A Multilevel Monte Carlo Estimator for Matrix Multiplication

Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is particularly effective in handling high-dimensional inner products and matrix multiplication, in applications of image analysis and large-scale supervised learning.Comment: 23 pages, 3 figure

Imaging of atmospheric dispersion processes with Differential Absorption Lidar

We consider the inverse problem of fitting atmospheric dispersion parameters based on time-resolved back-scattered differential absorption Lidar (DIAL) measurements. The obvious advantage of light-based remote sensing modalities is their extended spatial range which makes them less sensitive to strictly local perturbations/modelling errors or the distance to the plume source. In contrast to other state-of-the-art DIAL methods, we do not make a single scattering assumption but rather propose a new type modality which includes the collection of multiply scattered photons from wider/multiple fields-of-view and argue that this data, paired with a time dependent radiative transfer model, is beneficial for the reconstruction of certain image features. The resulting inverse problem is solved by means of a semi-parametric approach in which the image is reduced to a small number of dispersion related parameters and high-dimensional but computationally convenient nuisance component. This not only allows us to effectively avoid a high-dimensional inverse problem but simultaneously provides a natural regularisation mechanism along with parameters which are directly related to the dispersion model. These can be associated with meaningful physical units while spatial concentration profiles can be obtained by means of forward evaluation of the dispersion process

High-order regularized regression in Electrical Impedance Tomography

We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral transform, that maps changes in the electrical properties of a domain to their respective variations in boundary data. Using perturbation theory the transform is approximated to yield a high-order misfit unction which is then used to derive a regularized inverse problem. In particular, we consider the nonlinear problem to second-order accuracy, hence our approximation method improves upon the local linearization of the forward mapping. The inverse problem is approached using Newton's iterative algorithm and results from simulated experiments are presented. With a moderate increase in computational complexity, the method yields superior results compared to those of regularized linear regression and can be implemented to address the nonlinear inverse problem