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Bayesian inference is a popular approach to calibrating uncertainties, but it can underpredict such uncertainties when model misspecification is present, impacting its reliability to inform decision making. Recently, the statistics and…

Computational Engineering, Finance, and Science · Computer Science 2026-01-09 Rebekah White , Rileigh Bandy , Teresa Portone

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

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

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial…

Analysis of PDEs · Mathematics 2015-05-27 Ch. Schwab , A. M. Stuart

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

Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…

Geophysics · Physics 2022-03-31 Ali Siahkoohi , Rafael Orozco , Gabrio Rizzuti , Felix J. Herrmann

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental…

Probability · Mathematics 2015-07-03 Masoumeh Dashti , Andrew M. Stuart

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

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-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

Bayesian inference provides a rigorous methodology for estimation and uncertainty quantification of parameters in geophysical forward models. Badlands (basin and landscape dynamics model) is a landscape evolution model that simulates…

In a Bayesian setting, inverse problems and uncertainty quantification (UQ) --- the propagation of uncertainty through a computational (forward) model --- are strongly connected. In the form of conditional expectation the Bayesian update…

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

Machine Learning · Computer Science 2019-04-03 Konstantin Posch , Jürgen Pilz

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

The Bayesian approach to solving inverse problems relies on the choice of a prior. This critical ingredient allows the formulation of expert knowledge or physical constraints in a probabilistic fashion and plays an important role for the…

Machine Learning · Statistics 2022-11-08 Manuel Marschall , Gerd Wübbeler , Franko Schmähling , Clemens Elster

Inverse analysis, such as model calibration, often suffers from a lack of informative data in complex real-world scenarios. The standard remedy, designing new experimental setups, is often costly and time-consuming, while readily available…

Computational Engineering, Finance, and Science · Computer Science 2026-01-16 Lea J. Haeusel , Jonas Nitzler , Lea J. Köglmeier , Wolfgang A. Wall

Many scientific investigations require that the values of a set of model parameters are estimated using recorded data. In Bayesian inference, information from both observed data and prior knowledge is combined to update model parameters…

Methodology · Statistics 2024-09-17 Xuebin Zhao , Andrew Curtis

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 Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…

Astrophysics · Physics 2008-09-08 Brendon J. Brewer