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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

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

Learning the kernel parameters for Gaussian processes is often the computational bottleneck in applications such as online learning, Bayesian optimization, or active learning. Amortizing parameter inference over different datasets is a…

Machine Learning · Computer Science 2023-06-19 Matthias Bitzer , Mona Meister , Christoph Zimmer

We present a systematic study of conditional triangular transport maps in function spaces from the perspective of optimal transportation and with a view towards amortized Bayesian inference. More specifically, we develop a theory of…

Optimization and Control · Mathematics 2024-02-07 Bamdad Hosseini , Alexander W. Hsu , Amirhossein Taghvaei

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

Numerical Analysis · Mathematics 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

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

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…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Modern learning systems increasingly rely on amortized learning - the idea of reusing computation or inductive biases shared across tasks to enable rapid generalization to novel problems. This principle spans a range of approaches,…

Machine Learning · Computer Science 2025-10-14 Sarthak Mittal , Divyat Mahajan , Guillaume Lajoie , Mohammad Pezeshki

In ill-posed inverse problems, it is commonly desirable to obtain insight into the full spectrum of plausible solutions, rather than extracting only a single reconstruction. Information about the plausible solutions and their likelihoods is…

Computer Vision and Pattern Recognition · Computer Science 2024-05-14 Omer Yair , Elias Nehme , Tomer Michaeli

We present a new approach to the electromagnetic inverse problem that explicitly addresses the ambiguity associated with its ill-posed character. Rather than calculating a single ``best'' solution according to some criterion, our approach…

Neurons and Cognition · Quantitative Biology 2007-05-23 David M. Schmidt , John S. George , C. C. Wood

We address the problem of static OD matrix estimation from a formal statistical viewpoint. We adopt a novel Bayesian framework to develop a class of models that explicitly cast trip configurations in the study region as random variables. As…

Applications · Statistics 2015-03-17 Luis Carvalho

The core principle of Variational Inference (VI) is to convert the statistical inference problem of computing complex posterior probability densities into a tractable optimization problem. This property enables VI to be faster than several…

Machine Learning · Computer Science 2023-10-25 Ankush Ganguly , Sanjana Jain , Ukrit Watchareeruetai

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…

Computation · Statistics 2016-05-03 Tiangang Cui , James Martin , Youssef M. Marzouk , Antti Solonen , Alessio Spantini

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…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

We consider continuous-time diffusion models driven by fractional Brownian motion. Observations are assumed to possess a non-trivial likelihood given the latent path. Due to the non-Markovianity and high-dimensionality of the latent paths,…

Methodology · Statistics 2015-03-25 Alexandros Beskos , Joseph Dureau , Konstantinos Kalogeropoulos

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

Despite the recent success in probabilistic modeling and their applications, generative models trained using traditional inference techniques struggle to adapt to new distributions, even when the target distribution may be closely related…

Machine Learning · Computer Science 2019-09-17 Mike Wu , Kristy Choi , Noah Goodman , Stefano Ermon

Many causal estimands are only partially identifiable since they depend on the unobservable joint distribution between potential outcomes. Stratification on pretreatment covariates can yield sharper bounds; however, unless the covariates…

Econometrics · Economics 2024-11-19 Wenlong Ji , Lihua Lei , Asher Spector

Estimating the parameters of mathematical models is a common problem in almost all branches of science. However, this problem can prove notably difficult when processes and model descriptions become increasingly complex and an explicit…

Machine Learning · Statistics 2024-02-09 Stefan T. Radev , Ulf K. Mertens , Andreas Voss , Lynton Ardizzone , Ullrich Köthe

Many geophysical problems can be cast as inverse problems that estimate a set of parameter values from observed data. Within a Bayesian framework, solutions to such problems are described probabilistically by the so-called posterior…

Geophysics · Physics 2025-07-23 Xuebin Zhao , Andrew Curtis