Related papers: Data-informed posterior approximation for Bayesian…
Doubly-intractable posterior distributions arise in many applications of statistics concerned with discrete and dependent data, including physics, spatial statistics, machine learning, the social sciences, and other fields. A specific…
We propose a simple approach that provides accurate uncertainty quantification for Bayesian inference in misspecified or approximate models, and for generalized (Gibbs) posteriors. While existing solutions in this context are based on…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…
We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…
This work proposes $\mu$GUIDE: a general Bayesian framework to estimate posterior distributions of tissue microstructure parameters from any given biophysical model or MRI signal representation, with exemplar demonstration in…
This article revisits the problem of Bayesian shape-restricted inference in the light of a recently developed approximate Gaussian process that admits an equivalent formulation of the shape constraints in terms of the basis coefficients. We…
In this work the issue of Bayesian inference for stationary data is addressed. Therefor a parametrization of a statistically suitable subspace of the the shift-ergodic probability measures on a Cartesian product of some finite state space…
We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…
Bayesian inference is used extensively to quantify the uncertainty in an inferred field given the measurement of a related field when the two are linked by a mathematical model. Despite its many applications, Bayesian inference faces…
A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…
We present a scalability study of Golub-Kahan bidiagonalization for the parallel iterative solution of symmetric indefinite linear systems with a 2x2 block structure. The algorithms have been implemented within the parallel numerical…
Computational imaging plays a pivotal role in determining hidden information from sparse measurements. A robust inverse solver is crucial to fully characterize the uncertainty induced by these measurements, as it allows for the estimation…
We propose a novel framework for joint magnetic resonance image reconstruction and uncertainty quantification using under-sampled k-space measurements. The problem is formulated as a Bayesian linear inverse problem, where prior…
There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…
We propose a method for estimating the posterior distribution of a standard geostatistical model. After choosing the model formulation and specifying a prior, we use normal mixture densities to approximate the posterior distribution. The…
Divide-and-conquer Bayesian methods consist of three steps: dividing the data into smaller computationally manageable subsets, running a sampling algorithm in parallel on all the subsets, and combining parameter draws from all the subsets.…
In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…
We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…
We address the inverse problem of cosmic large-scale structure reconstruction from a Bayesian perspective. For a linear data model, a number of known and novel reconstruction schemes, which differ in terms of the underlying signal prior,…