Inverse ProblemsPub Date : 2024-08-27DOI: 10.1088/1361-6420/ad6a35
B Harroué, J-F Giovannelli, M Pereyra
{"title":"An optimal Bayesian strategy for comparing Wiener–Hunt deconvolution models in the absence of ground truth","authors":"B Harroué, J-F Giovannelli, M Pereyra","doi":"10.1088/1361-6420/ad6a35","DOIUrl":"https://doi.org/10.1088/1361-6420/ad6a35","url":null,"abstract":"This paper considers the quantitative comparison of several alternative models to perform deconvolution in situations where there is no ground truth data available. With applications to very large data sets in mind, we focus on linear deconvolution models based on a Wiener filter. Although comparatively simple, such models are widely prevalent in large scale setting such as high-resolution image restoration because they provide an excellent trade-off between accuracy and computational effort. However, in order to deliver accurate solutions, the models need to be properly calibrated in order to capture the covariance structure of the unknown quantity of interest and of the measurement error. This calibration often requires onerous controlled experiments and extensive expert supervision, as well as regular recalibration procedures. This paper adopts an unsupervised Bayesian statistical approach to model assessment that allows comparing alternative models by using only the observed data, without the need for ground truth data or controlled experiments. Accordingly, the models are quantitatively compared based on their posterior probabilities given the data, which are derived from the marginal likelihoods or <italic toggle=\"yes\">evidences</italic> of the models. The computation of these evidences is highly non-trivial and this paper consider three different strategies to address this difficulty—a Chib approach, Laplace approximations, and a truncated harmonic expectation—all of which efficiently implemented by using a Gibbs sampling algorithm specialised for this class of models. In addition to enabling unsupervised model selection, the output of the Gibbs sampler can also be used to automatically estimate unknown model parameters such as the variance of the measurement error and the power of the unknown quantity of interest. The proposed strategies are demonstrated on a range of image deconvolution problems, where they are used to compare different modelling choices for the instrument’s point spread function and covariance matrices for the unknown image and for the measurement error.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"36 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142226719","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-08-27DOI: 10.1088/1361-6420/ad7055
Tianjiao Wang, Xiang Xu, Yue Zhao
{"title":"Increasing stability of the acoustic and elastic inverse source problems in multi-layered media","authors":"Tianjiao Wang, Xiang Xu, Yue Zhao","doi":"10.1088/1361-6420/ad7055","DOIUrl":"https://doi.org/10.1088/1361-6420/ad7055","url":null,"abstract":"This paper investigates inverse source problems for the Helmholtz and Navier equations in multi-layered media, considering both two and three-dimensional cases respectively. The study reveals a consistent increase in stability for each scenario, characterized by two main terms: a Hölder-type term associated with data discrepancy, and a logarithmic-type term that diminishes as more frequencies are considered. In the two-dimensional case, measurements on interfaces and far-field data are essential. By employing the fundamental solution in free-space as the test function and utilizing the asymptotic behavior of the solution and continuation principle, stability results are obtained. In the three-dimensional case, measurements on interfaces and artificial boundaries are taken, and the stability result can be derived by applying the arguments for inverse source problems in homogeneous media.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"1 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210300","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-08-27DOI: 10.1088/1361-6420/ad7053
Isaac Harris, Victor Hughes, Heejin Lee
{"title":"Analysis of the monotonicity method for an anisotropic scatterer with a conductive boundary","authors":"Isaac Harris, Victor Hughes, Heejin Lee","doi":"10.1088/1361-6420/ad7053","DOIUrl":"https://doi.org/10.1088/1361-6420/ad7053","url":null,"abstract":"In this paper, we consider the inverse scattering problem associated with an anisotropic medium with a conductive boundary. We will assume that the corresponding far–field pattern is known/measured and we consider two inverse problems. First, we show that the far–field data uniquely determines the boundary coefficient. Next, since it is known that anisotropic coefficients are not uniquely determined by this data we will develop a qualitative method to recover the scatterer. To this end, we study the so–called monotonicity method applied to this inverse shape problem. This method has recently been applied to some inverse scattering problems but this is the first time it has been applied to an anisotropic scatterer. This method allows one to recover the scatterer by considering the eigenvalues of an operator associated with the far–field operator. We present some simple numerical reconstructions to illustrate our theory in two dimensions. For our reconstructions, we need to compute the adjoint of the Herglotz wave function as an operator mapping into <italic toggle=\"yes\">H</italic><sup>1</sup> of a small ball.