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Inverse problems: A Bayesian perspective

delete2026-11-01
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AI
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A. M. Stuart
DOI:10.1017/s0962492910000061delete
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摘要

摘要

En 中文
The subject of inverse problems in differential equations is of enormous practical importance, and has also generated substantial mathematical and computational innovation. Typically some form of regularization is required to ameliorate ill-posed behaviour. In this article we review the Bayesian approach to regularization, developing a function space viewpoint on the subject. This approach allows for a full characterization of all possible solutions, and their relative probabilities, whilst simultaneously forcing significant modelling issues to be addressed in a clear and precise fashion. Although expensive to implement, this approach is starting to lie within the range of the available computational resources in many application areas. It also allows for the quantification of uncertainty and risk, something which is increasingly demanded by these applications. Furthermore, the approach is conceptually important for the understanding of simpler, computationally expedient approaches to inverse problems.

期刊

Acta Numerica 封面图
Acta Numerica
IF:
11.3
论文数:
116
被引数:
3.4K

机构

U
university of warwick
学者数:
865
论文数: 388
被引数: 0
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