High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm

M Vono, N Dobigeon, P Chainais - SIAM Review, 2022 - SIAM
Efficient sampling from a high-dimensional Gaussian distribution is an old but high-stakes
issue. Vanilla Cholesky samplers imply a computational cost and memory requirements that …

Scalable Bayesian uncertainty quantification in imaging inverse problems via convex optimization

A Repetti, M Pereyra, Y Wiaux - SIAM Journal on Imaging Sciences, 2019 - SIAM
We propose a Bayesian uncertainty quantification method for large-scale imaging inverse
problems. Our method applies to all Bayesian models that are log-concave, where maximum …

[HTML][HTML] A Bayesian approach to quantifying uncertainty from experimental noise in DEER spectroscopy

TH Edwards, S Stoll - Journal of magnetic resonance, 2016 - Elsevier
Abstract Double Electron-Electron Resonance (DEER) spectroscopy is a solid-state pulse
Electron Paramagnetic Resonance (EPR) experiment that measures distances between …

Maximum-a-posteriori estimation with unknown regularisation parameters

M Pereyra, JM Bioucas-Dias… - 2015 23rd European …, 2015 - ieeexplore.ieee.org
This paper presents two hierarchical Bayesian methods for performing maximum-a-
posteriori inference when the value of the regularisation parameter is unknown. The …

Fast Bayesian Inversion for high dimensional inverse problems

B Kugler, F Forbes, S Douté - Statistics and Computing, 2022 - Springer
We investigate the use of learning approaches to handle Bayesian inverse problems in a
computationally efficient way when the signals to be inverted present a moderately high …

Gradient scan Gibbs sampler: An efficient algorithm for high-dimensional Gaussian distributions

O Féron, F Orieux, JF Giovannelli - IEEE Journal Of Selected …, 2015 - ieeexplore.ieee.org
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian
distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian …

Error control of the numerical posterior with Bayes factors in Bayesian uncertainty quantification

MA Capistrán, JA Christen, ML Daza-Torres… - Bayesian …, 2022 - projecteuclid.org
In this paper, we address the numerical posterior error control problem for the Bayesian
approach to inverse problems or recently known as Bayesian Uncertainty Quantification …

Weak and tv consistency in bayesian uncertainty quantification using disintegration

JA Christen, JL Pérez-Garmendia - Boletín de la Sociedad Matemática …, 2021 - Springer
Using standard techniques in Probability theory we prove a series of results relevant in the
theory of Bayesian uncertainty quantification (UQ). Using the approach, found in the …

A Physics Based Surrogate Model in Bayesian Uncertainty Quantification involving Elliptic PDEs

A Galaviz, JA Christen, A Capella - arXiv preprint arXiv:2312.09303, 2023 - arxiv.org
The paper addresses Bayesian inferences in inverse problems with uncertainty
quantification involving a computationally expensive forward map associated with solving a …

Indoor 3-D radar imaging for low-RCS analysis

P Minvielle, P Massaloux… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
An original 3-D radar imaging system is presented for radar cross section (RCS) analysis, ie,
to identify and characterize the radar backscattering components of an object. Based on a 3 …