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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4590135180 · Jun 202019922001200920172026
48 results for probabilistic inversion

DIN framework directly models hydraulic conductivity and uncertainty.

problem Modeling hydraulic conductivity and uncertainty in groundwater flow.
method DIN utilizes DDPM as a prior learner, incorporating observational data through conditional injection mechanisms.
result DIN generates multiple constraint-satisfying realizations and accurate uncertainty quantification.

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for in…

2014-08-09abs ↗pdf ↗

We consider the problem of learning by demonstration from agents acting in unknown stochastic Markov environments or games. Our aim is to estimate agent preferences in order to construct improved policies for the same task that the agents are trying to solve. To do so, we extend previous probabilistic approaches for in…

2013-07-14abs ↗pdf ↗

Physics-informed deep learning for PDEs solves forward and inverse problems efficiently.

problem Solving forward and inverse problems in parametric PDEs efficiently and accurately.
method Physics-informed deep latent variable model (PDDLVM) combining deep neural networks, probabilistic modelling, and variational inference.
result Achieves up to three orders of magnitude speed-up compared to traditional FEM while providing coherent uncertainty estimates.

New method uses Gaussian ODE filtering to approximate likelihoods for fast ODE inverse problems.

problem Intractable forward models in likelihood-free inference, especially for ODEs.
method Gaussian ODE filtering to construct local Gaussian likelihood approximations.
result New solvers outperform standard likelihood-free approaches on benchmark systems.

Bayesian inference of discrete component states in civil infrastructures using PGMs and GNNs.

problem Inferring discrete states of civil infrastructure components from measurable responses is an ill-posed inverse problem.
method The study proposes a novel Bayesian inversion paradigm based on Probabilistic Graphical Models (PGMs) and Graph Neural Networks (GNNs). PGMs are used to model the problem, with parameters learned from data and structural topology prior. Inference is accomplished by GNNs, and a graph property-based training strategy is developed.
result The proposed framework effectively solves the challenges of inferring the posterior PDF for discrete variables in high-dimensional problems.

New method finds all thin film structures from reflectometry data.

problem Computational prohibitive for standard algorithms, leading to unreliable analysis.
method Prior-Amortized Neural Posterior Estimation (PANPE) combining simulation-based inference and adaptive priors.
result Identifies all realistic structures in seconds, setting new standards in reflectometry.

PIE-PINN estimates elastic properties from noisy, low-res displacement data.

problem Estimating heterogeneous elastic properties from low-resolution, noisy data.
method Probabilistic Physics-Informed Neural Network (PIE-PINN) framework combining B-spline and hierarchical scale model.
result Robust estimation of Young's modulus and Poisson's ratio from noisy, low-resolution displacement data.

Inverse optimal control, also known as inverse reinforcement learning, is the problem of recovering an unknown reward function in a Markov decision process from expert demonstrations of the optimal policy. We introduce a probabilistic inverse optimal control algorithm that scales gracefully with task dimensionality, an…

2012-06-18abs ↗pdf ↗

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

New method disentangles perceptual uncertainty and behavioral costs in partially observable systems.

problem Tackles inverse optimal control for non-linear partially observable systems.
method Probabilistic approach using maximum causal entropy formulations and local linearization.
result Disentangles perceptual factors and behavioral costs in sequential decision-making.

Study uses DNNs for real-time EM inversion, highlighting model errors and proposing solutions.

problem Model errors in DNNs affect real-time geosteering decisions in EM measurements.
method Bayesian ensemble smoothing with DNNs for thousands of model evaluations, identifying multimodality.
result Model errors can lead to biased estimates, necessitating error reduction techniques.

A deep learning approach solves probabilistic inverse problems with physical constraints.

problem Solving inverse problems with large inferred vectors and prior samples.
method Uses conditional Wasserstein generative adversarial networks (cWGAN) with full gradient penalty.
result Improves accuracy and robustness in sampling and solving inverse problems.

Bayesian geoacoustic inversion improved using MDN.

problem Efficiently solving Bayesian geoacoustic inversion problems.
method Deriving geoacoustic statistics from multidimensional posterior density using MDN, training the network on the whole parameter space.
result The network provides reliable predictions and good generalization performance, solving problems in seconds.

