相关论文: Self-similar prior and wavelet bases for hidden in…
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its…
Wavelet (Besov) priors are a promising way of reconstructing indirectly measured fields in a regularized manner. We demonstrate how wavelets can be used as a localized basis for reconstructing permeability fields with sharp interfaces from…
The Davenport spectrum is a modification of the classical Kolmogorov spectrum for the inertial range of turbulence that accounts for non-scaling low frequency behavior. Like the classical fractional Brownian motion vis-\`a-vis the…
We present a Parseval tight wavelet frame for the representation and analysis of velocity vector fields of incompressible fluids. Our wavelets have closed form expressions in the frequency and spatial domains, are divergence free in the…
Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…
We construct a wavelet-based almost sure uniform approximation of fractional Brownian motion (fBm) B_t^(H), t in [0, 1], of Hurst index H in (0, 1). Our results show that by Haar wavelets which merely have one vanishing moment, an almost…
Self-similarity is widely considered the reference framework for modeling the scaling properties of real-world data. However, most theoretical studies and their practical use have remained univariate. Operator Fractional Brownian Motion…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…
The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…
In this contribution, we consider the problem of blind source separation in a Bayesian estimation framework. The wavelet representation allows us to assign an adequate prior distribution to the wavelet coefficients of the sources. MCMC…
We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…
Bayesian full waveform inversion (FWI) offers uncertainty-aware subsurface models; however, posterior sampling directly on observed seismic shot records is rarely practical at the field scale because each sample requires numerous…
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…
Denoising diffusion models have driven significant progress in the field of Bayesian inverse problems. Recent approaches use pre-trained diffusion models as priors to solve a wide range of such problems, only leveraging inference-time…
In this contribution, we extend the methodology proposed in Abry and Didier (2017) to obtain the first joint estimator of the real parts of the Hurst eigenvalues of $n$-variate OFBM. The procedure consists of a wavelet regression on the…
We present a wavelet-based adaptive method for computing 3D multiscale flows in complex, time-dependent geometries, implemented on massively parallel computers. While our focus is on simulations of flapping insects, it can be used for other…
Accurate emulation of multi-scale physical systems governed by PDEs demands models that remain stable over long autoregressive rollouts while preserving fine-scale structures. Deterministic emulators produce overly-smoothed predictions,…
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…
Operator fractional Brownian motion (OFBM) is the natural vector-valued extension of the univariate fractional Brownian motion. Instead of a scalar parameter, the law of an OFBM scales according to a Hurst matrix that affects every…