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Diffusion models have recently shown considerable potential in solving Bayesian inverse problems when used as priors. However, sampling from the resulting denoising posterior distributions remains a challenge as it involves intractable…

机器学习 · 统计学 2024-12-25 Badr Moufad , Yazid Janati , Lisa Bedin , Alain Durmus , Randal Douc , Eric Moulines , Jimmy Olsson

The Bayesian approach to inverse problems provides a practical way to solve ill-posed problems by augmenting the observation model with prior information. Due to the measure-theoretic underpinnings, the approach has raised theoretical…

数值分析 · 数学 2026-02-12 Daniela Calvetti , Erkki Somersalo

We study the evolution and distribution of non-equilibrium electron spin polarization in n-type semiconductors within the two-component drift-diffusion model in an applied electric field. Propagation of spin-polarized electrons through a…

介观与纳米尺度物理 · 物理学 2010-10-12 Yuriy V. Pershin , Vladimir Privman

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

统计计算 · 统计学 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

An analytical theory of non-uniformly doped or shaped PN-junction diodes submitted to large-signals at high frequencies is presented. The resulting expressions can be useful to evaluate the performance of semiconductor device modeling…

应用物理 · 物理学 2020-11-30 Anatoly A. Barybin , Edval J. P. Santos

The determination of Parton Distribution Functions from a finite set of data is a typical example of an inverse problem. Inverse problems are notoriously difficult to solve, in particular when a robust determination of the uncertainty in…

高能物理 - 格点 · 物理学 2023-03-01 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

统计计算 · 统计学 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration…

数值分析 · 数学 2026-03-31 Vesa Kaarnioja , Claudia Schillings

The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty…

The following article presents a multi-length-scale characterization approach for investigating doping chemistry and spatial distributions within semiconductors, as demonstrated using a state-of-the-art CMOS image sensor. With an intricate…

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

概率论 · 数学 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

The tail of a bivariate distribution function in the domain of attraction of a bivariate extreme-value distribution may be approximated by the one of its extreme-value attractor. The extreme-value attractor has margins that belong to a…

统计理论 · 数学 2012-05-14 Simon Guillotte , Francois Perron , Johan Segers

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

This paper introduces methodology for performing Bayesian inference sequentially on a sequence of posteriors on spaces of different dimensions. We show how this may be achieved through the use of sequential Monte Carlo (SMC) samplers (Del…

统计计算 · 统计学 2020-06-02 Richard G Everitt , Richard Culliford , Felipe Medina-Aguayo , Daniel J Wilson

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

数值分析 · 数学 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

Many inverse problems focus on recovering a quantity of interest that is a priori known to exhibit either discontinuous or smooth behavior. Within the Bayesian approach to inverse problems, such structural information can be encoded using…

统计计算 · 统计学 2024-07-16 Angelina Senchukova , Felipe Uribe , Lassi Roininen

Bayesian methods are particularly effective for addressing inverse problems due to their ability to manage uncertainties inherent in the inference process. However, employing these methods with costly forward models poses significant…

计算工程、金融与科学 · 计算机科学 2025-10-30 G. Robalo Rei , C. P. Schmidt , J. Nitzler , M. Dinkel , W. A. Wall

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

机器学习 · 计算机科学 2012-07-19 Iain Murray , Zoubin Ghahramani

The inverse problem for a disordered system involves determining the interparticle interaction parameters consistent with a given set of experimental data. Recently, Rutledge has shown (Phys. Rev. E63, 021111 (2001)) that such problems can…

统计力学 · 物理学 2009-11-10 N. B. Wilding

Longitudinal models with dynamics governed by differential equations may require numerical integration alongside parameter estimation. We have identified a situation where the numerical integration introduces error in such a way that it…

其他统计学 · 统计学 2026-02-10 Tess O'Brien , Matthew T. Moores , David Warton , Daniel Falster