Expectation Propagation for Nonlinear Inverse Problems -- with an Application to Electrical Impedance Tomography

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of efficiently delivering reliable estimates of the posterior mean and covariance, thereby providing an inverse solution together with quantified uncertainties. Some theoretical properties of the iterative algorithm are discussed, and the efficient implementation for an important class of problems of projection type is described. The method is illustrated with one typical nonlinear inverse problem, electrical impedance tomography with complete electrode model, under sparsity constraints. Numerical results for real experimental data are presented, and compared with that by Markov chain Monte Carlo. The results indicate that the method is accurate and computationally very efficient.Comment: Journal of Computational Physics, to appea

Multidomain Spectral Method for the Helically Reduced Wave Equation

We consider the 2+1 and 3+1 scalar wave equations reduced via a helical Killing field, respectively referred to as the 2-dimensional and 3-dimensional helically reduced wave equation (HRWE). The HRWE serves as the fundamental model for the mixed-type PDE arising in the periodic standing wave (PSW) approximation to binary inspiral. We present a method for solving the equation based on domain decomposition and spectral approximation. Beyond describing such a numerical method for solving strictly linear HRWE, we also present results for a nonlinear scalar model of binary inspiral. The PSW approximation has already been theoretically and numerically studied in the context of the post-Minkowskian gravitational field, with numerical simulations carried out via the "eigenspectral method." Despite its name, the eigenspectral technique does feature a finite-difference component, and is lower-order accurate. We intend to apply the numerical method described here to the theoretically well-developed post-Minkowski PSW formalism with the twin goals of spectral accuracy and the coordinate flexibility afforded by global spectral interpolation.Comment: 57 pages, 11 figures, uses elsart.cls. Final version includes revisions based on referee reports and has two extra figure

A Spectral Theory for Tensors

In this paper we propose a general spectral theory for tensors. Our proposed factorization decomposes a tensor into a product of orthogonal and scaling tensors. At the same time, our factorization yields an expansion of a tensor as a summation of outer products of lower order tensors . Our proposed factorization shows the relationship between the eigen-objects and the generalised characteristic polynomials. Our framework is based on a consistent multilinear algebra which explains how to generalise the notion of matrix hermicity, matrix transpose, and most importantly the notion of orthogonality. Our proposed factorization for a tensor in terms of lower order tensors can be recursively applied so as to naturally induces a spectral hierarchy for tensors.Comment: The paper is an updated version of an earlier versio