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We consider the efficient inference of finite dimensional parameters arising in the context of inverse problems. Our setup is the observation of a transformation of an unknown infinite dimensional signal $f$ corrupted by statistical noise,…

统计理论 · 数学 2026-02-03 Adel Magra , Aad van der Vaart

The dynamics and internal structure of doping fronts in organic semiconductors are investigated theoretically using an extended drift-diffusion model for ions, electrons and holes. The model also involves the injection barriers for…

材料科学 · 物理学 2012-09-14 M. Modestov , V. Bychkov , D. Valiev , M. Marklund

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…

应用统计 · 统计学 2015-06-11 François Giraud , Pierre Minvielle , Marc Sancandi , Pierre Del Moral

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

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

The inverse problem method is tested for a class of monomer-dimer statistical mechanics models that contain also an attractive potential and display a mean-field critical point at a boundary of a coexistence line. The inversion is obtained…

统计力学 · 物理学 2017-05-24 Pierluigi Contucci , Rachele Luzi , Cecilia Vernia

The formulation of Bayesian inverse problems involves choosing prior distributions; choices that seem equally reasonable may lead to significantly different conclusions. We develop a computational approach to better understand the impact of…

统计计算 · 统计学 2026-01-08 John E. Darges , Alen Alexanderian , Pierre A. Gremaud

A key quantity of interest in Bayesian inference are expectations of functions with respect to a posterior distribution. Markov Chain Monte Carlo is a fundamental tool to consistently compute these expectations via averaging samples drawn…

机器学习 · 统计学 2015-02-10 Heiko Strathmann , Dino Sejdinovic , Mark Girolami

This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…

In this chapter, we address the challenge of exploring the posterior distributions of Bayesian inverse problems with computationally intensive forward models. We consider various multivariate proposal distributions, and compare them with…

统计计算 · 统计学 2024-05-02 Mikkel B. Lykkegaard , Colin Fox , Dave Higdon , C. Shane Reese , J. David Moulton

Solving Bayesian inverse problems typically involves deriving a posterior distribution using Bayes' rule, followed by sampling from this posterior for analysis. Sampling methods, such as general-purpose Markov chain Monte Carlo (MCMC), are…

We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…

数值分析 · 数学 2025-10-08 Zhiliang Deng , Zhiyuan Wang , Xiaomei Yang , Xiaofei Guan

We consider Bayesian analysis on high-dimensional spheres with angular central Gaussian priors. These priors model antipodally symmetric directional data, are easily defined in Hilbert spaces and occur, for instance, in Bayesian binary…

统计理论 · 数学 2024-02-27 H. C. Lie , D. Rudolf , B. Sprungk , T. J. Sullivan

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models…

地球物理 · 物理学 2017-01-11 M. Rosas-Carbajal , N. Linde , T. Kalscheuer , J. A. Vrugt

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

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…

统计方法学 · 统计学 2023-04-28 Konstantinos E. Tatsis , Vasilis K. Dertimanis , Eleni N. Chatzi

Bayesian solution of an inverse problem for indirect measurement $M = AU + {\mathcal{E}}$ is considered, where $U$ is a function on a domain of $R^d$. Here $A$ is a smoothing linear operator and $ {\mathcal{E}}$ is Gaussian white noise. The…

概率论 · 数学 2009-01-28 Matti Lassas. Eero Saksman , Samuli Siltanen

A procedure for unfolding the true distribution from experimental data is presented. Machine learning methods are applied for simultaneous identification of an apparatus function and solving of an inverse problem. A priori information about…

数据分析、统计与概率 · 物理学 2011-05-26 Nikolai Gagunashvili

We discuss the Bayesian approach to the solution of inverse problems and apply the formalism to analyse the closure tests performed by the NNPDF collaboration. Starting from a comparison with the approach that is currently used for the…

高能物理 - 唯象学 · 物理学 2022-05-04 Luigi Del Debbio , Tommaso Giani , Michael Wilson

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

This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is inspired by recent developments on Bradley-Terry models in…

统计理论 · 数学 2018-08-27 Sylvain Le Corff , Matthieu Lerasle , Elodie Vernet