Expectation propagation for nonlinear inverse problems - with an application to electrical impedance tomography

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• 作者：Matthias Gehre ; Bangti Jin
• 关键词：Expectation propagation ; Nonlinear inverse problem ; Uncertainty quantification ; Sparsity constraints ; Electrical impedance tomography
• 刊名：Journal of Computational Physics
• 出版年：15 February, 2014
• 年：2014
• 卷：259
• 期：Complete
• 页码：513-535
• 全文大小：3976 K

文摘

In this paper, we study a fast approximate inference method based on expectation propagation for exploring the posterior probability distribution arising from the Bayesian formulation of nonlinear inverse problems. It is capable of efficiently delivering reliable estimates of the posterior mean and covariance, thereby providing an inverse solution together with quantified uncertainties. Some theoretical properties of the iterative algorithm are discussed, and the efficient implementation for an important class of problems of projection type is described. The method is illustrated with one typical nonlinear inverse problem, electrical impedance tomography with complete electrode model, under sparsity constraints. Numerical results for real experimental data are presented, and compared with that by Markov chain Monte Carlo. The results indicate that the method is accurate and computationally very efficient.