MAP Estimators for Piecewise Continuous Inversion
Abstract
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 u <sup> a and determining the conditional distribution on u <sup> 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 characterized as minimizers of a generalized OnsagerMachlup 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 MetropolisHastings method.
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 08, 2016
- Accession Number
- AD1016739
Entities
People
- Andrew M. Stuart
- M M Dunlop