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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…

Computer Vision and Pattern Recognition · Computer Science 2023-11-17 Sirui Bi , Victor Fung , Jiaxin Zhang

We present new policy mirror descent (PMD) methods for solving reinforcement learning (RL) problems with either strongly convex or general convex regularizers. By exploring the structural properties of these overall highly nonconvex…

Machine Learning · Computer Science 2022-04-08 Guanghui Lan

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

Numerical Analysis · Mathematics 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng

Bayesian inference has many advantages for complex models, but standard Monte Carlo methods for summarizing the posterior can be computationally demanding, and it is attractive to consider optimization-based variational methods. Our work…

Computation · Statistics 2025-10-09 Aoxiang Chen , David J. Nott , Linda S. L. Tan

In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the…

Optimization and Control · Mathematics 2021-06-28 Peipei Tang , Chengjing Wang , Bo Jiang

Fitting probabilistic models to data is often difficult, due to the general intractability of the partition function and its derivatives. Here we propose a new parameter estimation technique that does not require computing an intractable…

Machine Learning · Computer Science 2015-03-13 Jascha Sohl-Dickstein , Peter Battaglino , Michael R. DeWeese

Since the seminal work of Venkatakrishnan et al. in 2013, Plug & Play (PnP) methods have become ubiquitous in Bayesian imaging. These methods derive Minimum Mean Square Error (MMSE) or Maximum A Posteriori (MAP) estimators for inverse…

Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational inference (VI) offers a scalable alternative and often…

Methodology · Statistics 2026-05-14 Laura Battaglia , Stefano Cortinovis , Chris Holmes , David T. Frazier , Jack Jewson

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We provide a complete framework for performing infinite-dimensional Bayesian inference and uncertainty quantification for image reconstruction with Poisson data. In particular, we address the following issues to make the Bayesian framework…

Numerical Analysis · Mathematics 2019-10-22 Qingping Zhou , Tengchao Yu , Xiaoqun Zhang , Jinglai Li

Maximum a posteriori (MAP) inference is an important task for graphical models. Due to complex dependencies among variables in realistic model, finding an exact solution for MAP inference is often intractable. Thus, many approximation…

Machine Learning · Computer Science 2020-01-22 Baoyuan Wu , Li Shen , Tong Zhang , Bernard Ghanem

The empirical Bayes $g$-modeling approach via the nonparametric maximum likelihood estimator (NPMLE) is widely used for large-scale estimation and inference in the normal means problem, yet theoretical guarantees for uncertainty…

Statistics Theory · Mathematics 2026-03-31 Taehyun Kim , Bodhisattva Sen

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

Image and Video Processing · Electrical Eng. & Systems 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…

Geophysics · Physics 2026-03-13 Xuebin Zhao , Andrew Curtis

Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…

Numerical Analysis · Mathematics 2026-01-21 Aryeh Keating , Mirjeta Pasha

Diffusion models are the current state-of-the-art for solving inverse problems in imaging. Their impressive generative capability allows them to approximate sampling from a prior distribution, which alongside a known likelihood function…

Computer Vision and Pattern Recognition · Computer Science 2026-01-21 Samuel W. Remedios , Zhangxing Bian , Shuwen Wei , Aaron Carass , Jerry L. Prince , Blake E. Dewey

Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte…

Machine Learning · Statistics 2019-05-15 Yue Yang , Ryan Martin , Howard Bondell

Precision medicine is accelerating rapidly in the field of health research. This includes fitting predictive models for individual patients based on patient similarity in an attempt to improve model performance. We propose an algorithm…

Methodology · Statistics 2025-02-07 Tatiana Krikella , Joel A. Dubin

Recent papers have introduced a novel approach to explain why a Predictive Process Monitoring (PPM) model for outcome-oriented predictions provides wrong predictions. Moreover, they have shown how to exploit the explanations, obtained using…

Machine Learning · Computer Science 2023-03-28 Williams Rizzi , Chiara Di Francescomarino , Chiara Ghidini , Fabrizio Maria Maggi

Image restoration aims to recover high-quality images from degraded observations. When the degradation process is known, the recovery problem can be formulated as an inverse problem, and in a Bayesian context, the goal is to sample a clean…

Image and Video Processing · Electrical Eng. & Systems 2025-10-13 Darshan Thaker , Abhishek Goyal , René Vidal