The probabilistic continuous constraint framework complements the representation of uncertainty by means of intervals with a probabilistic distribution of values within such intervals. This paper describes how nonline...
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The probabilistic continuous constraint framework complements the representation of uncertainty by means of intervals with a probabilistic distribution of values within such intervals. This paper describes how nonlinear inverse problems can be cast into this framework, highlighting its ability to deal with all the uncertainty aspects of such problems. In previous work we have formalized the framework, relying on simplified integration methods to characterize the uncertainty distributions. In this paper we (1) provide validated constraint-based algorithms to compute these distributions, (2) discuss approximations obtained by their hybridization with Monte-Carlo methods, and (3) obtain a better uncertainty characterization, by including methods to compute expected values and standard deviations. The paper illustrates this new methodology in Ocean Color (OC), a research area which is widely used in climate change studies and has potential applications in water quality monitoring. OC semi-analytical approaches rely on forward models that relate optically active seawater compounds (OC products) to remote sensing measurements of the sea-surface reflectance. OC products are derived by inverting the forward model on a spectral-reflectance basis. Based on a set of preliminary experiments we show that the probabilistic constraint framework is able to provide a valuable characterization of the uncertainty of all scenarios consistent with the model and the measurements. Moreover, the framework can be used to derive how measurements accuracy affects the uncertainty distribution of the retrieved OC products, which may constitute an important contribution to the OC community.
In this work we discuss a method to adapt sequential subspace optimization (SESOP), which has so far been developed for linear inverseproblems in Hilbert and Banach spaces, to the case of nonlinear inverse problems. ...
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In this work we discuss a method to adapt sequential subspace optimization (SESOP), which has so far been developed for linear inverseproblems in Hilbert and Banach spaces, to the case of nonlinear inverse problems. We start by revising the technique for linear problems. In a next step, we introduce a method using multiple search directions that are especially designed to fit the nonlinearity of the forward operator. To this end, we iteratively project the initial value onto stripes whose width is determined by the search direction, the nonlinearity of the operator and the noise level. We additionally propose a fast algorithm that uses two search directions. Finally, we will show convergence and regularization properties for the presented method.
In this paper, we propose a multilevel method for solving nonlinear inverse problems F(x) = y in Banach spaces. By minimizing the discretized version of the regularized functionals at different levels, we define a seq...
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In this paper, we propose a multilevel method for solving nonlinear inverse problems F(x) = y in Banach spaces. By minimizing the discretized version of the regularized functionals at different levels, we define a sequence of regularized approximations to the sought solution, which is shown to be stable and globally convergent. The penalty term Theta in regularized functionals is allowed to be non-smooth to include L-p - L-1 or L-p - TV (Total Variation) reconstructions, which are significant in reconstructing special features of solutions such as sparsity and discontinuities. Two parameter identification examples are presented to validate the theoretical analysis and to verify the effectiveness of the method. (C) 2018 IMACS. Published by Elsevier B.V. All rights reserved.
We consider the methods x(n+1)(delta) - x(n)(delta) - g(alpha n) (F'(x(n)(delta))* F'(x(n)(delta)))F'(x(n)(delta))*(F(x(n)(delta)) - y(delta)) for solving nonlinear ill-posed inverseproblems F(x) = y usin...
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We consider the methods x(n+1)(delta) - x(n)(delta) - g(alpha n) (F'(x(n)(delta))* F'(x(n)(delta)))F'(x(n)(delta))*(F(x(n)(delta)) - y(delta)) for solving nonlinear ill-posed inverseproblems F(x) = y using the only available noise data y(delta) satisfying parallel to y(delta) - y parallel to <= delta with a given small noise level delta > 0. We terminate the iteration by the discrepancy principle parallel to F(x(n delta)(delta))-y(delta)parallel to <= tau delta < parallel to F(x(n)(delta))-y(delta)parallel to, 0 <= n < n(delta), with a given number tau > 1. Under certain conditions on {alpha(n)} and F, we prove for a large class of spectral filter functions {g(alpha)} the convergence of x(n delta)(delta) to a true solution as delta -> 0. Moreover, we derive the order optimal rates of convergence when certain Holder source conditions hold. Numerical examples are given to test the theoretical results.
High-dimensional inverseproblems present a challenge for Markov chain Monte Carlo (MCMC)-type sampling schemes. Typically, they rely on finding an efficient proposal distribution, which can be difficult for large-sca...
