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This paper presents a new Bayesian model and associated algorithm for depth and intensity profiling using full waveforms from time-correlated single-photon counting (TCSPC) measurements in the limit of very low photon counts (i.e.,…

Instrumentation and Detectors · Physics 2016-10-14 Yoann Altmann , Ximing Ren , Aongus McCarthy , Gerald S. Buller , Steve McLaughlin

A finite difference algorithm based on the integral Laguerre transform in time for solving a three-dimensional one-way wave equation is proposed. This allows achieving high accuracy of calculation results. In contrast to the Fourier method,…

Numerical Analysis · Mathematics 2022-01-12 Andrew V. Terekhov

This paper considers smooth convex optimization problems with many functional constraints. To solve this general class of problems we propose a new stochastic perturbed augmented Lagrangian method, called SGDPA, where a perturbation is…

Optimization and Control · Mathematics 2025-04-01 Nitesh Kumar Singh , Ion Necoara

Recently, lower-level constrained bilevel optimization has attracted increasing attention. However, existing methods mostly focus on either deterministic cases or problems with linear constraints. The main challenge in stochastic cases with…

Optimization and Control · Mathematics 2025-10-13 Hantao Nie , Jiaxiang Li , Zaiwen Wen

Efficient assessment of convolved hidden Markov models is discussed. The bottom-layer is defined as an unobservable categorical first-order Markov chain, while the middle-layer is assumed to be a Gaussian spatial variable conditional on the…

Geophysics · Physics 2017-10-19 Torstein Fjeldstad , Henning Omre

Identifying and quantifying $\gamma$-emitting radionuclides, considering spectral deformation from $\gamma$-interactions in radioactive source surroundings, present a significant challenge in $\gamma$-ray spectrometry. In that context, a…

Data Analysis, Statistics and Probability · Physics 2026-04-23 Dinh Triem Phan , Jérôme Bobin , Cheick Thiam , Christophe Bobin

Variational inference, such as the mean-field (MF) approximation, requires certain conjugacy structures for efficient computation. These can impose unnecessary restrictions on the viable prior distribution family and further constraints on…

Statistics Theory · Mathematics 2023-09-11 Rentian Yao , Yun Yang

Seismic waves bring information from the physical properties of the earth to the surface. Full waveform inversion (FWI) is a local optimization technique which tries to invert the recorded wave fields to the physical properties. An…

Geophysics · Physics 2017-12-27 Nasser Kazemi

Most applications of Bayesian Inference for parameter estimation and model selection in astrophysics involve the use of Monte Carlo techniques such as Markov Chain Monte Carlo (MCMC) and nested sampling. However, these techniques are time…

Instrumentation and Methods for Astrophysics · Physics 2022-01-26 Geetakrishnasai Gunapati , Anirudh Jain , P. K. Srijith , Shantanu Desai

The augmented Lagrangian (AL) method has been successfully applied for solving the full waveform inversion (FWI) problem. In AL-based FWI, the Lagrange multipliers serve as source extensions, offering several advantages to the inversion,…

Geophysics · Physics 2025-12-19 Mahdi Sonbolestan , Ali Gholami

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a…

Data Analysis, Statistics and Probability · Physics 2020-05-12 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

In seismic waveform inversion, the reconstruction of the subsurface properties is usually carried out using approximative wave propagation models to ensure computational efficiency. The viscoelastic nature of the subsurface is often…

Geophysics · Physics 2020-08-26 Kenneth Muhumuza , Lassi Roininen , Janne M. J. Huttunen , Timo Lähivaara

A Bayesian approach is developed for the inference of an eddy-diffusivity field from Lagrangian trajectory data. The motion of Lagrangian particles is modelled by a stochastic differential equation associated with the advection-diffusion…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Y. K. Ying , J. R. Maddison , J. Vanneste

We develop an ultrawideband (UWB) inverse scattering technique for reconstructing continuous random media based on Bayesian compressive sensing. In addition to providing maximum a posteriori estimates of the unknown weights, Bayesian…

Data Analysis, Statistics and Probability · Physics 2014-11-27 A. E. Fouda , F. L. Teixeira

The accuracy of Bayesian inference can be negatively affected by the use of inaccurate forward models. In the case of gravitational-wave inference, accurate but computationally expensive waveform models are sometimes substituted with faster…

Instrumentation and Methods for Astrophysics · Physics 2024-04-02 Miaoxin Liu , Xiao-Dong Li , Alvin J. K. Chua

We propose an efficient algorithm for sparse signal reconstruction problems. The proposed algorithm is an augmented Lagrangian method based on the dual sparse reconstruction problem. It is efficient when the number of unknown variables is…

Machine Learning · Statistics 2010-10-06 Ryota Tomioka , Masashi Sugiyama

This paper addresses the challenge of dimension reduction (DR) in Bayesian inference of high-resolution two-or three-dimensional fields, where a priori parametrizations require a large number of terms. The underlying idea is common to…

Numerical Analysis · Mathematics 2026-04-16 Nadège Polette , Olivier Le Maître , Pierre Sochala , Alexandrine Gesret

This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…

Statistics Theory · Mathematics 2025-11-17 Pu-Zhao Kow , Janne Nurminen , Jesse Railo

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung