arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2007.05347math.NAcs.NA
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线性和非线性未知量反问题的并行采样算法

A parallel sampling algorithm for inverse problems with linear and nonlinear unknowns

Darko Volkov

摘要:

我们推导出一个并行采样算法的计算反问题,提出了一个未知的线性强迫项和一个向量的非线性参数恢复。假设数据是有噪声的,并且问题的线性部分是不适定的。非线性参数m的向量被建模为随机变量。膨胀参数alpha用于缩放线性未知的规律性,并且也被建模为随机变量。(m; alpha)的后验概率分布是按照与最大似然正则化参数选择相关的方法导出的[5]。我们的方法的一个主要区别是,与[5]不同,我们不将自己限制在alpha的最大似然值。然后,我们推导出一个并行采样算法,在该算法中,我们交替并行计算建议并组合建议以接受或拒绝它们,如[4]所示。该算法非常适合于那些计算成本很高的问题。然后,我们将其应用于地震学中的逆问题。我们展示了我们的结果相比,从最大似然法(ML),广义交叉验证(GCV),和约束最小二乘(CLS)算法。

英文摘要:

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is ill-posed. The vector of nonlinear parameters m is modeled as a random variable. A dilation parameter alpha is used to scale the regularity of the linear unknown and is also modeled as a random variable. A posterior probability distribution for (m; alpha) is derived following an approach related to the maximum likelihood regularization parameter selection [5]. A major difference in our approach is that, unlike in [5], we do not limit ourselves to the maximum likelihood value of alpha. We then derive a parallel sampling algorithm where we alternate computing proposals in parallel and combining proposals to accept or reject them as in [4]. This algorithm is well-suited to problems where proposals are expensive to compute. We then apply it to an inverse problem in seismology. We show how our results compare favorably to those obtained from the Maximum Likelihood (ML), the Generalized Cross Validation (GCV), and the Constrained Least Squares (CLS) algorithms.

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