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arXiv 2602.07856math.NAcs.NAmath.PRmath.STstat.TH
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非均匀先验用于贝叶斯反问题

Inhomogeneous Priors for Bayesian Inverse Problems

University of Oulu(奥卢大学);LUT University(拉彭兰塔理工大学)

Babak Maboudi Afkham, Tomas Soto, Mirza Karamehmedovic, Lassi Roininen

AI总结:

本文提出了一种非均匀先验用于贝叶斯反问题,通过卷积白噪声生成非平稳随机场,提升大规模反问题的重建质量和不确定性量化能力。

摘要:

许多工程和应用科学中的反问题涉及具有明显空间非均匀性的未知量,如局部缺陷或空间变化的材料特性,这使得可靠的不确定性量化尤其具有挑战性。尽管贝叶斯反问题方法提供了评估重建可靠性的原理性框架,但常用的高斯先验,如Whittle-Matern模型, impose 全局均匀假设,限制了它们在大规模设置中捕捉此类结构的能力。我们引入了一种新的非均匀先验,通过与白噪声的卷积定义,产生具有严格数学构造的非平稳Whittle-Matern型随机场。这些先验自然地融入现有的贝叶斯良好设定理论,并通过将先验实现减少为求解伪微分方程来实现高效采样,我们为此开发了具有量化近似误差的数值方案。一维去噪和二维限角X射线断层成像的数值实验显示,在数据有限的情况下,重建质量和不确定性量化有显著改进。

英文摘要:

Many inverse problems arising in engineering and applied sciences involve unknown quantities with pronounced spatial inhomogeneity, such as localized defects or spatially varying material properties, making reliable uncertainty quantification particularly challenging. While Bayesian inverse problem methodologies provide a principled framework for assessing reconstruction reliability, commonly used Gaussian priors, such as Whittle-Matern models, impose globally homogeneous assumptions that limit their ability to capture such structure in large-scale settings. We introduce a new class of inhomogeneous priors defined via convolution with white noise, yielding nonstationary Whittle-Matern-type random fields with a rigorous mathematical construction. These priors fit naturally within existing Bayesian well-posedness theory and enable efficient sampling by reducing prior realizations to the solution of a pseudo-differential equation, for which we develop numerical schemes with quantified approximation error. Numerical experiments in one-dimensional denoising and two-dimensional limited-angle X-ray tomography demonstrate significant improvements in reconstruction quality and uncertainty quantification, particularly in data-limited scenarios.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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