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Author: Jérôme Idier
Publisher: John Wiley & Sons
ISBN: 111862369X
Category : Mathematics
Languages : en
Pages : 322
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Book Description
Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest from measurable data. Unfortunately, most inverse problems are ill-posed, which means that precise and stable solutions are not easy to devise. Regularization is the key concept to solve inverse problems. The goal of this book is to deal with inverse problems and regularized solutions using the Bayesian statistical tools, with a particular view to signal and image estimation. The first three chapters bring the theoretical notions that make it possible to cast inverse problems within a mathematical framework. The next three chapters address the fundamental inverse problem of deconvolution in a comprehensive manner. Chapters 7 and 8 deal with advanced statistical questions linked to image estimation. In the last five chapters, the main tools introduced in the previous chapters are put into a practical context in important applicative areas, such as astronomy or medical imaging.
Author: Jérôme Idier
Publisher: John Wiley & Sons
ISBN: 111862369X
Category : Mathematics
Languages : en
Pages : 322
Get Book Here
Book Description
Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest from measurable data. Unfortunately, most inverse problems are ill-posed, which means that precise and stable solutions are not easy to devise. Regularization is the key concept to solve inverse problems. The goal of this book is to deal with inverse problems and regularized solutions using the Bayesian statistical tools, with a particular view to signal and image estimation. The first three chapters bring the theoretical notions that make it possible to cast inverse problems within a mathematical framework. The next three chapters address the fundamental inverse problem of deconvolution in a comprehensive manner. Chapters 7 and 8 deal with advanced statistical questions linked to image estimation. In the last five chapters, the main tools introduced in the previous chapters are put into a practical context in important applicative areas, such as astronomy or medical imaging.
Author: Roger Ghanem
Publisher: Springer
ISBN: 9783319123844
Category : Mathematics
Languages : en
Pages : 0
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Book Description
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.
Author: Lorenz Biegler
Publisher: John Wiley & Sons
ISBN: 1119957583
Category : Mathematics
Languages : en
Pages : 403
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Book Description
This book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale inverse problems critically depends on methods to reduce computational cost. Recent research approaches tackle this challenge in a variety of different ways. Many of the computational frameworks highlighted in this book build upon state-of-the-art methods for simulation of the forward problem, such as, fast Partial Differential Equation (PDE) solvers, reduced-order models and emulators of the forward problem, stochastic spectral approximations, and ensemble-based approximations, as well as exploiting the machinery for large-scale deterministic optimization through adjoint and other sensitivity analysis methods. Key Features: Brings together the perspectives of researchers in areas of inverse problems and data assimilation. Assesses the current state-of-the-art and identify needs and opportunities for future research. Focuses on the computational methods used to analyze and simulate inverse problems. Written by leading experts of inverse problems and uncertainty quantification. Graduate students and researchers working in statistics, mathematics and engineering will benefit from this book.
Author: Richard C. Aster
Publisher: Elsevier
ISBN: 0128134232
Category : Science
Languages : en
Pages : 406
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Book Description
Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. - Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method - Includes an online instructor's guide that helps professors teach and customize exercises and select homework problems - Covers updated information on adjoint methods that are presented in an accessible manner
Author: Jari Kaipio
Publisher: Springer Science & Business Media
ISBN: 0387271325
Category : Mathematics
Languages : en
Pages : 346
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Book Description
This book covers the statistical mechanics approach to computational solution of inverse problems, an innovative area of current research with very promising numerical results. The techniques are applied to a number of real world applications such as limited angle tomography, image deblurring, electical impedance tomography, and biomagnetic inverse problems. Contains detailed examples throughout and includes a chapter on case studies where such methods have been implemented in biomedical engineering.
Author: Luis Tenorio
Publisher: SIAM
ISBN: 1611974917
Category : Mathematics
Languages : en
Pages : 275
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Book Description
Inverse problems are found in many applications, such as medical imaging, engineering, astronomy, and geophysics, among others. To solve an inverse problem is to recover an object from noisy, usually indirect observations. Solutions to inverse problems are subject to many potential sources of error introduced by approximate mathematical models, regularization methods, numerical approximations for efficient computations, noisy data, and limitations in the number of observations; thus it is important to include an assessment of the uncertainties as part of the solution. Such assessment is interdisciplinary by nature, as it requires, in addition to knowledge of the particular application, methods from applied mathematics, probability, and statistics. This book bridges applied mathematics and statistics by providing a basic introduction to probability and statistics for uncertainty quantification in the context of inverse problems, as well as an introduction to statistical regularization of inverse problems. The author covers basic statistical inference, introduces the framework of ill-posed inverse problems, and explains statistical questions that arise in their applications. An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems?includes many examples that explain techniques which are useful to address general problems arising in uncertainty quantification, Bayesian and non-Bayesian statistical methods and discussions of their complementary roles, and analysis of a real data set to illustrate the methodology covered throughout the book.
Author: Charles W. Groetsch
Publisher: American Mathematical Soc.
ISBN: 1470448734
Category : Mathematics
Languages : en
Pages : 236
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Book Description
Problem solving in mathematics is often thought of as a one way process. For example: take two numbers and multiply them together. However for each problem there is also an inverse problem which runs in the opposite direction: now take a number and find a pair of factors. Such problems are considerably more important, in mathematics and throughout science, than they might first appear. This book concentrates on these inverse problems and how they can be usefully introduced to undergraduate students. A historical introduction sets the scene and gives a cultural context for the rest of the book. Chapters dealing with inverse problems in calculus, differential equations and linear algebra then follow and the book concludes with suggestions for further reading. Whatever their own field of expertise, this will be an essential purchase for anyone interested in the teaching of mathematics.
Author: Victor Isakov
Publisher: Springer Science & Business Media
ISBN: 1489900306
Category : Mathematics
Languages : en
Pages : 296
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Book Description
A comprehensive description of the current theoretical and numerical aspects of inverse problems in partial differential equations. Applications include recovery of inclusions from anomalies of their gravity fields, reconstruction of the interior of the human body from exterior electrical, ultrasonic, and magnetic measurement. By presenting the data in a readable and informative manner, the book introduces both scientific and engineering researchers as well as graduate students to the significant work done in this area in recent years, relating it to broader themes in mathematical analysis.
Author: Seppo Pohjolainen
Publisher: Springer
ISBN: 3319278363
Category : Mathematics
Languages : en
Pages : 247
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Book Description
This book provides a thorough introduction to the challenge of applying mathematics in real-world scenarios. Modelling tasks rarely involve well-defined categories, and they often require multidisciplinary input from mathematics, physics, computer sciences, or engineering. In keeping with this spirit of modelling, the book includes a wealth of cross-references between the chapters and frequently points to the real-world context. The book combines classical approaches to modelling with novel areas such as soft computing methods, inverse problems, and model uncertainty. Attention is also paid to the interaction between models, data and the use of mathematical software. The reader will find a broad selection of theoretical tools for practicing industrial mathematics, including the analysis of continuum models, probabilistic and discrete phenomena, and asymptotic and sensitivity analysis.
Author: Ming T. Tan
Publisher: CRC Press
ISBN: 1420077503
Category : Mathematics
Languages : en
Pages : 337
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Book Description
Bayesian Missing Data Problems: EM, Data Augmentation and Noniterative Computation presents solutions to missing data problems through explicit or noniterative sampling calculation of Bayesian posteriors. The methods are based on the inverse Bayes formulae discovered by one of the author in 1995. Applying the Bayesian approach to important real-wor
