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In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…

We investigate solution methods for large-scale inverse problems governed by partial differential equations (PDEs) via Bayesian inference. The Bayesian framework provides a statistical setting to infer uncertain parameters from noisy…

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…

Bayesian model selection enables comparison and ranking of conceptual subsurface models described by spatial prior models, according to the support provided by available geophysical data. Deep generative neural networks can efficiently…

Reversible jump Markov chain Monte Carlo (RJMCMC) extends ordinary MCMC methods for use in Bayesian multimodel inference. We show that RJMCMC can be implemented as Gibbs sampling with alternating updates of a model indicator and a…

The reversible jump Markov chain Monte Carlo (RJMCMC) method offers an across-model simulation approach for Bayesian estimation and model comparison, by exploring the sampling space that consists of several models of possibly varying…

We consider the problem of local radioelectric property estimation from global electromagnetic scattering measurements. This challenging ill-posed high dimensional inverse problem can be explored by intensive computations of a parallel…

This paper addresses the problem of summarizing the posterior distributions that typically arise, in a Bayesian framework, when dealing with signal decomposition problems with unknown number of components. Such posterior distributions are…

Many inference problems involve inferring the number $N$ of components in some region, along with their properties $\{\mathbf{x}_i\}_{i=1}^N$, from a dataset $\mathcal{D}$. A common statistical example is finite mixture modelling. In the…

In engineering, accurately modeling nonlinear dynamic systems from data contaminated by noise is both essential and complex. Established Sequential Monte Carlo (SMC) methods, used for the Bayesian identification of these systems, facilitate…

A rigorous Bayesian formulation of the inverse doping profile problem in infinite dimensions for a stationary linearized unipolar drift-diffusion model for semiconductor devices is given. The goal is to estimate the posterior probability…

We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…

We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…

When calculating satellite trajectories in low-earth orbit, engineers need to adequately estimate aerodynamic forces. But to this day, obtaining the drag acting on the complicated shapes of modern spacecraft suffers from many sources of…

Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…

We introduce Preconditioned Monte Carlo (PMC), a novel Monte Carlo method for Bayesian inference that facilitates efficient sampling of probability distributions with non-trivial geometry. PMC utilises a Normalising Flow (NF) in order to…

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models…

There is increasing interest to develop Bayesian inferential algorithms for point process models with intractable likelihoods. A purpose of this paper is to illustrate the utility of using simulation based strategies, including Approximate…

In many inference problems, the evaluation of complex and costly models is often required. In this context, Bayesian methods have become very popular in several fields over the last years, in order to obtain parameter inversion, model…

The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…