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This paper is concerned with the approximation of probability distributions known up to normalization constants, with a focus on Bayesian inference for large-scale inverse problems in scientific computing. In this context, key challenges…

机器学习 · 计算机科学 2025-06-10 Baojun Che , Yifan Chen , Zhenghao Huan , Daniel Zhengyu Huang , Weijie Wang

We consider Bayesian inference for large scale inverse problems, where computational challenges arise from the need for repeated evaluations of an expensive forward model. This renders most Markov chain Monte Carlo approaches infeasible,…

数值分析 · 数学 2022-08-12 Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

There are several challenges associated with inverse problems in which we seek to reconstruct a piecewise constant field, and which we model using multiple level sets. Adopting a Bayesian viewpoint, we impose prior distributions on both the…

数值分析 · 数学 2021-12-01 William Reese , Arvind K. Saibaba , Jonghyun Lee

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

In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…

统计计算 · 统计学 2020-02-18 Johnathan Bardsley , Tiangang Cui

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

Bayesian approaches are one of the primary methodologies to tackle an inverse problem in high dimensions. Such an inverse problem arises in hydrology to infer the permeability field given flow data in a porous media. It is common practice…

统计方法学 · 统计学 2023-10-02 Navid Shervani-Tabar

Many inverse problems have to deal with complex, evolving and often not exactly known geometries, e.g. as domains of forward problems modeled by partial differential equations. This makes it desirable to use methods which are robust with…

数值分析 · 数学 2015-07-13 Martin Burger , Ole Loseth Elvetun , Matthias Schlottbom

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

统计计算 · 统计学 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk

Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…

机器学习 · 计算机科学 2013-01-30 Hagai Attias

This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

应用统计 · 统计学 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

We consider geothermal inverse problems and uncertainty quantification from a Bayesian perspective. Our main goal is to make standard, `out-of-the-box' Markov chain Monte Carlo (MCMC) sampling more feasible for complex simulation models by…

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

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

数值分析 · 数学 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng

The level set approach has proven widely successful in the study of inverse problems for interfaces, since its systematic development in the 1990s. Recently it has been employed in the context of Bayesian inversion, allowing for the…

概率论 · 数学 2016-09-13 Matthew M. Dunlop , Marco A. Iglesias , Andrew M. Stuart

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

When related learning tasks are naturally arranged in a hierarchy, an appealing approach for coping with scarcity of instances is that of transfer learning using a hierarchical Bayes framework. As fully Bayesian computations can be…

机器学习 · 计算机科学 2012-06-18 Gal Elidan , Ben Packer , Geremy Heitz , Daphne Koller

In this article, we propose a non-parametric Bayesian level-set method for simultaneous reconstruction of two different piecewise constant coefficients in an elliptic partial differential equation. We show that the Bayesian formulation of…

应用统计 · 统计学 2025-05-28 Anuj Abhishek , Thilo Strauss , Taufiquar Khan

Full-waveform inversion (FWI) is a powerful geophysical imaging technique that infers high-resolution subsurface physical parameters by solving a non-convex optimization problem. However, due to limitations in observation, e.g., limited…

数值分析 · 数学 2023-11-09 Xiong-Bin Yan , Keke Wu , Zhi-Qin John Xu , Zheng Ma

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

数值分析 · 数学 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang