Inverse problems: A Bayesian perspective

DOI10.1017/S0962492910000061zbMath1242.65142MaRDI QIDQ2890536

Andrew M. Stuart

Publication date: 11 June 2012

Published in: Acta Numerica (Search for Journal in Brave)

zbMATH Keywords

algorithmsstabilityregularizationinverse problemsfilteringMarkov chain Monte Carlo methodsBayesian approach

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) Numerical analysis or methods applied to Markov chains (65C40) Numerical methods for initial value problems involving ordinary differential equations (65L05) Inverse problems involving ordinary differential equations (34A55) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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I: Schrödinger equation, Bayes linear analysis for Bayesian optimal experimental design, Oracle-type posterior contraction rates in Bayesian inverse problems, Sampling, feasibility, and priors in data assimilation, A two-stage variable-separation Kalman filter for data assimilation, Randomised one-step time integration methods for deterministic operator differential equations, Loss of physical reversibility in reversible systems, Physics-informed machine learning with conditional Karhunen-Loève expansions, Sequential ensemble transform for Bayesian inverse problems, Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion, Cauchy Markov random field priors for Bayesian inversion, Image inversion and uncertainty quantification for constitutive laws of pattern formation, Solving and learning nonlinear PDEs with Gaussian processes, Bayesian inversion using adaptive polynomial chaos kriging within subset simulation, Bayesian multiscale deep generative model for the solution of high-dimensional inverse problems, Deep microlocal reconstruction for limited-angle tomography, Fractional time stepping and adjoint based gradient computation in an inverse problem for a fractionally damped wave equation, A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models, Multi-variance replica exchange SGMCMC for inverse and forward problems via Bayesian PINN, Normalizing field flows: solving forward and inverse stochastic differential equations using physics-informed flow models, Variational Bayesian approximation of inverse problems using sparse precision matrices, Recovery of advection coefficient and fractional order in a time-fractional reaction-advection-diffusion-wave equation, Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints, Model reduction of linear dynamical systems via balancing for Bayesian inference, The interior inverse scattering problem for a two-layered cavity using the Bayesian method, Inverting incomplete Fourier transforms by a sparse regularization model and applications in seismic wavefield modeling, Automatic fidelity and regularization terms selection in variational image restoration, Parameters estimation in Ebola virus transmission dynamics model based on machine learning, Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation, Polynomial chaos expansions for dependent random variables, Generalized bounds for active subspaces, Bayesian inversion for electrical-impedance tomography in medical imaging using the nonlinear Poisson-Boltzmann equation, Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework, Parameter estimation for a point-source diffusion-decay morphogen model, Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency, A regularization method for the parameter estimation problem in ordinary differential equations via discrete optimal control theory, A stable finite element method for low inertia undulatory locomotion in three dimensions, Simultaneous identification of three parameters in a time-fractional diffusion-wave equation by a part of boundary Cauchy data, On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems, Random time step probabilistic methods for uncertainty quantification in chaotic and geometric numerical integration, Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations, Optimal scaling of random-walk Metropolis algorithms on general target distributions, Stability of doubly-intractable distributions, Higher order quasi-Monte Carlo integration for Bayesian PDE inversion, Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset, An optimization problem based on a Bayesian approach for the 2D Helmholtz equation, Localization for MCMC: sampling high-dimensional posterior distributions with local structure, Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems, An additive approximation to multiplicative noise, Wavelet-based priors accelerate maximum-a-posteriori optimization in Bayesian inverse problems, Bayesian inversion for steady flow in fractured porous media with contact on fractures and hydro-mechanical coupling, Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo, A Bayesian estimation method for variational phase-field fracture problems, Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients, Quantifying total uncertainty in physics-informed neural networks for solving forward and inverse stochastic problems, An efficient algorithm for a class of stochastic forward and inverse Maxwell models in \(\mathbb{R}^3\), Bayesian linear inverse problems in regularity scales, A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems, Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries, Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities, A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology, Bayesian approach to inverse time-harmonic acoustic obstacle scattering with phaseless data generated by point source waves, Bayesian neural networks for uncertainty quantification in data-driven materials modeling, Stein variational gradient descent with local approximations, Proposals which speed up function-space MCMC, Ensemble level multiscale finite element and preconditioner for channelized systems and applications, A scalable algorithm for MAP estimators in Bayesian inverse problems with Besov priors, Estimating the distribution of random parameters in a diffusion equation forward model for a transdermal alcohol biosensor, On uniform continuity of posterior distributions, Estimating the rate constant from biosensor data via an adaptive variational Bayesian approach, Nonlocal TV-Gaussian prior for Bayesian inverse problems with applications to limited CT reconstruction, Strong convergence rates of probabilistic integrators for ordinary differential equations, Adaptive step-size selection for state-space probabilistic differential equation solvers, A modern retrospective on probabilistic numerics, Approximation and sampling of multivariate probability distributions in the tensor train decomposition, Accelerating the Bayesian inference of inverse problems by using data-driven compressive sensing method based on proper orthogonal decomposition, A machine learning framework for data driven acceleration of computations of differential equations, A transport-based multifidelity preconditioner for Markov chain Monte Carlo, Unbiased estimation of the gradient of the log-likelihood in inverse problems, Ensemble sampler for infinite-dimensional inverse problems, Particle-based energetic variational inference, Learning quantities of interest from dynamical systems for observation-consistent inversion, Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems, A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations, Non-stationary phase of the MALA algorithm, Markov chain simulation for multilevel Monte Carlo, Tracking for parameter and state estimation in possibly misspecified partially observed linear ordinary differential equations, Optimal sensor placement for joint parameter and state estimation problems in large-scale dynamical systems with applications to thermo-mechanics, Learning landmark geodesics using the ensemble Kalman filter, Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors, On the geometric ergodicity of Hamiltonian Monte Carlo, Bernstein-von Mises theorems for statistical inverse problems. II: Compound Poisson processes, The parameter Houlihan: a solution to high-throughput identifiability indeterminacy for brutally ill-posed problems, mCRE-based parameter identification from full-field measurements: consistent framework, integrated version, and extension to nonlinear material behaviors, Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization, Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method, A Bayesian conjugate gradient method (with discussion), A probabilistic model for the numerical solution of initial value problems, Deconvolving breath alcohol concentration from biosensor measured transdermal alcohol level under uncertainty: a Bayesian approach, The SPDE approach to Matérn fields: graph representations, Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions, Unbiased estimation using a class of diffusion processes, Forward and inverse modeling of fault transmissibility in subsurface flows, Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems