A variational inference framework for inverse problems
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Abstract (arXiv)
A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model fitting times. The message passing and factor graph fragment approach to variational Bayes that is also described facilitates streamlined implementation of approximate inference algorithms and allows for supple inclusion of numerous response distributions and penalizations into the inverse problem model. Models for one- and two-dimensional response variables are examined and an infrastructure is laid down where efficient algorithm updates based on nullifying weak interactions between variables can also be derived for inverse problems in higher dimensions. An image processing application and a simulation exercise motivated by biomedical problems reveal the computational advantage offered by efficient implementation of variational Bayes over Markov chain Monte Carlo.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 4 of its 48 references that are in the map. First posted on arXiv 10 Mar 2021.
Builds on
4 of 48 references.
References · 4
- 2016Fast Approximate Inference for Arbitrarily Large Semiparametric Regression Models via Message Passingcited by 4
- 2017Variational Gaussian Approximation for Poisson Datacited by 4
- 2016Bayesian Adaptive Lasso with Variational Bayes for Variable Selection in High-dimensional Generalized Linear Mixed Modelscited by 2
- 2020The Inverse G-Wishart Distribution and Variational Message Passingcited by 1
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Citing papers per year: 2021: 1; 2022: 0; 2023: 1.
2 papers.