Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography

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Publication:348728

DOI10.1016/J.JCP.2013.12.010zbMATH Open1349.78046arXiv1312.3378OpenAlexW1978642641MaRDI QIDQ348728FDOQ348728


Authors: Matthias Gehre, Bangti Jin Edit this on Wikidata


Publication date: 5 December 2016

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

Abstract: In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of efficiently delivering reliable estimates of the posterior mean and covariance, thereby providing an inverse solution together with quantified uncertainties. Some theoretical properties of the iterative algorithm are discussed, and the efficient implementation for an important class of problems of projection type is described. The method is illustrated with one typical nonlinear inverse problem, electrical impedance tomography with complete electrode model, under sparsity constraints. Numerical results for real experimental data are presented, and compared with that by Markov chain Monte Carlo. The results indicate that the method is accurate and computationally very efficient.


Full work available at URL: https://arxiv.org/abs/1312.3378




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