Augmented flexible Krylov subspace methods with applications to Bayesian inverse problems
This interesting paper studies augmented flexible Krylov subspace methods with applications to Bayesian inverse problems. More specifically, the paper studies linear ill-posed inverse problems of the form \(Bu_{\mathrm{true}}+e=b\), \(B\in \mathbb R^{m\times n}\) where \(e\sim N(0,r)\) is some unknown noise with a symmetric positive definite covariance \(r\), \(b\) is a measurement which depends on \(r\) and what is utrue is the unknown object the authors wish to reconstruct. The singular values of \(B\) decay and cluster at zero without an evident gap between two consecutive ones.\N\NMore specifically, the authors are interested in solutions of \(u_{\mathrm{true}}=x+\eta\) that can be modeled as the sum of two independent random variables where \(x\) is smooth and \(\eta\) is sparse. The paper presents two new augmented flexible Krylov subspace methods, AF-LSQR and AF-GMRES to calculate solutions to these large-scale linear discrete ill-posed problems. The efficiency of the new methods is shown through a variety of experiments for example including a synthetic image deblurring problem, a synthetic atmospheric transport problem, and fluorescence molecular tomography reconstructions using both synthetic and real world experimental data. \N\NThe paper is well written with a very good set of references.
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Communication-optimal parallel and sequential QR and LU factorizations
- Flexible Krylov methods for \(\ell_p\) regularization
- Generalized Hybrid Iterative Methods for Large-Scale Bayesian Inverse Problems
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- Hybrid and iteratively reweighted regularization by unbiased predictive risk and weighted GCV for projected systems
- IR tools: a MATLAB package of iterative regularization methods and large-scale test problems
- Iterated preconditioned LSQR method for inverse problems on unstructured grids
- Iteratively reweighted FGMRES and FLSQR for sparse reconstruction
- Iteratively reweighted least squares minimization for sparse recovery
- Krylov methods for inverse problems: Surveying classical, and introducing new, algorithmic approaches
- Majorization-minimization generalized Krylov subspace methods for \({\ell _p}\)-\({\ell _q}\) optimization applied to image restoration
- On Krylov projection methods and Tikhonov regularization
- Optical tomography: forward and inverse problems
- Regularization methods for large-scale problems
- Sparse Reconstruction by Separable Approximation
- The Split Bregman Method for L1-Regularized Problems
This page was built for publication: Augmented flexible Krylov subspace methods with applications to Bayesian inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6966778)
