Related papers: Dual-space posterior sampling for Bayesian inferen…
Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…
In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…
This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…
This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…
Compressed sensing allows for the recovery of sparse signals from few measurements, whose number is proportional to the sparsity of the unknown signal, up to logarithmic factors. The classical theory typically considers either random linear…
The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the…
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…
The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…
We solve the inverse problem of deblurring a pixelized image of Jupiter using regularized deconvolution and by sample-based Bayesian inference. By efficiently sampling the marginal posterior distribution for hyperparameters, then the full…
The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…
We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…
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…
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…
Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…
The focus in this paper is Bayesian system identification based on noisy incomplete modal data where we can impose spatially-sparse stiffness changes when updating a structural model. To this end, based on a similar hierarchical sparse…
The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty…
We study the multivariate deconvolution problem of recovering the distribution of a signal from independent and identically distributed observations additively contaminated with random errors (noise) from a known distribution. For errors…
In the paper, we develop an ensemble-based implicit sampling method for Bayesian inverse problems. For Bayesian inference, the iterative ensemble smoother (IES) and implicit sampling are integrated to obtain importance ensemble samples,…
Prior information often takes the form of parameter constraints. Bayesian methods include such information through prior distributions having constrained support. By using posterior sampling algorithms, one can quantify uncertainty without…
Posterior distributions arising in ill-posed Bayesian inverse problems are often both analytically intractable and highly sensitive to parameters of the chosen prior family. We aim to understand the sensitivity of intractable posterior…