MDNs offer a data-efficient alternative to diffusion and flow models for multimodal scientific learning.

problem Capturing multimodal conditional uncertainty in scientific inverse problems.
method Mixture Density Networks (MDNs) as explicit parametric density estimators.
result MDNs achieve superior generalization, interpretability, and sample efficiency in scientific tasks.

This manuscript proposes a probabilistic framework for algorithms that iteratively solve unconstrained linear problems Bx=bBx = b with positive definite BB for xx. The goal is to replace the point estimates returned by existing methods with a Gaussian posterior belief over the elements of the inverse of BB, which can …

2014-02-10abs ↗pdf ↗

Variational Gaussian Processes solve linear inverse problems efficiently.

problem Solving inverse problems where indirect observations are corrupted by noise.
method Variational Bayesian methods with Gaussian process priors and inducing variables.
result Posterior contraction rates can be attained by correctly tuned variational procedures.

New method uses CNN for seismic inversion uncertainty quantification.

problem Uncertainty quantification in seismic inversion for noisy data.
method Plug-and-Play Stein Variational Gradient Descent (PnP-SVGD) with CNN denoiser.
result High-resolution, trustworthy posterior samples for subsurface structures.

A new method uses DMs as priors for imaging problems, offering more accurate reconstructions.

problem Accurate probabilistic imaging for complex inverse problems.
method Markov chain Monte Carlo algorithm using DMs as plug-and-play priors for solving Bayesian inverse problems.
result Offers more accurate reconstructions and posterior estimation compared to existing methods.

Recently, multiple formulations of vision problems as probabilistic inversions of generative models based on computer graphics have been proposed. However, applications to 3D perception from natural images have focused on low-dimensional latent scenes, due to challenges in both modeling and inference. Accounting for th…

2014-07-04abs ↗pdf ↗

Bayesian method refines surrogate models for accurate full waveform inversion.

problem Complex input/output relations in full waveform inversion make accurate surrogate models difficult.
method Iterative refinement of surrogate models using MCMC samples and progressively expanding frequency bandwidth.
result Highly accurate surrogate model across full bandwidth enables accurate final MCMC inversion.

Using a probabilistic argument we show that the second bounded cohomology of an acylindrically hyperbolic group GG (e.g., a non-elementary hyperbolic or relatively hyperbolic group, non-exceptional mapping class group, Out(Fn){\rm Out}(F_n), \dots) embeds via the natural restriction maps into the inverse limit of the secon…

2017-01-03abs ↗pdf ↗

A framework detects where constitutive models fail in elastography, improving clinical interpretation.

problem Assuming constitutive models correctly describe soft tissue mechanics leads to misleading results.
method Probabilistic framework treating stress as a latent variable, comparing it to assumed model predictions.
result Inferred precision field identifies invalid regions with high accuracy, improving model validity.

New method reduces memory usage for Bayesian inverse problems on large grids.

problem Solving large-scale linear inverse problems with Gaussian process priors.
method Implicit representation of posterior covariance matrices, sequential disintegrations of Gaussian measures.
result Significant reduction in uncertainty for high-density regions estimation.

Study compares L1 and VG sparsity priors in inverse problems.

problem Sparse regularization in inverse problems with incomplete or corrupted measurements.
method Compared L1 regularization with Variational Garrote (VG), a probabilistic method approximating L0 sparsity.
result VG often achieves lower minimum generalization error and improved stability in strongly underdetermined regimes.

EASE estimator improves probabilistic value estimation efficiency.

problem Efficiently estimating probabilistic values like Shapley and semivalues.
method Developed an Efficiency-Aware Surrogate-adjusted Estimator (EASE) that minimizes first-order mean squared error.
result EASE consistently outperforms existing estimators for various probabilistic values.

Proposes a neural network for sparsity regularization in inverse problems using Gaussian mixture.

problem Sparsity in inverse problems with limited significant components.
method Probabilistic sparsity prior as a mixture of degenerate Gaussians, trained with neural network.
result Neural network yields lower mean square error than LASSO, group LASSO, and iterative hard thresholding.