A variational Bayesian method to inverse problems with impulsive noise
From MaRDI portal
(Redirected from Publication:418968)
convergencenumerical examplesalgorithminverse problemsCauchy problemheat transfervariational methodheat conductionLaplace equationheat fluximpulsive noiserobust Bayesian
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)
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.
Recommendations
- A variational Bayesian approach for inverse problems with skew-\(t\) error distributions
- Hierarchical Bayesian inference for ill-posed problems via variational method
- A new numerical method for the inverse source problem from a Bayesian perspective
- Convergence Rates for Inverse Problems with Impulsive Noise
- Variational Bayes' Method for Functions with Applications to Some Inverse Problems
Cites work
- scientific article; zbMATH DE number 4031208 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1911984 (Why is no real title available?)
- A Bayesian inference approach to the inverse heat conduction problem
- A duality-based splitting method for \(\ell^1-TV\) image restoration with automatic regularization parameter choice
- A mathematical procedure for solving the inverse potential problem of electrocardiography. Analysis of the time-space accuracy from in vitro experimental data
- A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters
- A semismooth Newton method for \(\mathrm{L}^1\) data fitting with automatic choice of regularization parameters and noise calibration
- A stochastic collocation approach to Bayesian inference in inverse problems
- An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method
- An introduction to variational methods for graphical models
- An inverse problem in corrosion detection
- Augmented Tikhonov regularization
- Estimating deterministic parameters by Bayesian inference with emphasis on estimating the uncertainty of the parameters
- Fast Bayesian approach for parameter estimation
- Hierarchical Bayesian inference for ill-posed problems via variational method
- Hierarchical Bayesian models for inverse problems in heat conduction
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Maximum Likelihood Estimation of the Parameters of the Gamma Distribution and Their Bias
- Numerical estimation of the Robin coefficient in a stationary diffusion equation
- Numerical identification of a Robin coefficient in parabolic problems
- Robust L1 Principal Component Analysis and Its Bayesian Variational Inference
- Statistical and computational inverse problems.
- Statistical inversion and Monte Carlo sampling methods in electrical impedance tomography
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- Variational Bayesian Inference for a Nonlinear Forward Model
Cited in
(17)- Non-centered parametric variational Bayes’ approach for hierarchical inverse problems of partial differential equations
- 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
- Convergence rates for exponentially ill-posed inverse problems with impulsive noise
- Robust network structure reconstruction based on Bayesian compressive sensing
- Differential equations in data analysis
- Stein variational gradient descent on infinite-dimensional space and applications to statistical inverse problems
- Bayesian multiscale deep generative model for the solution of high-dimensional inverse problems
- A Bayesian level set method for the shape reconstruction of inverse scattering problems in elasticity
- Expectation propagation for nonlinear inverse problems -- with an application to electrical impedance tomography
- Expectation propagation for Poisson data
- Variational regularisation for inverse problems with imperfect forward operators and general noise models
- A CVAE-within-Gibbs sampler for Bayesian linear inverse problems with hyperparameters
- A variational Bayesian approach for inverse problems with skew-\(t\) error distributions
- Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics
This page was built for publication: A variational Bayesian method to inverse problems with impulsive noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q418968)
