中文
相关论文

相关论文: Hierarchical models in statistical inverse problem…

200 篇论文

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…

数值分析 · 数学 2024-12-05 Julianne Chung , Scot M. Miller , Malena Sabate Landman , Arvind K. Saibaba

The Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a…

统计理论 · 数学 2021-08-31 Jiguang Sun

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

统计方法学 · 统计学 2017-05-05 V. Yu. Terebizh

Multiplicative noise arises in inverse problems when, for example, uncertainty on measurements is proportional to the size of the measurement itself. The likelihood that arises is hence more complicated than that from additive noise. We…

统计理论 · 数学 2019-11-01 Matthew M. Dunlop

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

统计理论 · 数学 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

Uncertainty quantification for large-scale inverse problems remains a challenging task. For linear inverse problems with additive Gaussian noise and Gaussian priors, the posterior is Gaussian but sampling can be challenging, especially for…

数值分析 · 数学 2026-05-14 Elle Buser , Julianne Chung

This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to…

数据分析、统计与概率 · 物理学 2011-01-19 Nicolas Dobigeon , Alfred O. Hero , Jean-Yves Tourneret

We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise…

数值分析 · 数学 2015-05-30 Bangti Jin

The Bayesian approach to inverse problems is of paramount importance in quantifying uncertainty about the input to and the state of a system of interest given noisy observations. Herein we consider the forward problem of the forced 2D…

概率论 · 数学 2014-04-22 Viet Ha Hoang , Kody J. H. Law , Andrew M. Stuart

A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…

数值分析 · 数学 2020-04-10 Zhaoxing Li , Yanfang Liu , Jiguang Sun , Liwei Xu

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following…

系统与控制 · 电气工程与系统科学 2020-10-28 Robert Mattila , Cristian R. Rojas , Vikram Krishnamurthy , Bo Wahlberg

We consider the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…

偏微分方程分析 · 数学 2026-02-24 Daniela Di Donato , Luca Rondi

This paper investigates the consistency of a posterior distribution in the single-measurement fractional Calder\'on problem with additive Gaussian noise. We consider a Bayesian framework with rescaled and Gaussian sieve priors, using a…

统计理论 · 数学 2025-11-17 Pu-Zhao Kow , Janne Nurminen , Jesse Railo

The problem of mixed signals occurs in many different contexts; one of the most familiar being acoustics. The forward problem in acoustics consists of finding the sound pressure levels at various detectors resulting from sound signals…

数据分析、统计与概率 · 物理学 2007-05-23 Kevin H. Knuth

This article addresses the issue of estimating observation parameters (response and error parameters) in inverse problems. The focus is on cases where regularization is introduced in a Bayesian framework and the prior is modeled by a…

机器学习 · 统计学 2026-02-13 Jean-François Giovannelli

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

统计方法学 · 统计学 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We study image inverse problems with a normalizing flow prior. Our formulation views the solution as the maximum a posteriori estimate of the image conditioned on the measurements. This formulation allows us to use noise models with…

机器学习 · 计算机科学 2021-07-02 Jay Whang , Qi Lei , Alexandros G. Dimakis

We consider the problem of recovering a function input of a differential equation formulated on an unknown domain $M$. We assume to have access to a discrete domain $M_n=\{x_1, \dots, x_n\} \subset M$, and to noisy measurements of the…

概率论 · 数学 2017-06-23 Nicolas Garcia Trillos , Daniel Sanz-Alonso

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

统计理论 · 数学 2023-11-02 Thibault Randrianarisoa , Botond Szabo

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…

统计理论 · 数学 2026-02-09 Junxiong Jia , Jigen Peng , Jinghuai Gao