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The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract…

概率论 · 数学 2011-05-11 Viet Ha Hoang

In this paper, we extend our work to the Bayesian inverse problems for inferring unknown forcing and initial condition of the forward Navier-Stokes equation coupled with tracer equation with noisy Lagrangian observation on the positions of…

数值分析 · 数学 2024-03-20 Juntao Yang

The objective of this note is to present the results from the two recent papers. We study the Navier--Stokes equation on the two--dimensional torus when forced by a finite dimensional white Gaussian noise. We give conditions under which…

概率论 · 数学 2007-05-23 Martin Hairer , Jonathan C. Mattingly , Etienne Pardoux

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

概率论 · 数学 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

We consider a non-linear Bayesian data assimilation model for the periodic two-dimensional Navier-Stokes equations with initial condition modelled by a Gaussian process prior. We show that if the system is updated with sufficiently many…

统计理论 · 数学 2024-07-10 Richard Nickl , Edriss S. Titi

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…

统计理论 · 数学 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

We consider a class of linear ill-posed inverse problems arising from inversion of a compact operator with singular values which decay exponentially to zero. We adopt a Bayesian approach, assuming a Gaussian prior on the unknown function.…

统计理论 · 数学 2013-12-09 Sergios Agapiou , Andrew M. Stuart , Yuan-Xiang Zhang

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

统计理论 · 数学 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

数值分析 · 数学 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

统计理论 · 数学 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

We study Bayesian data assimilation (filtering) for time-evolution PDEs, for which the underlying forward problem may be very unstable or ill-posed. Such PDEs, which include the Navier-Stokes equations of fluid dynamics, are characterized…

偏微分方程分析 · 数学 2022-07-27 Samuel Lanthaler , Siddhartha Mishra , Franziska Weber

We study the inverse problem of recovering the order and the diffusion coefficient of an elliptic fractional partial differential equation from a finite number of noisy observations of the solution. We work in a Bayesian framework and show…

偏微分方程分析 · 数学 2017-06-28 Nicolas Garcia Trillos , Daniel Sanz-Alonso

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

Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…

数学物理 · 物理学 2019-07-05 Leonid Piterbarg

In this paper we study approximations to 3D Navier-Stokes (NS) equation driven by space-time white noise by paracontrolled distribution proposed in [GIP13]. A solution theory for this equation has been developed recently in [ZZ14] based on…

概率论 · 数学 2014-09-18 Rongchan Zhu , Xiangchan Zhu

Inverse problems in computational mechanics consist of inferring physical fields that are latent in the model describing some observable fields. For instance, an inverse problem of interest is inferring the Reynolds stress field in the…

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

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

统计计算 · 统计学 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

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

This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…

偏微分方程分析 · 数学 2023-02-08 Xiaoli Feng , Peijun Li , Xu Wang
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