Hierarchical Bayesian inference for ill-posed problems via variational method

DOI10.1016/J.JCP.2010.06.016zbMath1198.65189OpenAlexW2008439960MaRDI QIDQ2638255

Jun Zou, Bangti Jin

Publication date: 15 September 2010

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.06.016

zbMATH Keywords

algorithmsconvergencenumerical resultsinverse problemconsistencyCauchy problemMarkov chain Monte Carloheat conductionvariational methodill-posed problemsKullback-Leibler divergenceregularization parametervariance estimateuncertainty quantificationhierarchical Bayesian inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Heat equation (35K05) Ill-posed problems for PDEs (35R25) Inverse problems for PDEs (35R30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)

Related Items (19)

A variational Bayesian approach for inverse problems with skew-\(t\) error distributions ⋮ Hyperparameter estimation using a resolution matrix for Bayesian sensing ⋮ Bayesian approach for inverse interior scattering problems with limited aperture ⋮ Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography ⋮ A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters ⋮ Stein Variational Gradient Descent on Infinite-Dimensional Space and Applications to Statistical Inverse Problems ⋮ Bayesian and variational Bayesian approaches for flows in heterogeneous random media ⋮ Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations ⋮ Solving linear Bayesian inverse problems using a fractional total variation-Gaussian (FTG) prior and transport map ⋮ A variational Bayesian method to inverse problems with impulsive noise ⋮ Investigation of a stochastic inverse method to estimate an external force: applications to a wave-structure interaction ⋮ Nonlinear damping identification in nonlinear dynamic system based on stochastic inverse approach ⋮ Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients ⋮ Artificial neural network approximations of Cauchy inverse problem for linear PDEs ⋮ Variational Bayesian inversion for the reaction coefficient in space-time nonlocal diffusion equations ⋮ Spectral likelihood expansions for Bayesian inference ⋮ Estimating the rate constant from biosensor data via an adaptive variational Bayesian approach ⋮ A Bayesian level set method for the shape reconstruction of inverse scattering problems in elasticity ⋮ Variational Bayes' Method for Functions with Applications to Some Inverse Problems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The plane wave method for inverse problems associated with Helmholtz-type equations
• Statistical and computational inverse problems.
• Estimating Bayesian credible intervals
• An introduction to variational methods for graphical models
• Monte Carlo strategies in scientific computing.
• A Bayesian inference approach to the inverse heat conduction problem
• Backus-Gilbert algorithm for the Cauchy problem of the Laplace equation
• A new choice rule for regularization parameters in Tikhonov regularization
• Numerical estimation of the Robin coefficient in a stationary diffusion equation
• Fast Bayesian approach for parameter estimation
• A Bayesian inference approach to the ill-posed Cauchy problem of steady-state heat conduction
• Joint additive Kullback–Leibler residual minimization and regularization for linear inverse problems
• Augmented Tikhonov regularization
• Maximum Entropy Regularization for Fredholm Integral Equations of the First Kind
• Variational Bayesian Inference for a Nonlinear Forward Model
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Hierarchical Bayesian models for inverse problems in heat conduction
• Inverse Problem Theory and Methods for Model Parameter Estimation
• On Choosing and Bounding Probability Metrics
• Inverse problems for partial differential equations

This page was built for publication: Hierarchical Bayesian inference for ill-posed problems via variational method