Statistical solution of inverse problems using a state reduction. Issue 5 (7th August 2019)

• Record Type: Journal Article
• Authors: Neumayer, Markus; Suppan, Thomas; Bretterklieber, Thomas
• Is Part Of: Compel. Volume 38:Issue 5(2019)
• Page Start: 1521
• Page End: 1532
• Publication Date: 2019-08-07
• Subjects: Inverse problems -- Bayesian statistics -- State reduction -- Statistical solution; Electrical engineering -- Data Processing -- Periodicals; Electrical engineering -- Mathematics -- Periodicals; Electrical engineering -- Periodicals; Electronics -- Data Processing -- Periodicals; Electronics -- Mathematics -- Periodicals; 621.3
• DOI: 10.1108/COMPEL-12-2018-0500
• Languages: English
• ISSNs: 0332-1649

Abstract

Abstract : Purpose: The application of statistical inversion theory provides a powerful approach for solving estimation problems including the ability for uncertainty quantification (UQ) by means of Markov chain Monte Carlo (MCMC) methods and Monte Carlo integration. This paper aims to analyze the application of a state reduction technique within different MCMC techniques to improve the computational efficiency and the tuning process of these algorithms. Design/methodology/approach: A reduced state representation is constructed from a general prior distribution. For sampling the Metropolis Hastings (MH) Algorithm and the Gibbs sampler are used. Efficient proposal generation techniques and techniques for conditional sampling are proposed and evaluated for an exemplary inverse problem. Findings: For the MH-algorithm, high acceptance rates can be obtained with a simple proposal kernel. For the Gibbs sampler, an efficient technique for conditional sampling was found. The state reduction scheme stabilizes the ill-posed inverse problem, allowing a solution without a dedicated prior distribution. The state reduction is suitable to represent general material distributions. Practical implications: The state reduction scheme and the MCMC techniques can be applied in different imaging problems. The stabilizing nature of the state reduction improves the solution of ill-posed problems. The tuning of the MCMC methods is simplified. Originality/value: The paper presents a method to improve the solution process of inverse problems within the Bayesian framework. The stabilization of the inverse problem due to the state reduction improves the solution. The approach simplifies the tuning of MCMC methods.