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In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

We present a Bayesian machine learning architecture that combines a physically motivated parametrization and an analytic error model for the likelihood with a deep generative model providing a powerful data-driven prior for complex signals.…

Instrumentation and Methods for Astrophysics · Physics 2019-12-10 Francois Lanusse , Peter Melchior , Fred Moolekamp

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

While a wide range of interpretable generative procedures for graphs exist, matching observed graph topologies with such procedures and choices for its parameters remains an open problem. Devising generative models that closely reproduce…

Machine Learning · Computer Science 2019-11-11 Niklas Stoehr , Emine Yilmaz , Marc Brockschmidt , Jan Stuehmer

Learning disentangled representations, where distinct factors of variation are captured by independent latent variables, is a central goal in machine learning. The dominant approach has been the Variational Autoencoder (VAE) framework,…

Machine Learning · Computer Science 2025-10-15 Quentin Fruytier , Akshay Malhotra , Shahab Hamidi-Rad , Aditya Sant , Aryan Mokhtari , Sujay Sanghavi

Deep latent variable models (DLVMs) are designed to learn meaningful representations in an unsupervised manner, such that the hidden explanatory factors are interpretable by independent latent variables (aka disentanglement). The…

Machine Learning · Computer Science 2025-01-28 Surojit Saha , Sarang Joshi , Ross Whitaker

In the field of inverse estimation for systems modeled by partial differential equations (PDEs), challenges arise when estimating high- (or even infinite-) dimensional parameters. Typically, the ill-posed nature of such problems…

Computational Engineering, Finance, and Science · Computer Science 2024-08-30 Yankun Hong , Harshit Bansal , Karen Veroy

Bayesian inference for inverse problems hinges critically on the choice of priors. In the absence of specific prior information, population-level distributions can serve as effective priors for parameters of interest. With the advent of…

Instrumentation and Methods for Astrophysics · Physics 2025-02-11 Gabriel Missael Barco , Alexandre Adam , Connor Stone , Yashar Hezaveh , Laurence Perreault-Levasseur

We develop a new Bayesian framework based on deep neural networks to be able to extrapolate in space-time using historical data and to quantify uncertainties arising from both noisy and gappy data in physical problems. Specifically, the…

Machine Learning · Computer Science 2022-03-14 Xuhui Meng , Liu Yang , Zhiping Mao , Jose del Aguila Ferrandis , George Em Karniadakis

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

Machine Learning · Computer Science 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

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

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While…

Machine Learning · Statistics 2021-02-11 Simon Bing , Vincent Fortuin , Gunnar Rätsch

We consider amortized Bayesian inference for nonlinear inverse problems in settings where only samples from the joint distribution of parameters and observations are available. Classical methods such as Markov chain Monte Carlo require…

Numerical Analysis · Mathematics 2026-05-19 Hojjat Kaveh , Ricardo Baptista , Andrew M. Stuart

The Bayesian approach to inverse problems with functional unknowns, has received significant attention in recent years. An important component of the developing theory is the study of the asymptotic performance of the posterior distribution…

Statistics Theory · Mathematics 2024-04-18 Sergios Agapiou , Peter Mathé

Deep generative models like variational autoencoders approximate the intrinsic geometry of high dimensional data manifolds by learning low-dimensional latent-space variables and an embedding function. The geometric properties of these…

Computer Vision and Pattern Recognition · Computer Science 2019-02-20 Ankita Shukla , Shagun Uppal , Sarthak Bhagat , Saket Anand , Pavan Turaga

Since most inverse problems arising in scientific and engineering applications are ill-posed, prior information about the solution space is incorporated, typically through regularization, to establish a well-posed problem with a unique…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Carter Lyons , Raghu G. Raj , Margaret Cheney

Deep generative models provide a systematic way to learn nonlinear data distributions, through a set of latent variables and a nonlinear "generator" function that maps latent points into the input space. The nonlinearity of the generator…

Machine Learning · Statistics 2021-12-14 Georgios Arvanitidis , Lars Kai Hansen , Søren Hauberg

We develop a generalisation of disentanglement in VAEs---decomposition of the latent representation---characterising it as the fulfilment of two factors: a) the latent encodings of the data having an appropriate level of overlap, and b) the…

Machine Learning · Statistics 2019-06-13 Emile Mathieu , Tom Rainforth , N. Siddharth , Yee Whye Teh

This paper develops manifold learning techniques for the numerical solution of PDE-constrained Bayesian inverse problems on manifolds with boundaries. We introduce graphical Mat\'ern-type Gaussian field priors that enable flexible modeling…

Numerical Analysis · Mathematics 2022-02-16 John Harlim , Shixiao Jiang , Hwanwoo Kim , Daniel Sanz-Alonso