Search arXivSearch

arXiv · 2607.10817

An Efficient Bayesian Framework for Uncertainty Quantification in Nonlinear Imaging Inverse Problems

Abstract

Bayesian methods provide a natural framework for estimating a parameter in non-linear inverse problems and quantifying uncertainty in the estimation. However, when the forward model for such non-linear inverse problems is given by some Partial Differential Equation (PDE), Bayesian inference is typically carried out by resorting to MCMC methods. Since each MCMC iteration requires solving a PDE, these methods become computationally expensive and are often impractical for large-scale imaging problems. In this work, we develop a computationally efficient Bayesian framework for two such nonlinear imaging inverse problems: Quantitative Photoacoustic Tomography (QPAT) and Electrical Impedance Tomography (EIT). Building on a recently proposed two-stage pushforward methodology, we first formulate a Bayesian regression problem for an auxiliary variable whose posterior is available in closed form. This posterior is then pushed forward through a deterministic reconstruction map to obtain a posterior on the unknown parameter, avoiding MCMC sampling. We give a rigorous measure-theoretic justification to interpret the induced posterior as a Bayesian posterior and derive posterior contraction rates for both QPAT and EIT. Numerical results show that the proposed method provides accurate reconstructions and reliable uncertainty estimates at a arguably lower computational cost than standard Bayesian approaches.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Anuj Abhishek, Sakshi Arya, Madhu Gupta. 2026-07-12. An Efficient Bayesian Framework for Uncertainty Quantification in Nonlinear Imaging Inverse Problems. https://arxiv.org/abs/2607.10817

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Sample complexity and weak limits of nonsmooth multimarginal Schrödinger system with application to optimal transport barycenter

Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains much less developed. In this paper, we study the statistical estimation and inference problems for the entropic MOT (EMOT), whose optimal solution is characterized by the multimarginal Schrödinger system. Assuming only boundedness of the cost function, we derive sharp sample complexity for estimating several key quantities pertaining to EMOT (cost functional and Schrödinger coupling) from point clouds that are randomly sampled from the input marginal distributions. Moreover, with substantially weaker smoothness assumption on the cost function than the existing literature, we derive distributional limits and bootstrap validity of various key EMOT objects. As an application, we propose the multimarginal Schrödinger barycenter as a new and natural way to regularize the exact Wasserstein barycenter and demonstrate its statistical optimality.

math.ST

Nonparametric spectral density estimation using interactive mechanisms under local differential privacy

We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new interactive privacy mechanisms for three tasks: recovering a single covariance coefficient, recovering the spectral density at a fixed frequency, and global recovery. Our approach achieves faster rates through a two-stage process: we first apply the Laplace mechanism to the truncated value, and then use the resulting privatized sample to learn about the dependence mechanism in the time series. For spectral densities belonging to Hölder and Sobolev smoothness classes, we demonstrate that our algorithms improve upon the non-interactive mechanism of Kroll (2024) for small privacy parameter $α$, since the pointwise rates depend on $nα^2$ instead of $nα^4$. Moreover, we show that the rate $(nα^4)^{-1}$ is optimal for estimating a covariance coefficient with non-interactive mechanisms. However, the $L_2$ rate of our interactive estimator is slower than the pointwise rate. We show how to use these procedures to provide a bona fide locally differentially private estimator of the entire covariance matrix. A simulation study validates our findings.

math.ST

Estimating eigenvectors and eigenspaces of covariance matrices: Optimal Bounds and Conditions for Consistency

Let $X = [ ξ_1, \,\, ξ_2,...\,\, ,ξ_d]^\top$ be a zero-mean random vector of large dimension $d$ ($d \rightarrow \infty$) with (hidden) covariance matrix $M = (m_{ij})_{1 \leq i, j \leq d},$ where $m_{ij} = m_{ji} = \textbf{Cov}(ξ_i, ξ_j).$ Let $X_1, X_2, \dots, X_n$ be $n$ iid samples of $X$. Consider the sample covariance matrix $$\textstyle \tilde{M} := \frac{1}{n} \sum_{i=1}^{n} X_i X_i^\top.$$ In practice, one frequently uses the eigenvectors and eigenspaces of $\tilde M$ as estimators for those of $M$. A central task is to provide an error analysis for these estimators. In this paper, we provide an optimal error analysis, obtaining upper and lower bounds of matching order of magnitude, for a wide range of parameters $d$ and $n$, under mild assumptions on $M$. As corollaries, we obtain new necessary and sufficient conditions for the consistency of the estimators. In these conditions, we only require the number of samples $n$ to depend linearly on the effective rank of $M$, which can be much smaller than the dimension $d$.

math.ST