Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics
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- 作者：I.M. Franck franck@tum.de ; P.S. Koutsourelakis ; p.s.koutsourelakis@tum.de ;
- 关键词：Uncertainty quantification ; Variational inference ; Bayesian computation ; Multimodality ; Inverse problems ; Dimensionality reduction
- 刊名：Journal of Computational Physics
- 出版年：2017
- 出版时间：15 January 2017
- 年：2017
- 卷：329
- 期：Complete
- 页码：91-125
- 全文大小：6270 K
- 卷排序：329
文摘
This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of unknown (latent) variables is high. This is the setting in many problems in computational physics where forward models with nonlinear PDEs are used and the parameters to be calibrated involve spatio-temporarily varying coefficients, which upon discretization give rise to a high-dimensional vector of unknowns.One of the consequences of the well-documented ill-posedness of inverse problems is the possibility of multiple solutions. While such information is contained in the posterior density in Bayesian formulations, the discovery of a single mode, let alone multiple, poses a formidable computational task. The goal of the present paper is two-fold. On one hand, we propose approximate, adaptive inference strategies using mixture densities to capture multi-modal posteriors. On the other, we extend our work in [1] with regard to effective dimensionality reduction techniques that reveal low-dimensional subspaces where the posterior variance is mostly concentrated. We validate the proposed model by employing Importance Sampling which confirms that the bias introduced is small and can be efficiently corrected if the analyst wishes to do so. We demonstrate the performance of the proposed strategy in nonlinear elastography where the identification of the mechanical properties of biological materials can inform non-invasive, medical diagnosis. The discovery of multiple modes (solutions) in such problems is critical in achieving the diagnostic objectives.