Fast Gibbs sampling for high-dimensional Bayesian inversion

Solving ill-posed inverse problems by Bayesian inference has recently attracted considerable attention. Compared to deterministic approaches, the probabilistic representation of the solution by the posterior distribution can be exploited to explore and quantify its uncertainties. In applications where the inverse solution is subject to further analysis procedures, this can be a significant advantage. Alongside theoretical progress, various new computational techniques allow to sample very high dimensional posterior distributions: In [Lucka2012], a Markov chain Monte Carlo (MCMC) posterior sampler was developed for linear inverse problems with $\ell_1$-type priors. In this article, we extend this single component Gibbs-type sampler to a wide range of priors used in Bayesian inversion, such as general $\ell_p^q$ priors with additional hard constraints. Besides a fast computation of the conditional, single component densities in an explicit, parameterized form, a fast, robust and exact sampling from these one-dimensional densities is key to obtain an efficient algorithm. We demonstrate that a generalization of slice sampling can utilize their specific structure for this task and illustrate the performance of the resulting slice-within-Gibbs samplers by different computed examples. These new samplers allow us to perform sample-based Bayesian inference in high-dimensional scenarios with certain priors for the first time, including the inversion of computed tomography (CT) data with the popular isotropic total variation (TV) prior.Comment: submitted to "Inverse Problems

Modeling of the human skull in EEG source analysis

We used computer simulations to investigate finite element models of the layered structure of the human skull in EEG source analysis. Local models, where each skull location was modeled differently, and global models, where the skull was assumed to be homogeneous, were compared to a reference model, in which spongy and compact bone were explicitly accounted for. In both cases, isotropic and anisotropic conductivity assumptions were taken into account. We considered sources in the entire brain and determined errors both in the forward calculation and the reconstructed dipole position. Our results show that accounting for the local variations over the skull surface is important, whereas assuming isotropic or anisotropic skull conductivity has little influence. Moreover, we showed that, if using an isotropic and homogeneous skull model, the ratio between skin/brain and skull conductivities should be considerably lower than the commonly used 80:1. For skull modeling, we recommend (1) Local models: if compact and spongy bone can be identified with sufficient accuracy (e.g., from MRI) and their conductivities can be assumed to be known (e.g., from measurements), one should model these explicitly by assigning each voxel to one of the two conductivities, (2) Global models: if the conditions of (1) are not met, one should model the skull as either homogeneous and isotropic, but with considerably higher skull conductivity than the usual 0.0042 S/m, or as homogeneous and anisotropic, but with higher radial skull conductivity than the usual 0.0042 S/m and a considerably lower radial:tangential conductivity anisotropy than the usual 1:10