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We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

统计理论 · 数学 2008-08-21 Heng Lian

We introduce a deep learning accelerated methodology to solve PDE-based Bayesian inverse problems with guaranteed accuracy. This is motivated by the ill-posed problem of inferring a spatio-temporal heat-flux parameter known as the Biot…

数值分析 · 数学 2023-06-06 Teo Deveney , Eike Mueller , Tony Shardlow

In this article, we propose a novel method for sampling potential functions based on noisy observation data of a finite number of observables in quantum canonical ensembles, which leads to the accurate sampling of a wide class of test…

数值分析 · 数学 2020-04-08 Ziheng Chen , Zhennan Zhou

We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models, including operator learning models. The proposed method accounts for uncertainty in…

机器学习 · 计算机科学 2024-08-22 Yuanzhe Wang , Alexandre M. Tartakovsky

We propose a novel approach for solving inverse-problems with high-dimensional inputs and an expensive forward mapping. It leverages joint deep generative modelling to transfer the original problem spaces to a lower dimensional latent…

统计方法学 · 统计学 2021-04-19 Eliane Maalouf , David Ginsbourger , Niklas Linde

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

统计方法学 · 统计学 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $f$ and the hyperparameters $\theta$ given the observed data $g$ and a model $M$ linking these…

数学物理 · 物理学 2009-04-28 Ali Mohammad-Djafari

Over the past 10 years Bayesian methods have rapidly grown more popular as several computationally intensive statistical algorithms have become feasible with increased computer power. In this paper, we begin with a general description of…

天体物理学 · 物理学 2016-02-19 David A. van Dyk , Alanna Connors , Vinay L. Kashyap , Aneta Siemiginowska

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

机器学习 · 统计学 2020-12-29 Simón Rodríguez Santana , Daniel Hernández-Lobato

In Bayesian inverse problems, the posterior distribution is used to quantify uncertainty about the reconstructed solution. In practice, Markov chain Monte Carlo algorithms often are used to draw samples from the posterior distribution.…

数值分析 · 数学 2018-03-13 D. Andrew Brown , Arvind Saibaba , Sarah Vallélian

Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which…

统计计算 · 统计学 2020-03-09 Kimia Nadjahi , Valentin De Bortoli , Alain Durmus , Roland Badeau , Umut Şimşekli

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

数值分析 · 数学 2024-05-15 Phillip Semler , Martin Weiser

We apply a replica inference based Potts model method to unsupervised image segmentation on multiple scales. This approach was inspired by the statistical mechanics problem of "community detection" and its phase diagram. Specifically, the…

统计力学 · 物理学 2015-05-28 Dandan Hu , Peter Ronhovde , Zohar Nussinov

The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…

统计计算 · 统计学 2012-10-12 Daniel Silk , Saran Filippi , Michael P. H. Stumpf

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to…

统计理论 · 数学 2018-12-27 Maxime Lenormand , Franck Jabot , Guillaume Deffuant

We develop a Bayesian spatio-temporal framework for extreme-value analysis that augments a hierarchical copula model with an autoregressive factor to capture residual temporal dependence in threshold exceedances. The factor can be specified…

统计方法学 · 统计学 2025-10-06 Carlos A. Pasquier , Luis A. Barboza

We consider the problem of inferring a graphical Potts model on a population of variables, with a non-uniform number of Potts colors (symbols) across variables. This inverse Potts problem generally involves the inference of a large number…

The standard Potts model is investigated in the framework of nonextensive statistical mechanics. We performed Monte Carlo simulations on two-dimensional lattices with linear sizes ranging from 16 to 64 using the Metropolis algorithm, where…

统计力学 · 物理学 2012-06-14 Attila Boer

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

统计方法学 · 统计学 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra