MAP estimators for piecewise continuous inversion

被引:14
作者
Dunlop, M. M. [1 ]
Stuart, A. M. [1 ]
机构
[1] Univ Warwick, Math Inst, Coventry CV4 7AL, W Midlands, England
基金
英国工程与自然科学研究理事会;
关键词
inverse problems; Bayesian approach; geometric priors; MAP estimators; EIT; groundwater flow; UNIQUENESS;
D O I
10.1088/0266-5611/32/10/105003
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the inverse problem of estimating a field u(a) from data comprising a finite set of nonlinear functionals of u(a), subject to additive noise; we denote this observed data by y. Our interest is in the reconstruction of piecewise continuous fields u(a) in which the discontinuity set is described by a finite number of geometric parameters a. Natural applications include groundwater flow and electrical impedance tomography. We take a Bayesian approach, placing a prior distribution on ua and determining the conditional distribution on u(a) given the data y. It is then natural to study maximum a posterior (MAP) estimators. Recently (Dashti et al 2013 Inverse Problems 29 095017) it has been shown that MAP estimators can be characterised as minimisers of a generalised Onsager-Machlup functional, in the case where the prior measure is a Gaussian random field. We extend this theory to a more general class of prior distributions which allows for piecewise continuous fields. Specifically, the prior field is assumed to be piecewise Gaussian with random interfaces between the different Gaussians defined by a finite number of parameters. We also make connections with recent work on MAP estimators for linear problems and possibly non-Gaussian priors (Helin and Burger 2015 Inverse Problems 31 085009) which employs the notion of Fomin derivative. In showing applicability of our theory we focus on the groundwater flow and EIT models, though the theory holds more generally. Numerical experiments are implemented for the groundwater flow model, demonstrating the feasibility of determining MAP estimators for these piecewise continuous models, but also that the geometric formulation can lead to multiple nearby (local) MAP estimators. We relate these MAP estimators to the behaviour of output from MCMC samples of the posterior, obtained using a state-of-the-art function space Metropolis-Hastings method.
引用
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页数:50
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