Sparsity has become a key concept for solving of high-dimensional inverse
problems using variational regularization techniques. Recently, using similar
sparsity-constraints in the Bayesian framework for inverse problems by encoding
them in the prior distribution has attracted attention. Important questions
about the relation between regularization theory and Bayesian inference still
need to be addressed when using sparsity promoting inversion. A practical
obstacle for these examinations is the lack of fast posterior sampling
algorithms for sparse, high-dimensional Bayesian inversion: Accessing the full
range of Bayesian inference methods requires being able to draw samples from
the posterior probability distribution in a fast and efficient way. This is
usually done using Markov chain Monte Carlo (MCMC) sampling algorithms. In this
article, we develop and examine a new implementation of a single component
Gibbs MCMC sampler for sparse priors relying on L1-norms. We demonstrate that
the efficiency of our Gibbs sampler increases when the level of sparsity or the
dimension of the unknowns is increased. This property is contrary to the
properties of the most commonly applied Metropolis-Hastings (MH) sampling
schemes: We demonstrate that the efficiency of MH schemes for L1-type priors
dramatically decreases when the level of sparsity or the dimension of the
unknowns is increased. Practically, Bayesian inversion for L1-type priors using
MH samplers is not feasible at all. As this is commonly believed to be an
intrinsic feature of MCMC sampling, the performance of our Gibbs sampler also
challenges common beliefs about the applicability of sample based Bayesian
inference.Comment: 33 pages, 14 figure