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Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

地球物理 · 物理学 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

Monte Carlo (MC) generators are crucial for analyzing data in particle collider experiments. However, often even a small mismatch between the MC simulations and the measurements can undermine the interpretation of the results. This is…

高能物理 - 唯象学 · 物理学 2022-05-18 Ezequiel Alvarez , Barry M. Dillon , Darius A. Faroughy , Jernej F. Kamenik , Federico Lamagna , Manuel Szewc

We study probit regression from a Bayesian perspective and give an alternative form for the posterior distribution when the prior distribution for the regression parameters is the uniform distribution. This new form allows simple Monte…

统计方法学 · 统计学 2012-03-15 Yuzo Maruyama , William E. Strawderman

Variational Bayes (VB) is a popular tool for Bayesian inference in statistical modeling. Recently, some VB algorithms are proposed to handle intractable likelihoods with applications such as approximate Bayesian computation. In this paper,…

数值分析 · 数学 2021-09-28 Zhijian He , Zhenghang Xu , Xiaoqun Wang

In this article we consider Bayesian parameter inference associated to partially-observed stochastic processes that start from a set B0 and are stopped or killed at the first hitting time of a known set A. Such processes occur naturally…

统计计算 · 统计学 2012-01-19 Ajay Jasra , Nikolas Kantas

Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

机器学习 · 统计学 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Intractable posterior distributions of parameters with intractable normalizing constants depending upon the parameters are known as doubly intractable posterior distributions. The terminology itself indicates that obtaining Bayesian…

统计计算 · 统计学 2021-12-16 Sourabh Bhattacharya

We investigate the asymptotic behavior of Bayesian posterior distributions under independent and identically distributed ($i.i.d.$) misspecified models. More specifically, we study the concentration of the posterior distribution on…

统计理论 · 数学 2015-12-04 R. V. Ramamoorthi , Karthik Sriram , Ryan Martin

This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…

统计理论 · 数学 2015-03-19 Asaf Cohen

We propose a distributed Bayesian quickest change detection algorithm for sensor networks, based on a random gossip inter-sensor communication structure. Without a control or fusion center, each sensor executes its local change detection…

信息论 · 计算机科学 2015-12-09 Di Li , Soummya Kar , Fuad E. Alsaadi , Shuguang Cui

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

机器学习 · 统计学 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems.…

统计计算 · 统计学 2018-03-14 Andreas Svensson , Thomas B. Schön , Fredrik Lindsten

We propose to view non-rigid surface registration as a probabilistic inference problem. Given a target surface, we estimate the posterior distribution of surface registrations. We demonstrate how the posterior distribution can be used to…

计算机视觉与模式识别 · 计算机科学 2020-07-20 Dennis Madsen , Andreas Morel-Forster , Patrick Kahr , Dana Rahbani , Thomas Vetter , Marcel Lüthi

Distribution regression has recently attracted much interest as a generic solution to the problem of supervised learning where labels are available at the group level, rather than at the individual level. Current approaches, however, do not…

机器学习 · 统计学 2021-01-18 Ho Chung Leon Law , Danica J. Sutherland , Dino Sejdinovic , Seth Flaxman

In this article, we describe a {\tt R} package for sampling from an empirical likelihood-based posterior using a Hamiltonian Monte Carlo method. Empirical likelihood-based methodologies have been used in Bayesian modeling of many problems…

其他统计学 · 统计学 2022-09-07 Dang Trung Kien , Neo Han Wei , Sanjay Chaudhuri

This paper studies distributed Bayesian learning in a setting encompassing a central server and multiple workers by focusing on the problem of mitigating the impact of stragglers. The standard one-shot, or embarrassingly parallel, Bayesian…

机器学习 · 计算机科学 2022-08-30 Hari Hara Suthan Chittoor , Osvaldo Simeone

We consider the problem of sampling from the posterior distribution of a $d$-dimensional coefficient vector $\boldsymbol{\theta}$, given linear observations $\boldsymbol{y} = \boldsymbol{X}\boldsymbol{\theta}+\boldsymbol{\varepsilon}$. In…

统计方法学 · 统计学 2024-07-01 Andrea Montanari , Yuchen Wu

In Bayesian inference, we seek to compute information about random variables such as moments or quantiles on the basis of {available data} and prior information. When the distribution of random variables is {intractable}, Monte Carlo (MC)…

统计理论 · 数学 2021-04-06 Alec Koppel , Amrit Singh Bedi , Brian M. Sadler , Victor Elvira

We propose a Bayesian approach to joint source separation and restoration for astrophysical diffuse sources. We constitute a prior statistical model for the source images by using their gradient maps. We assume a t-distribution for the…

天体物理仪器与方法 · 物理学 2015-05-20 K. Kayabol , J. L. Sanz , D. Herranz , E. E. Kuruoglu , E. Salerno

Recent advancements in solving Bayesian inverse problems have spotlighted denoising diffusion models (DDMs) as effective priors. Although these have great potential, DDM priors yield complex posterior distributions that are challenging to…

机器学习 · 统计学 2024-11-14 Yazid Janati , Badr Moufad , Alain Durmus , Eric Moulines , Jimmy Olsson