The Poisson distribution arises naturally when dealing with data involving
counts, and it has found many applications in inverse problems and imaging. In
this work, we develop an approximate Bayesian inference technique based on
expectation propagation for approximating the posterior distribution formed
from the Poisson likelihood function and a Laplace type prior distribution,
e.g., the anisotropic total variation prior. The approach iteratively yields a
Gaussian approximation, and at each iteration, it updates the Gaussian
approximation to one factor of the posterior distribution by moment matching.
We derive explicit update formulas in terms of one-dimensional integrals, and
also discuss stable and efficient quadrature rules for evaluating these
integrals. The method is showcased on two-dimensional PET images.Comment: 25 pages, to be published at Inverse Problem
