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The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

数据分析、统计与概率 · 物理学 2007-05-23 A. Mohammad-Djafari

In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

数值分析 · 数学 2019-09-04 Qifeng Liao , Jinglai Li

The mean field variational inference (MFVI) formulation restricts the general Bayesian inference problem to the subspace of product measures. We present a framework to analyze MFVI algorithms, which is inspired by a similar development for…

机器学习 · 统计学 2022-10-21 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki , Edith Zhang

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

Many modern unsupervised or semi-supervised machine learning algorithms rely on Bayesian probabilistic models. These models are usually intractable and thus require approximate inference. Variational inference (VI) lets us approximate a…

机器学习 · 计算机科学 2018-10-24 Cheng Zhang , Judith Butepage , Hedvig Kjellstrom , Stephan Mandt

In solving Bayesian inverse problems, it is often desirable to use a common density parameterization to denote the prior and posterior. Typically we seek a density from the same family as the prior which closely approximates the true…

数值分析 · 数学 2022-03-29 Xiao-Mei Yang , Zhi-Liang Deng

Bayesian methods have been widely used in the last two decades to infer statistical properties of spatially variable coefficients in partial differential equations from measurements of the solutions of these equations. Yet, in many cases…

数值分析 · 数学 2022-03-01 David Aristoff , Wolfgang Bangerth

We present a Bayesian methodology for infinite as well as finite dimensional parameter identification for partial differential equation models. The Bayesian framework provides a rigorous mathematical framework for incorporating prior…

定量方法 · 定量生物学 2016-05-17 Eduard Campillo-Funollet , Chandrasekhar Venkataraman , Anotida Madzvamuse

Bayesian methods are developed for the multivariate nonparametric regression problem where the domain is taken to be a compact Riemannian manifold. In terms of the latter, the underlying geometry of the manifold induces certain symmetries…

统计理论 · 数学 2007-06-13 Jean-François Angers , Peter T. Kim

We propose a scalable variational Bayes method for statistical inference for a single or low-dimensional subset of the coordinates of a high-dimensional parameter in sparse linear regression. Our approach relies on assigning a mean-field…

机器学习 · 统计学 2025-08-12 Ismaël Castillo , Alice L'Huillier , Kolyan Ray , Luke Travis

Since their initial introduction, score-based diffusion models (SDMs) have been successfully applied to solve a variety of linear inverse problems in finite-dimensional vector spaces due to their ability to efficiently approximate the…

机器学习 · 统计学 2023-10-31 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…

机器学习 · 计算机科学 2019-04-03 Konstantin Posch , Jürgen Pilz

This paper focuses on the problem of hierarchical non-overlapping clustering of a dataset. In such a clustering, each data item is associated with exactly one leaf node and each internal node is associated with all the data items stored in…

机器学习 · 统计学 2021-05-26 Weipeng Huang , Nishma Laitonjam , Guangyuan Piao , Neil Hurley

We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the…

统计方法学 · 统计学 2019-03-29 Abhijoy Saha , Karthik Bharath , Sebastian Kurtek

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

机器学习 · 计算机科学 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

统计理论 · 数学 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

Bayesian Non-negative Matrix Factorization (NMF) is a promising approach for understanding uncertainty and structure in matrix data. However, a large volume of applied work optimizes traditional non-Bayesian NMF objectives that fail to…

机器学习 · 统计学 2018-03-19 M. Arjumand Masood , Finale Doshi-Velez

Spurred on by recent successes in causal inference competitions, Bayesian nonparametric (and high-dimensional) methods have recently seen increased attention in the causal inference literature. In this paper, we present a comprehensive…

统计方法学 · 统计学 2022-01-11 Antonio R. Linero , Joseph L. Antonelli

Mean-field variational methods are widely used for approximate posterior inference in many probabilistic models. In a typical application, mean-field methods approximately compute the posterior with a coordinate-ascent optimization…

机器学习 · 统计学 2013-03-14 Chong Wang , David M. Blei

We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…

数据分析、统计与概率 · 物理学 2014-07-23 Joshua C Chang , Van Savage , Tom Chou