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相关论文: Bayesian Approach to Inverse Problems: an Applicat…

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In this paper, we use the Bayesian inversion approach to study the data assimilation problem for a family of tumor growth models described by porous-medium type equations. The models contain uncertain parameters and are indexed by a…

数值分析 · 数学 2024-02-14 Yu Feng , Liu Liu , Zhennan Zhou

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

机器学习 · 统计学 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

统计理论 · 数学 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…

机器学习 · 计算机科学 2024-04-03 Marzieh Ajirak , Daniel Waxman , Fernando Llorente , Petar M. Djuric

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

统计方法学 · 统计学 2026-03-10 Yang Liu , Jonathan P. Williams , Jan Hannig

There has recently been considerable interest in addressing the problem of unifying distributed statistical analyses into a single coherent inference. This problem naturally arises in a number of situations, including in big-data settings,…

统计方法学 · 统计学 2021-02-04 Hongsheng Dai , Murray Pollock , Gareth Roberts

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

数值分析 · 数学 2026-02-10 Haoyu Lu , Junxiong Jia , Deyu Meng

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

统计计算 · 统计学 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

数值分析 · 数学 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig

We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on problems where calculating the posterior distribution is…

最优化与控制 · 数学 2021-09-13 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit…

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

统计理论 · 数学 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

统计方法学 · 统计学 2025-12-01 Haiyi Shi , Lei Yang , Jiarui Chi , Troy Butler , Haonan Wang , Derek Bingham , Don Estep

Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density function (PDF) from a chosen family that is in some sense…

机器学习 · 计算机科学 2022-09-27 Timothy D. Barfoot , Gabriele M. T. D'Eleuterio

We continue to explore the hypothesis that neuronal populations represent and process analog variables in terms of probability density functions (PDFs). A neural assembly encoding the joint probability density over relevant analog variables…

无序系统与神经网络 · 物理学 2007-05-23 M. J. Barber , J. W. Clark , C. H. Anderson

Geoscientists use observed data to estimate properties of the Earth's interior. This often requires non-linear inverse problems to be solved and uncertainties to be estimated. Bayesian inference solves inverse problems under a probabilistic…

地球物理 · 物理学 2024-01-01 Xuebin Zhao , Andrew Curtis

We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…

统计理论 · 数学 2015-02-10 Weining Shen , Subhashis Ghosal

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

统计方法学 · 统计学 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

数值分析 · 数学 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag