7,443 research outputs found
Bayesian inference for inverse problems
Traditionally, the MaxEnt workshops start by a tutorial day. This paper
summarizes my talk during 2001'th workshop at John Hopkins University. The main
idea in this talk is to show how the Bayesian inference can naturally give us
all the necessary tools we need to solve real inverse problems: starting by
simple inversion where we assume to know exactly the forward model and all the
input model parameters up to more realistic advanced problems of myopic or
blind inversion where we may be uncertain about the forward model and we may
have noisy data. Starting by an introduction to inverse problems through a few
examples and explaining their ill posedness nature, I briefly presented the
main classical deterministic methods such as data matching and classical
regularization methods to show their limitations. I then presented the main
classical probabilistic methods based on likelihood, information theory and
maximum entropy and the Bayesian inference framework for such problems. I show
that the Bayesian framework, not only generalizes all these methods, but also
gives us natural tools, for example, for inferring the uncertainty of the
computed solutions, for the estimation of the hyperparameters or for handling
myopic or blind inversion problems. Finally, through a deconvolution problem
example, I presented a few state of the art methods based on Bayesian inference
particularly designed for some of the mass spectrometry data processing
problems.Comment: Presented at MaxEnt01. To appear in Bayesian Inference and Maximum
Entropy Methods, B. Fry (Ed.), AIP Proceedings. 20pages, 13 Postscript
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An approximate empirical Bayesian method for large-scale linear-Gaussian inverse problems
We study Bayesian inference methods for solving linear inverse problems,
focusing on hierarchical formulations where the prior or the likelihood
function depend on unspecified hyperparameters. In practice, these
hyperparameters are often determined via an empirical Bayesian method that
maximizes the marginal likelihood function, i.e., the probability density of
the data conditional on the hyperparameters. Evaluating the marginal
likelihood, however, is computationally challenging for large-scale problems.
In this work, we present a method to approximately evaluate marginal likelihood
functions, based on a low-rank approximation of the update from the prior
covariance to the posterior covariance. We show that this approximation is
optimal in a minimax sense. Moreover, we provide an efficient algorithm to
implement the proposed method, based on a combination of the randomized SVD and
a spectral approximation method to compute square roots of the prior covariance
matrix. Several numerical examples demonstrate good performance of the proposed
method
Online semi-parametric learning for inverse dynamics modeling
This paper presents a semi-parametric algorithm for online learning of a
robot inverse dynamics model. It combines the strength of the parametric and
non-parametric modeling. The former exploits the rigid body dynamics equa-
tion, while the latter exploits a suitable kernel function. We provide an
extensive comparison with other methods from the literature using real data
from the iCub humanoid robot. In doing so we also compare two different
techniques, namely cross validation and marginal likelihood optimization, for
estimating the hyperparameters of the kernel function
A Sparse Bayesian Estimation Framework for Conditioning Prior Geologic Models to Nonlinear Flow Measurements
We present a Bayesian framework for reconstruction of subsurface hydraulic
properties from nonlinear dynamic flow data by imposing sparsity on the
distribution of the solution coefficients in a compression transform domain
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