Fast Bayesian inversion for high dimensional inverse problems
نویسندگان
چکیده
We investigate the use of learning approaches to handle Bayesian inverse problems in a computationally efficient way when signals be inverted present moderately high number dimensions and are large number. propose tractable regression approach which has advantage produce full probability distributions as approximations target posterior distributions. In addition provide confidence indices on predictions, these allow better exploration multiple equivalent solutions exist. then show how can used for further refined predictions using importance sampling, while also providing carry out uncertainty level estimation if necessary. The relevance proposed is illustrated both simulated real data context physical model inversion planetary remote sensing. shows interesting capabilities terms computational efficiency multimodal inference.
منابع مشابه
Fast Gibbs sampling for high-dimensional Bayesian inversion
Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to explore and quantify its uncertainties. In applications where the inverse solution is subject to further analysis procedures can be a significant advantage....
متن کاملBayesian spatial modelling for high dimensional seismic inverse problems
We study the application of Bayesian spatial modelling to seismic tomography, a geophysical, high dimensional, linearized inverse problem that infers the three-dimensional structure of the Earth’s interior.We develop a spatial dependence model of seismic wave velocity variations in the Earth’s mantle based on a Gaussian Matérn field approximation. Using the theory of stochastic partial differen...
متن کاملInverse Problems in Imaging Systems and the General Bayesian Inversion Frawework
In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding inversion problem is presented. Then, after showing the inadequacy of the classical analytical and least square methods for these ill posed inverse problems, a Baye...
متن کاملInverse Problems in Imaging Systems and General Bayesian Inversion Framework
In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding inversion problem is presented. Then, after showing the inadequacy of the classical analytical and least square methods for these ill posed inverse problems, a Baye...
متن کاملFast Bayesian Inference for Computer Simulation Inverse Problems
Computer models that simulate phenomena regulated by complicated dependencies on unknown parameters are increasingly used in environmental applications. In this paper we present two such applications where the values of the parameters need to be inferred from scarce observations and abundant simulated output. One consists of a climate simulator and the other of a groundwater flow model. Detaile...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2022
ISSN: ['0960-3174', '1573-1375']
DOI: https://doi.org/10.1007/s11222-021-10019-5