Hierarchical Bayesian inference for Ill-posed problems via variational method
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AbstractThis paper investigates a novel approximate Bayesian inference procedure for numerically solving inverse problems. A hierarchical formulation which determines automatically the regularization parameter and the noise level together with the inverse solution is adopted. The framework is of variational type, and it can deliver the inverse solution and regularization parameter together with their uncertainties calibrated. It approximates the posteriori probability distribution by separable distributions based on Kullback-Leibler divergence. Two approximations are derived within the framework, and some theoretical properties, e.g. variance estimate and consistency, are also provided. Algorithms for their efficient numerical realization are described, and their convergence properties are also discussed. Extensions to nonquadratic regularization/nonlinear forward models are also briefly studied. Numerical results for linear and nonlinear Cauchy-type problems arising in heat conduction with both smooth and nonsmooth solutions are presented for the proposed method, and compared with that by Markov chain Monte Carlo. The results illustrate that the variational method can faithfully capture the posteriori distribution in a computationally efficient way. © 2010 Elsevier Inc.
All Author(s) ListJin B., Zou J.
Journal nameJournal of Computational Physics
Year2010
Month9
Day1
Volume Number229
Issue Number19
PublisherAcademic Press
Place of PublicationUnited States
Pages7317 - 7343
ISSN0021-9991
eISSN1090-2716
LanguagesEnglish-United Kingdom
KeywordsCauchy problem, Hierarchical Bayesian inference, Inverse problem, Uncertainty quantification, Variational method

Last updated on 2020-25-10 at 02:23