Non-stationary multi-layered Gaussian priors for Bayesian inversion

Muhammad Emzir*, Sari Lasanen, Zenith Purisha, Lassi Roininen, Simo Särkkä

*Tämän työn vastaava kirjoittaja

Tutkimustuotos: LehtiartikkeliArticleScientificvertaisarvioitu

3 Sitaatiot (Scopus)
10 Lataukset (Pure)

Abstrakti

In this article, we study Bayesian inverse problems with multi-layered Gaussian priors. The aim of the multi-layered hierarchical prior is to provide enough complexity structure to allow for both smoothing and edge-preserving properties at the same time. We first describe the conditionally Gaussian layers in terms of a system of stochastic partial differential equations. We then build the computational inference method using a finite-dimensional Galerkin method. We show that the proposed approximation has a convergence-in-probability property to the solution of the original multi-layered model. We then carry out Bayesian inference using the preconditioned Crank-Nicolson algorithm which is modified to work with multi-layered Gaussian fields. We show via numerical experiments in signal deconvolution and computerized x-ray tomography problems that the proposed method can offer both smoothing and edge preservation at the same time.

AlkuperäiskieliEnglanti
Artikkeli015002
Sivumäärä26
JulkaisuInverse Problems
Vuosikerta37
Numero1
DOI - pysyväislinkit
TilaJulkaistu - 3 joulukuuta 2020
OKM-julkaisutyyppiA1 Julkaistu artikkeli, soviteltu

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