November  2009, 3(4): 567-597. doi: 10.3934/ipi.2009.3.567

On infinite-dimensional hierarchical probability models in statistical inverse problems


Department of Mathematics and System Analysis, Helsinki University of Technology, P.O. Box 1100 (Otakaari 1 M), FI-02015 TKK, Finland

Received  March 2009 Revised  August 2009 Published  October 2009

In this article, the solution of a statistical inverse problem $M = AU+$ε by the Bayesian approach is studied where $U$ is a function on the unit circle $\T$, i.e., a periodic signal. The mapping $A$ is a smoothing linear operator and ε a Gaussian noise. The connection to the solution of a finite-dimensional computational model $M_{kn} = A_k U_n + $εk is discussed. Furthermore, a novel hierarchical prior model for obtaining edge-preserving conditional mean estimates is introduced. The convergence of the method with respect to finer discretization is studied and the posterior distribution is shown to converge weakly. Finally, theoretical findings are illustrated by a numerical example with simulated data.
Citation: Tapio Helin. On infinite-dimensional hierarchical probability models in statistical inverse problems. Inverse Problems & Imaging, 2009, 3 (4) : 567-597. doi: 10.3934/ipi.2009.3.567

Zhiyan Ding, Qin Li, Jianfeng Lu. Ensemble Kalman Inversion for nonlinear problems: Weights, consistency, and variance bounds. Foundations of Data Science, 2020  doi: 10.3934/fods.2020018


Yu Zhou, Xinfeng Dong, Yongzhuang Wei, Fengrong Zhang. A note on the Signal-to-noise ratio of $ (n, m) $-functions. Advances in Mathematics of Communications, 2020  doi: 10.3934/amc.2020117


Gunther Uhlmann, Jian Zhai. Inverse problems for nonlinear hyperbolic equations. Discrete & Continuous Dynamical Systems - A, 2021, 41 (1) : 455-469. doi: 10.3934/dcds.2020380


Yi-Hsuan Lin, Gen Nakamura, Roland Potthast, Haibing Wang. Duality between range and no-response tests and its application for inverse problems. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020072


Kha Van Huynh, Barbara Kaltenbacher. Some application examples of minimization based formulations of inverse problems and their regularization. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020074


Min Chen, Olivier Goubet, Shenghao Li. Mathematical analysis of bump to bucket problem. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5567-5580. doi: 10.3934/cpaa.2020251


Qingfang Wang, Hua Yang. Solutions of nonlocal problem with critical exponent. Communications on Pure & Applied Analysis, 2020, 19 (12) : 5591-5608. doi: 10.3934/cpaa.2020253


Wenbin Li, Jianliang Qian. Simultaneously recovering both domain and varying density in inverse gravimetry by efficient level-set methods. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020073


Stefano Bianchini, Paolo Bonicatto. Forward untangling and applications to the uniqueness problem for the continuity equation. Discrete & Continuous Dynamical Systems - A, 2020  doi: 10.3934/dcds.2020384


Marco Ghimenti, Anna Maria Micheletti. Compactness results for linearly perturbed Yamabe problem on manifolds with boundary. Discrete & Continuous Dynamical Systems - S, 2020  doi: 10.3934/dcdss.2020453


Alberto Bressan, Sondre Tesdal Galtung. A 2-dimensional shape optimization problem for tree branches. Networks & Heterogeneous Media, 2020  doi: 10.3934/nhm.2020031


Fioralba Cakoni, Pu-Zhao Kow, Jenn-Nan Wang. The interior transmission eigenvalue problem for elastic waves in media with obstacles. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020075


Marion Darbas, Jérémy Heleine, Stephanie Lohrengel. Numerical resolution by the quasi-reversibility method of a data completion problem for Maxwell's equations. Inverse Problems & Imaging, 2020, 14 (6) : 1107-1133. doi: 10.3934/ipi.2020056


Shenglan Xie, Maoan Han, Peng Zhu. A posteriori error estimate of weak Galerkin fem for second order elliptic problem with mixed boundary condition. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020340


Gang Bao, Mingming Zhang, Bin Hu, Peijun Li. An adaptive finite element DtN method for the three-dimensional acoustic scattering problem. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020351


Zhilei Liang, Jiangyu Shuai. Existence of strong solution for the Cauchy problem of fully compressible Navier-Stokes equations in two dimensions. Discrete & Continuous Dynamical Systems - B, 2020  doi: 10.3934/dcdsb.2020348


Mehdi Badsi. Collisional sheath solutions of a bi-species Vlasov-Poisson-Boltzmann boundary value problem. Kinetic & Related Models, , () : -. doi: 10.3934/krm.2020052


Lingfeng Li, Shousheng Luo, Xue-Cheng Tai, Jiang Yang. A new variational approach based on level-set function for convex hull problem with outliers. Inverse Problems & Imaging, , () : -. doi: 10.3934/ipi.2020070

2019 Impact Factor: 1.373


  • PDF downloads (32)
  • HTML views (0)
  • Cited by (9)

Other articles
by authors

[Back to Top]