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"21 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142226720","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Bayesian image segmentation under varying blur with triplet Markov random field","authors":"Sonia Ouali, Jean-Baptiste Courbot, Romain Pierron, Olivier Haeberlé","doi":"10.1088/1361-6420/ad6a34","DOIUrl":"https://doi.org/10.1088/1361-6420/ad6a34","url":null,"abstract":"In this paper, we place ourselves in the context of the Bayesian framework for image segmentation in the presence of varying blur. The proposed approach is based on Triplet Markov Random Fields (TMRF). This method takes into account, during segmentation, peculiarities of an image such as noise, blur, and texture. We present an unsupervised TMRF method, which jointly deals with the problem of segmentation, and that of depth estimation in order to process fluorescence microscopy images. In addition to the estimation of the depth maps using the Metropolis-Hasting and the Stochastic Parameter Estimation (SPE) algorithms, we also estimate the model parameters using the SPE algorithm. We compare our TMRF method to other MRF models on simulated images, and to an unsupervised method from the state of art on real fluorescence microscopy images. Our method offers improved results, especially when blur is important.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"177 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142210301","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-08-11DOI: 10.1088/1361-6420/ad6a33
Matei Hanu and Simon Weissmann
{"title":"On the ensemble Kalman inversion under inequality constraints","authors":"Matei Hanu and Simon Weissmann","doi":"10.1088/1361-6420/ad6a33","DOIUrl":"https://doi.org/10.1088/1361-6420/ad6a33","url":null,"abstract":"The ensemble Kalman inversion (EKI), a recently introduced optimisation method for solving inverse problems, is widely employed for the efficient and derivative-free estimation of unknown parameters. Specifically in cases involving ill-posed inverse problems and high-dimensional parameter spaces, the scheme has shown promising success. However, in its general form, the EKI does not take constraints into account, which are essential and often stem from physical limitations or specific requirements. Based on a log-barrier approach, we suggest adapting the continuous-time formulation of EKI to incorporate convex inequality constraints. We underpin this adaptation with a theoretical analysis that provides lower and upper bounds on the ensemble collapse, as well as convergence to the constraint optimum for general nonlinear forward models. Finally, we showcase our results through two examples involving partial differential equations.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"43 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-08-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141942158","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-07-30DOI: 10.1088/1361-6420/ad5eb4
Maximilian Dinkel, Carolin M Geitner, Gil Robalo Rei, Jonas Nitzler, Wolfgang A Wall
{"title":"Solving Bayesian inverse problems with expensive likelihoods using constrained Gaussian processes and active learning","authors":"Maximilian Dinkel, Carolin M Geitner, Gil Robalo Rei, Jonas Nitzler, Wolfgang A Wall","doi":"10.1088/1361-6420/ad5eb4","DOIUrl":"https://doi.org/10.1088/1361-6420/ad5eb4","url":null,"abstract":"Solving inverse problems using Bayesian methods can become prohibitively expensive when likelihood evaluations involve complex and large scale numerical models. A common approach to circumvent this issue is to approximate the forward model or the likelihood function with a surrogate model. But also there, due to limited computational resources, only a few training points are available in many practically relevant cases. Thus, it can be advantageous to model the additional uncertainties of the surrogate in order to incorporate the epistemic uncertainty due to limited data. In this paper, we develop a novel approach to approximate the log likelihood by a constrained Gaussian process based on prior knowledge about its boundedness. This improves the accuracy of the surrogate approximation without increasing the number of training samples. Additionally, we introduce a formulation to integrate the epistemic uncertainty due to limited training points into the posterior density approximation. This is combined with a state of the art active learning strategy for selecting training points, which allows to approximate posterior densities in higher dimensions very efficiently. We demonstrate the fast convergence of our approach for a benchmark problem and infer a random field that is discretized by 30 parameters using only about 1000 model evaluations. In a practically relevant example, the parameters of a reduced lung model are calibrated based on flow observations over time and voltage measurements from a coupled electrical impedance tomography simulation.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"205 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141866576","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-07-25DOI: 10.1088/1361-6420/ad5e18
Lorenzo Audibert and Shixu Meng
{"title":"Shape and parameter identification by the linear sampling method for a restricted Fourier integral operator","authors":"Lorenzo Audibert and Shixu Meng","doi":"10.1088/1361-6420/ad5e18","DOIUrl":"https://doi.org/10.1088/1361-6420/ad5e18","url":null,"abstract":"In this paper we provide a new linear sampling method based on the same data but a different definition of the data operator for two inverse problems: the multi-frequency inverse source problem for a fixed observation direction and the Born inverse scattering problems. We show that the associated regularized linear sampling indicator converges to the average of the unknown in a small neighborhood as the regularization parameter approaches to zero. We develop both a shape identification theory and a parameter identification theory which are stimulated, analyzed, and implemented with the help of the prolate spheroidal wave functions and their generalizations. We further propose a prolate-based implementation of the linear sampling method and provide numerical experiments to demonstrate how this linear sampling method is capable of reconstructing both the shape and the parameter.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"18 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141772720","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-07-24DOI: 10.1088/1361-6420/ad5fb1
