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In this work, we investigate the estimation of a parameter $f$ in PDEs using Bayesian procedures, and focus on posterior distributions constructed using Gaussian process priors, and its variational approximation. We establish contraction…

统计理论 · 数学 2026-01-27 Yuxin Fan , Bangti Jin

Longitudinal models with dynamics governed by differential equations may require numerical integration alongside parameter estimation. We have identified a situation where the numerical integration introduces error in such a way that it…

其他统计学 · 统计学 2026-02-10 Tess O'Brien , Matthew T. Moores , David Warton , Daniel Falster

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather…

机器学习 · 计算机科学 2023-11-09 Vardhan Dongre , Gurpreet Singh Hora

This work investigates Bayesian stepwise estimation (Se) for measuring the two parameters of a unitary qubit rotation. While asymptotic analysis predicts a precision advantage for SE over joint estimation (JE) in regimes where the quantum…

In inverse problems, uncertainty quantification (UQ) deals with a probabilistic description of the solution nonuniqueness and data noise sensitivity. Setting seismic imaging into a Bayesian framework allows for a principled way of studying…

地球物理 · 物理学 2020-04-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

This paper is concerned with error estimates for the numerical approximation for affine optimal control problems subject to semilinear elliptic PDEs. To investigate the error estimates, we focus on local minimizers that satisfy certain…

最优化与控制 · 数学 2024-05-30 Nicolai Jork

We present a computational framework for estimating the uncertainty in the numerical solution of linearized infinite-dimensional statistical inverse problems. We adopt the Bayesian inference formulation: given observational data and their…

数值分析 · 数学 2013-08-07 Tan Bui-Thanh , Omar Ghattas , James Martin , Georg Stadler

This work presents a numerical analysis of computing transition states of semilinear elliptic partial differential equations (PDEs) via the index-1 saddle dynamics, or equivalently, the gentlest ascent dynamics. To establish clear…

数值分析 · 数学 2025-11-25 Lei Zhang , Xiangcheng Zheng , Shangqin Zhu

Systems modeled by partial differential equations (PDEs) are at least as ubiquitous as systems that are by nature finite-dimensional and modeled by ordinary differential equations (ODEs). And yet, systematic and readily usable…

最优化与控制 · 数学 2025-09-11 Rafael Vazquez , Jean Auriol , Federico Bribiesca-Argomedo , Miroslav Krstic

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

We theoretically justify the recent empirical finding of [Teh et al., 2025] that a transformer pretrained on synthetically generated data achieves strong performance on empirical Bayes (EB) problems. We take an indirect approach to this…

机器学习 · 统计学 2026-02-18 Nick Cannella , Anzo Teh , Yanjun Han , Yury Polyanskiy

Approximate Bayesian Computation has been successfully used in population genetics to bypass the calculation of the likelihood. These methods provide accurate estimates of the posterior distribution by comparing the observed dataset to a…

We present a new approach to semiparametric inference using corrected posterior distributions. The method allows us to leverage the adaptivity, regularization and predictive power of nonparametric Bayesian procedures to estimate…

统计方法学 · 统计学 2023-06-21 Andrew Yiu , Edwin Fong , Chris Holmes , Judith Rousseau

Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…

统计计算 · 统计学 2017-05-05 Lampros Bouranis , Nial Friel , Florian Maire

We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the…

数值分析 · 数学 2024-07-03 Alen Alexanderian , Ruanui Nicholson , Noemi Petra

Approximate Bayesian inference methods provide a powerful suite of tools for finding approximations to intractable posterior distributions. However, machine learning applications typically involve selecting actions, which -- in a Bayesian…

机器学习 · 统计学 2022-01-11 Michael J. Morais , Jonathan W. Pillow

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

最优化与控制 · 数学 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

Inverse problems are ubiquitous in nature, arising in almost all areas of science and engineering ranging from geophysics and climate science to astrophysics and biomechanics. One of the central challenges in solving inverse problems is…

机器学习 · 统计学 2022-09-21 Dhruv V Patel , Deep Ray , Assad A Oberai

Diffusion models (DMs) have proven to be effective in modeling high-dimensional distributions, leading to their widespread adoption for representing complex priors in Bayesian inverse problems (BIPs). However, current DM-based posterior…

机器学习 · 计算机科学 2025-06-06 Haoxuan Chen , Yinuo Ren , Martin Renqiang Min , Lexing Ying , Zachary Izzo

Despite their successes, deep neural networks may make unreliable predictions when faced with test data drawn from a distribution different to that of the training data, constituting a major problem for AI safety. While this has recently…

机器学习 · 计算机科学 2020-07-16 Erik Daxberger , José Miguel Hernández-Lobato