A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem
From MaRDI portal
(Redirected from Publication:5348010)
A-optimal experimental designBayesian nonlinear inverse problemHelmholtz equationnumerical exampleprobabilistic methodrandomized trace estimatorsource encoding
Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Optimal statistical designs (62K05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)
Abstract: The computational cost of solving an inverse problem governed by PDEs, using multiple experiments, increases linearly with the number of experiments. A recently proposed method to decrease this cost uses only a small number of random linear combinations of all experiments for solving the inverse problem. This approach applies to inverse problems where the PDE solution depends linearly on the right-hand side function that models the experiment. As this method is stochastic in essence, the quality of the obtained reconstructions can vary, in particular when only a small number of combinations are used. We develop a Bayesian formulation for the definition and computation of encoding weights that lead to a parameter reconstruction with the least uncertainty. We call these weights A-optimal encoding weights. Our framework applies to inverse problems where the governing PDE is nonlinear with respect to the inversion parameter field. We formulate the problem in infinite dimensions and follow the optimize-then-discretize approach, devoting special attention to the discretization and the choice of numerical methods in order to achieve a computational cost that is independent of the parameter discretization. We elaborate our method for a Helmholtz inverse problem, and derive the adjoint-based expressions for the gradient of the objective function of the optimization problem for finding the A-optimal encoding weights. The proposed method is potentially attractive for real-time monitoring applications, where one can invest the effort to compute optimal weights offline, to later solve an inverse problem repeatedly, over time, at a fraction of the initial cost.
Recommendations
- Optimal design of simultaneous source encoding
- Randomization and reweighted _1-minimization for A-optimal design of linear inverse problems
- Randomized approach to nonlinear inversion combining random and optimized simultaneous sources and detectors
- Efficient D-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems
- Numerical methods for A-optimal designs with a sparsity constraint for ill-posed inverse problems
Cites work
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- A-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems with regularized _0-sparsification
- An effective method for parameter estimation with PDE constraints with multiple right-hand sides
- Bayesian experimental design: A review
- Computational optimization of systems governed by partial differential equations
- Fast algorithms for Bayesian uncertainty quantification in large-scale linear inverse problems based on low-rank partial Hessian approximations
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 54240 (Why is no real title available?)
- scientific article; zbMATH DE number 1012640 (Why is no real title available?)
- scientific article; zbMATH DE number 2104353 (Why is no real title available?)
- scientific article; zbMATH DE number 800961 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Lectures on Stochastic Programming
- Numerical methods for experimental design of large-scale linear ill-posed inverse problems
- Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems
- Optimal Measurement Methods for Distributed Parameter System Identification
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Tests for randomness of directions against equatorial and bimodal alternatives
Cited in
(19)- Derivative-informed projected neural networks for high-dimensional parametric maps governed by PDEs
- Optimal design of acoustic metamaterial cloaks under uncertainty
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Optimal design of simultaneous source encoding
- Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems
- Efficient D-optimal design of experiments for infinite-dimensional Bayesian linear inverse problems
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Preface for Inverse Problems special issue on learning and inverse problems
- Edge-promoting adaptive Bayesian experimental design for X-ray imaging
- Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference
- An Offline-Online Decomposition Method for Efficient Linear Bayesian Goal-Oriented Optimal Experimental Design: Application to Optimal Sensor Placement
- A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
- Bayesian design of measurements for magnetorelaxometry imaging *
- Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation
- Large-scale Bayesian optimal experimental design with derivative-informed projected neural network
- Derivative-informed neural operator: an efficient framework for high-dimensional parametric derivative learning
- Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
- Sequential infinite-dimensional Bayesian optimal experimental design with derivative-informed latent attention neural operator
- Accurate, scalable, and efficient Bayesian optimal experimental design with derivative-informed neural operators
This page was built for publication: A-optimal encoding weights for nonlinear inverse problems, with application to the Helmholtz inverse problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5348010)
