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

Analytical probabilistic approach to the ground state of lattice quantum systems: exact results in terms of a cumulant expansion

We present a large deviation analysis of a recently proposed probabilistic approach to the study of the ground-state properties of lattice quantum systems. The ground-state energy, as well as the correlation functions in the ground state, are exactly determined as a series expansion in the cumulants of the multiplicities of the potential and hopping energies assumed by the system during its long-time evolution. Once these cumulants are known, even at a finite order, our approach provides the ground state analytically as a function of the Hamiltonian parameters. A scenario of possible applications of this analyticity property is discussed.Comment: 26 pages, 5 figure

Likelihood-Based Inference for Discretely Observed Birth-Death-Shift Processes, with Applications to Evolution of Mobile Genetic Elements

Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements - important genetic markers in molecular epidemiology. Estimation of the effects of individual covariates on the birth, death, and shift rates of the process can be accomplished by analyzing patient data, but inferring these rates in a discretely and unevenly observed setting presents computational challenges. We propose a mutli-type branching process approximation to BDS processes and develop a corresponding expectation maximization (EM) algorithm, where we use spectral techniques to reduce calculation of expected sufficient statistics to low dimensional integration. These techniques yield an efficient and robust optimization routine for inferring the rates of the BDS process, and apply more broadly to multi-type branching processes where rates can depend on many covariates. After rigorously testing our methodology in simulation studies, we apply our method to study intrapatient time evolution of IS6110 transposable element, a frequently used element during estimation of epidemiological clusters of Mycobacterium tuberculosis infections.Comment: 31 pages, 7 figures, 1 tabl

Diffeomorphic random sampling using optimal information transport

In this article we explore an algorithm for diffeomorphic random sampling of nonuniform probability distributions on Riemannian manifolds. The algorithm is based on optimal information transport (OIT)---an analogue of optimal mass transport (OMT). Our framework uses the deep geometric connections between the Fisher-Rao metric on the space of probability densities and the right-invariant information metric on the group of diffeomorphisms. The resulting sampling algorithm is a promising alternative to OMT, in particular as our formulation is semi-explicit, free of the nonlinear Monge--Ampere equation. Compared to Markov Chain Monte Carlo methods, we expect our algorithm to stand up well when a large number of samples from a low dimensional nonuniform distribution is needed.Comment: 8 pages, 3 figure