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Inverse optimization (IO) is used to estimate unknown parameters of an optimization model from observed decisions. In the data-driven context, the estimated parameters are inherently uncertain, yet quantifying this uncertainty has received…

最优化与控制 · 数学 2026-05-26 Timothy C. Y. Chan , Nathan Sandholtz , Nasrin Yousefi

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to…

数值分析 · 数学 2016-11-03 Felix Lucka

In this paper, we investigate the problem of inverse electromagnetic scattering to recover multilayer human tissue profiles using ultrawideband radar systems in a Bayesian setting. We study the recovery problem in a blind setting, in which…

信号处理 · 电气工程与系统科学 2021-08-30 Burak Cevat Civek , Emre Ertin

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

图像与视频处理 · 电气工程与系统科学 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

Detection of induced polarisation (IP) effects in airborne electromagnetic (AEM) measurements does not yet have an established methodology. This contribution develops a Bayesian approach to the IP-detectability problem using decoupled…

应用统计 · 统计学 2021-09-03 Laurence Davies , Alan Yusen Ley-Cooper , Matthew Sutton , Christopher Drovandi

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

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

Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

计算物理 · 物理学 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

机器学习 · 计算机科学 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

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

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

统计计算 · 统计学 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

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

Recently, it was demonstrated that electrochemical doping fronts in organic semiconductors ex- hibit a new fundamental instability growing from multidimensional perturbations [Phys. Rev. Lett. 107, 016103 (2011)]. In the instability…

材料科学 · 物理学 2012-02-17 V. Bychkov , O. Yukhimenko , M. Modestov , M. Marklund

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…

数值分析 · 数学 2023-03-23 Kody J. H. Law , Neil Walton , Shangda Yang , Ajay Jasra

A general shape identification inverse problem is studied in a Bayesian framework. This problem requires the determination of the unknown shape of a domain in the Euclidean space from finite-dimensional observation data with some Gaussian…

统计理论 · 数学 2020-02-19 Hajime Kawakami

This manuscript establishes a pathway to reconstruct material parameters from measurements within the Landau-de Gennes model for nematic liquid crystals. We present a Bayesian approach to this inverse problem and analyse its properties…

数值分析 · 数学 2025-10-15 Heiko Gimperlein , Ruma R. Maity , Apala Majumdar , Michael Oberguggenberger

This paper is concerned with inverse acoustic scattering problem of inferring the position and shape of a sound-soft obstacle from phaseless far-field data. We propose the Bayesian approach to recover sound-soft disks, line cracks and…

数值分析 · 数学 2021-07-28 Zhipeng Yang , Xinping Gui , Ju Ming , Guanghui Hu

We consider the statistical inverse problem of estimating a background flow field (e.g., of air or water) from the partial and noisy observation of a passive scalar (e.g., the concentration of a solute), a common experimental approach to…

数值分析 · 数学 2019-06-12 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Diffusion models have recently been shown to excel in many image reconstruction tasks that involve inverse problems based on a forward measurement operator. A common framework uses task-agnostic unconditional models that are later…

计算机视觉与模式识别 · 计算机科学 2024-06-17 Alper Güngör , Bahri Batuhan Bilecen , Tolga Çukur

We address the numerical solution of infinite-dimensional inverse problems in the framework of Bayesian inference. In the Part I companion to this paper (arXiv.org:1308.1313), we considered the linearized infinite-dimensional inverse…

统计方法学 · 统计学 2014-04-14 Noemi Petra , James Martin , Georg Stadler , Omar Ghattas