3 papers
math.ST2026
Posterior contraction under misspecification and heteroscedasticity in non-linear inverse problems
Fanny Seizilles, Maximilian Siebel
In many practical and numerical inverse problems, the exact data log-likelihood is not fully accessible, motivating the use of surrogate models. We study heteroscedastic nonparamet…
math.ST2025
Inferring diffusivity from killed diffusion
Richard Nickl, Fanny Seizilles
We consider diffusion of independent molecules in an insulated Euclidean domain with unknown diffusivity parameter. At a random time and position, the molecules may bind and stop d…
math.ST2023
The Bayesian approach to inverse Robin problems
Aksel Kaastrup Rasmussen, Fanny Seizilles, Mark Girolami +1
In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on…