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We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

Computation · Statistics 2023-06-26 Jarkko Suuronen , Tomás Soto , Neil K. Chada , Lassi Roininen

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

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

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

Numerical Analysis · Mathematics 2016-11-03 Felix Lucka

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

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…

Data Analysis, Statistics and Probability · Physics 2007-06-14 Ali Mohammad-Djafari

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

In this paper we consider Bayesian estimation for the parameters of inverse Gaussian distribution. Our emphasis is on Markov Chain Monte Carlo methods. We provide complete implementation of the Gibbs sampler algorithm. Assuming an…

Methodology · Statistics 2012-10-17 B. N. Pandey , Pulastya Bandyopadhyay

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

Numerical Analysis · Mathematics 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

In Bayesian inverse problems, it is common to consider several hyperparameters that define the prior and the noise model that must be estimated from the data. In particular, we are interested in linear inverse problems with additive…

Numerical Analysis · Mathematics 2024-12-05 Julianne Chung , Scot M. Miller , Malena Sabate Landman , Arvind K. Saibaba

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

Statistics Theory · Mathematics 2015-02-10 Weining Shen , Subhashis Ghosal

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

Methodology · Statistics 2019-11-15 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Bayesian approach, as a useful tool for quantifying uncertainties, has been widely used for solving inverse problems of partial differential equations (PDEs). One of the key difficulties for employing Bayesian approach for the issue is how…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Qian Zhao , Zongben Xu , Deyu Meng , Yee Leung

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