Lionel Tondji, Idriss Tondji and Dirk Lorenz
{"title":"Adaptive Bregman–Kaczmarz: an approach to solve linear inverse problems with independent noise exactly","authors":"Lionel Tondji, Idriss Tondji and Dirk Lorenz","doi":"10.1088/1361-6420/ad5fb1","DOIUrl":"https://doi.org/10.1088/1361-6420/ad5fb1","url":null,"abstract":"We consider the block Bregman–Kaczmarz method for finite dimensional linear inverse problems. The block Bregman–Kaczmarz method uses blocks of the linear system and performs iterative steps with these blocks only. We assume a noise model that we call independent noise, i.e. each time the method performs a step for some block, one obtains a noisy sample of the respective part of the right-hand side which is contaminated with new noise that is independent of all previous steps of the method. One can view these noise models as making a fresh noisy measurement of the respective block each time it is used. In this framework, we are able to show that a well-chosen adaptive stepsize of the block Bregman–Kaczmarz method is able to converge to the exact solution of the linear inverse problem. The plain form of this adaptive stepsize relies on unknown quantities (like the Bregman distance to the solution), but we show a way how these quantities can be estimated purely from given data. We illustrate the finding in numerical experiments and confirm that these heuristic estimates lead to effective stepsizes.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"13 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141772722","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-07-23DOI: 10.1088/1361-6420/ad6284
Travis Askham and Carlos Borges
{"title":"Reconstructing the shape and material parameters of dissipative obstacles using an impedance model","authors":"Travis Askham and Carlos Borges","doi":"10.1088/1361-6420/ad6284","DOIUrl":"https://doi.org/10.1088/1361-6420/ad6284","url":null,"abstract":"In inverse scattering problems, a model that allows for the simultaneous recovery of both the domain shape and an impedance boundary condition covers a wide range of problems with impenetrable domains, including recovering the shape of sound-hard and sound-soft obstacles and obstacles with thin coatings. This work develops an optimization framework for recovering the shape and material parameters of a penetrable, dissipative obstacle in the multifrequency setting, using a constrained class of curvature-dependent impedance function models proposed by Antoine et al (2001 Asymptotic Anal.26 257–83). We find that in certain regimes this constrained model improves the robustness of the recovery problem, compared to more general models, and provides meaningfully better obstacle recovery than simpler models. We explore the effectiveness of the model for varying levels of dissipation, for noise-corrupted data, and for limited aperture data in the numerical examples.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"16 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141772763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Inverse ProblemsPub Date : 2024-07-17DOI: 10.1088/1361-6420/ad602e
Alen Alexanderian, Ruanui Nicholson and Noemi Petra
{"title":"Optimal design of large-scale nonlinear Bayesian inverse problems under model uncertainty","authors":"Alen Alexanderian, Ruanui Nicholson and Noemi Petra","doi":"10.1088/1361-6420/ad602e","DOIUrl":"https://doi.org/10.1088/1361-6420/ad602e","url":null,"abstract":"We consider optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs) under model uncertainty. Specifically, we consider inverse problems in which, in addition to the inversion parameters, the governing PDEs include secondary uncertain parameters. We focus on problems with infinite-dimensional inversion and secondary parameters and present a scalable computational framework for optimal design of such problems. The proposed approach enables Bayesian inversion and OED under uncertainty within a unified framework. We build on the Bayesian approximation error (BAE) approach, to incorporate modeling uncertainties in the Bayesian inverse problem, and methods for A-optimal design of infinite-dimensional Bayesian nonlinear inverse problems. Specifically, a Gaussian approximation to the posterior at the maximum a posteriori probability point is used to define an uncertainty aware OED objective that is tractable to evaluate and optimize. In particular, the OED objective can be computed at a cost, in the number of PDE solves, that does not grow with the dimension of the discretized inversion and secondary parameters. The OED problem is formulated as a binary bilevel PDE constrained optimization problem and a greedy algorithm, which provides a pragmatic approach, is used to find optimal designs. We demonstrate the effectiveness of the proposed approach for a model inverse problem governed by an elliptic PDE on a three-dimensional domain. Our computational results also highlight the pitfalls of ignoring modeling uncertainties in the OED and/or inference stages.","PeriodicalId":50275,"journal":{"name":"Inverse Problems","volume":"36 1","pages":""},"PeriodicalIF":2.1,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141739684","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}