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High-dimensional inverseproblems present a challenge for Markov chain Monte Carlo (MCMC)-type sampling schemes. Typically, they rely on finding an efficient proposal distribution, which can be difficult for large-scale problems, even with adaptive approaches. Moreover, the autocorrelations of the samples typically increase with dimension, which leads to the need for long sample chains. We present an alternative method for sampling from posterior distributions in nonlinear inverse problems, when the measurement error and prior are both Gaussian. The approach computes a candidate sample by solving a stochastic optimization problem. In the linear case, these samples are directly from the posterior density, but this is not so in the nonlinear case. We derive the form of the sample density in the nonlinear case, and then show how to use it within both a Metropolis-Hastings and importance sampling framework to obtain samples from the posterior distribution of the parameters. We demonstrate, with various small- and medium-scale problems, that randomize-then-optimize can be efficient compared to standard adaptive MCMC algorithms.
The non-convex alpha|| center dot ||(l1) - beta|| center dot|| l(2) (alpha >= beta >= 0) regularization is a new approach for sparse recovery. A minimizer of the alpha|| center dot ||(l1) - beta|| center dot ||(...
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The non-convex alpha|| center dot ||(l1) - beta|| center dot|| l(2) (alpha >= beta >= 0) regularization is a new approach for sparse recovery. A minimizer of the alpha|| center dot ||(l1) - beta|| center dot ||(l2) regularized function can be computed by applying the ST-(alpha l1 - beta l2) algorithm which is similar to the classical iterative soft thresholding algorithm (ISTA). Unfortunately, It is known that ISTA converges quite slowly, and a faster alternative to ISTA is the projected gradient (PG) method. Nevertheless, the current applicability of the PG method is limited to linear inverseproblems. In this paper, we extend the PG method based on a surrogate function approach to nonlinear inverse problems with the alpha|| center dot ||(l1) - beta|| center dot|| l(2) (alpha >= beta >= 0) regularization in the finite-dimensional space Rn. It is shown that the presented algorithm converges subsequentially to a stationary point of a constrained Tikhonov-type functional for sparsity regularization. Numerical experiments are given in the context of a nonlinear compressive sensing problem to illustrate the efficiency of the proposed approach.
We develop a homotopy method for nonlinear inverse problems, where the forward problems are governed by some forms of differential equations. A Tikhonov-style regularization approach yields an optimization problem. Or...
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We develop a homotopy method for nonlinear inverse problems, where the forward problems are governed by some forms of differential equations. A Tikhonov-style regularization approach yields an optimization problem. Ordinary iterative methods may fail to solve this problem, due to their locally convergent properties. Then the fixed-point homotopy method is introduced to solving the normal equation of the optimization problem, and a new and globally convergent algorithm is constructed, which is highly effective in the aspects of speed of computation, ability of noise suppression and wide region of convergence. As a practical application, the method is used to solve the inverse problem of 2-D acoustic wave equation. We demonstrate the merits and effectiveness of our algorithm on two realistic model problems. (c) 2006 Elsevier Inc. All rights reserved.
In the present contribution, we develop a novel method combining the multigrid idea and the homotopy technique for nonlinear inverse problems, in which the forward problems are modeled by some forms of partial differe...
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In the present contribution, we develop a novel method combining the multigrid idea and the homotopy technique for nonlinear inverse problems, in which the forward problems are modeled by some forms of partial differential equations. The method first attempts to use the multigrid method to decompose the original inverse problem into a sequence of sub-inverseproblems which depend on the grid variables and are solved in proper order according to the grid size from the coarsest to the finest, and then carries out the inversion on the coarsest grid by the homotopy method. The strategy may give a rapidly and globally convergent method. As a practical application, this method is used to solve the nonlinearinverse problem of a nonlinear convection-diffusion equation, which is the saturation equation within the two-phase porous media flow. We demonstrate the effectiveness and merits of the multigrid-homotopy method on two actual model problems. (C) 2019 Elsevier Ltd. All rights reserved.
In this paper, we propose and analyze a projected homotopy perturbation method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. To expedite convergence, the approach uses two se...
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In this paper, we propose and analyze a projected homotopy perturbation method based on sequential Bregman projections for nonlinear inverse problems in Banach spaces. To expedite convergence, the approach uses two search directions given by homotopy perturbation iteration, and the new iteration is calculated as the projection of the current iteration onto the intersection of stripes decided by above directions. The method allows to use L-1 -like penalty terms, which is significant to reconstruct sparsity solutions. Under reasonable conditions, we establish the convergence and regularization properties of the method. Finally, two parameter identification problems are presented to indicate the effectiveness of capturing the property of the sparsity solutions and the acceleration effect of the proposed method.
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