Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

Lassi Roininen; Janne M. J. Huttunen; Sari Lasanen

doi:10.3934/ipi.2014.8.561

Article Contents

2014, Volume 8, Issue 2: 561-586. Doi: 10.3934/ipi.2014.8.561

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Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

1.
University of Oulu, Sodankylä Geophysical Observatory, Tähteläntie 62, FI-99600 Sodankylä
2.
University of Eastern Finland, Department of Applied Physics, Yliopistonranta 1 F, FI-70211 Kuopio
3.
Department of Mathematical Sciences, P.O. Box 3000, 90014 University of Oulu

Received: April 2013

Revised: February 2014

Published: May 2014

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Abstract

We study flexible and proper smoothness priors for Bayesian statistical inverse problems by using Whittle-Matérn Gaussian random fields. We review earlier results on finite-difference approximations of certain Whittle-Matérn random field in $\mathbb{R}^2$. Then we derive finite-element method approximations and show that the discrete approximations can be expressed as solutions of sparse stochastic matrix equations. Such equations are known to be computationally efficient and useful in inverse problems with a large number of unknowns.
The presented construction of Whittle-Matérn correlation functions allows both isotropic or anisotropic priors with adjustable parameters in correlation length and variance. These parameters can be used, for example, to model spatially varying structural information of unknowns.
As numerical examples, we apply the developed priors to two-dimensional electrical impedance tomography problems.

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Mathematics Subject Classification: Primary: 65N21; Secondary: 60J22.

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