相关论文: Scale Invariant Markov Models for Bayesian Inversi…

The Bayesian approach to Inverse Problems relies predominantly on Markov Chain Monte Carlo methods for posterior inference. The typical nonlinear concentration of posterior measure observed in many such Inverse Problems presents severe…

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

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…

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

We present a new approach to Bayesian inference that entirely avoids Markov chain simulation, by constructing a map that pushes forward the prior measure to the posterior measure. Existence and uniqueness of a suitable measure-preserving…

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-$\ell_1$-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection…

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

We consider the sparse regression model where the number of parameters $p$ is larger than the sample size $n$. The difficulty when considering high-dimensional problems is to propose estimators achieving a good compromise between…

The Bayesian inversion method demonstrates significant potential for solving inverse problems, enabling both point estimation and uncertainty quantification (UQ). However, Bayesian maximum a posteriori (MAP) estimation may become unstable…

We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…

The extension of the classical Bayesian penalized spline method to inference on vector-valued functions is considered, with an emphasis on characterizing the suitability of the method for general application.We show that the standard…

The logistic specification has been used extensively in non-Bayesian statistics to model the dependence of discrete outcomes on the values of specified covariates. Because the likelihood function is globally weakly concave estimation by…

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…

The Bayesian statistical framework provides a systematic approach to enhance the regularization model by incorporating prior information about the desired solution. For the Bayesian linear inverse problems with Gaussian noise and Gaussian…

We propose to use L\'evy {\alpha}-stable distributions for constructing priors for Bayesian inverse problems. The construction is based on Markov fields with stable-distributed increments. Special cases include the Cauchy and Gaussian…

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Model fitting is possibly the most extended problem in science. Classical approaches include the use of least-squares fitting procedures and maximum likelihood methods to estimate the value of the parameters in the model. However, in recent…

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…

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Given an observed sample from a population of individuals belonging to species, "species-sampling" problems (SSPs) call for estimating some features of the unknown species composition of additional unobservable samples from the same…