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We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

Diffusion generative models unlock new possibilities for inverse problems as they allow for the incorporation of strong empirical priors in scientific inference. Recently, diffusion models are repurposed for solving inverse problems using…

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

Geophysical inverse problems are often ill-posed and admit multiple solutions. Conventional discriminative methods typically yield a single deterministic solution, which fails to model the posterior distribution, cannot generate diverse…

Inverse rendering, the process of inferring scene properties from images, is a challenging inverse problem. The task is ill-posed, as many different scene configurations can give rise to the same image. Most existing solutions incorporate…

Computer Vision and Pattern Recognition · Computer Science 2023-10-03 Linjie Lyu , Ayush Tewari , Marc Habermann , Shunsuke Saito , Michael Zollhöfer , Thomas Leimkühler , Christian Theobalt

Diffusion models have emerged as powerful learned priors for Bayesian inverse problems (BIPs). Diffusion-based solvers rely on a presumed likelihood for the observations in BIPs to guide the generation process. Likelihood misspecification…

Machine Learning · Computer Science 2026-05-12 Yiming Yang , Xiaoyuan Cheng , Yi He , Kaiyu Li , Wenxuan Yuan , Zhuo Sun

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

We study the inverse problem of estimating a field $u$ from data comprising a finite set of nonlinear functionals of $u$, subject to additive noise; we denote this observed data by $y$. Our interest is in the reconstruction of piecewise…

Numerical Analysis · Mathematics 2016-09-13 Matthew M. Dunlop , Andrew M. Stuart

Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

Machine Learning · Computer Science 2024-12-24 Henry Li , Marcus Pereira

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

The recent emergence of diffusion models has significantly advanced the precision of learnable priors, presenting innovative avenues for addressing inverse problems. Since inverse problems inherently entail maximum a posteriori estimation,…

Machine Learning · Computer Science 2025-01-22 Jiawei Zhang , Jiaxin Zhuang , Cheng Jin , Gen Li , Yuantao Gu

In recent years, Bayesian inference in large-scale inverse problems found in science, engineering and machine learning has gained significant attention. This paper examines the robustness of the Bayesian approach by analyzing the stability…

Machine Learning · Statistics 2023-03-06 Alfredo Garbuno-Inigo , Tapio Helin , Franca Hoffmann , Bamdad Hosseini

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

A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…

Computer Vision and Pattern Recognition · Computer Science 2010-06-16 Guoshen Yu , Guillermo Sapiro , Stéphane Mallat

The Bayesian formulation of inverse problems is attractive for three primary reasons: it provides a clear modelling framework; means for uncertainty quantification; and it allows for principled learning of hyperparameters. The posterior…

Statistics Theory · Mathematics 2019-05-14 Matthew M. Dunlop , Tapio Helin , Andrew M. Stuart

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

No--arbitrage property provides a simple method for pricing financial derivatives. However, arbitrage opportunities exist among different markets in various fields, even for a very short time. By knowing that an arbitrage property exists,…

Computational Finance · Quantitative Finance 2022-05-24 Yasushi Ota , Yu Jiang , Daiki Maki

The past few years have witnessed substantial advances in image generation powered by diffusion models. However, it was shown that diffusion models are susceptible to training data memorization, raising significant concerns regarding…

Cryptography and Security · Computer Science 2025-08-01 Zhe Ma , Qingming Li , Xuhong Zhang , Tianyu Du , Ruixiao Lin , Zonghui Wang , Shouling Ji , Wenzhi Chen

Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…

Methodology · Statistics 2026-04-03 Lachlan Astfalck , Deborshee Sen , Sayan Patra , Edward Cripps , David Dunson