Xiong

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

Diffusion posterior sampling solves inverse problems by combining a pretrained diffusion prior with measurement-consistency guidance, but it often fails to recover fine details because measurement terms are applied in a manner that is…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Feng Tian , Yixuan Li , Weili Zeng , Weitian Zhang , Yichao Yan , Xiaokang Yang

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…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

In statistical inference, a discrepancy between the parameter-to-observable map that generates the data and the parameter-to-observable map that is used for inference can lead to misspecified likelihoods and thus to incorrect estimates. In…

Statistics Theory · Mathematics 2024-07-16 Nada Cvetković , Han Cheng Lie , Harshit Bansal , Karen Veroy

We propose a novel iterative algorithm for estimating a deterministic but unknown parameter vector in the presence of model uncertainties. This iterative algorithm is based on a system model where an overall noise term describes both, the…

Statistics Theory · Mathematics 2017-11-27 Oliver Lang , Michael Lunglmayr , Mario Huemer

We propose a framework to perform Bayesian inference using conditional score-based diffusion models to solve a class of inverse problems in mechanics involving the inference of a specimen's spatially varying material properties from noisy…