A variational Bayesian method to inverse problems with impulsive noise

DOI10.1016/J.JCP.2011.09.009zbMATH Open1243.65115arXiv1109.2369OpenAlexW2009503811MaRDI QIDQ418968FDOQ418968

Authors: Bangti Jin 

Publication date: 30 May 2012

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

Abstract: We propose a novel numerical method for solving inverse problems subject to impulsive noises which possibly contain a large number of outliers. The approach is of Bayesian type, and it exploits a heavy-tailed t distribution for data noise to achieve robustness with respect to outliers. A hierarchical model with all hyper-parameters automatically determined from the given data is described. An algorithm of variational type by minimizing the Kullback-Leibler divergence between the true posteriori distribution and a separable approximation is developed. The numerical method is illustrated on several one- and two-dimensional linear and nonlinear inverse problems arising from heat conduction, including estimating boundary temperature, heat flux and heat transfer coefficient. The results show its robustness to outliers and the fast and steady convergence of the algorithm.

Full work available at URL: https://arxiv.org/abs/1109.2369

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zbMATH Keywords

convergencenumerical examplesalgorithminverse problemsCauchy problemheat transfervariational methodheat conductionLaplace equationheat fluximpulsive noiserobust Bayesian

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Heat equation (35K05) Inverse problems for PDEs (35R30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Inverse problems in thermodynamics and heat transfer (80A23) Variational methods applied to problems in thermodynamics and heat transfer (80M30)

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Cited In (17)

• Variational Bayes' Method for Functions with Applications to Some Inverse Problems
• Learning to solve Bayesian inverse problems: an amortized variational inference approach using Gaussian and flow guides
• Bayesian approach for inverse interior scattering problems with limited aperture
• Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
• Robust network structure reconstruction based on Bayesian compressive sensing
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• Differential equations in data analysis
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• A variational Bayesian approach for inverse problems with skew-\(t\) error distributions
• Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics
• Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations

Uses Software

• BayesDA

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