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Computational methods for inverse problems

โœ Scribed by Curtis R Vogel


Publisher
Society for Industrial and Applied Mathematics
Year
2002
Tongue
English
Leaves
200
Series
Frontiers in applied mathematics
Edition
1st
Category
Library

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โœฆ Synopsis


In verse problems arise in a number of important practical applications, ranging from biomedical imaging to seismic prospecting. This book provides the reader with a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems. It also addresses specialized topics like image reconstruction, parameter identification, total variation methods, nonnegativity constraints, and regularization parameter selection methods. Because inverse problems typically involve the estimation of certain quantities based on indirect measurements, the estimation process is often ill-posed. Regularization methods, which have been developed to deal with this ill-posedness, are carefully explained in the early chapters of Computational Methods for Inverse Problems. The book also integrates mathematical and statistical theory with applications and practical computational methods, including topics like maximum likelihood estimation and Bayesian estimation. Several web-based resources are available to make this monograph interactive, including a collection of MATLAB m-files used to generate many of the examples and figures

โœฆ Table of Contents



Content: 1.2 Regularization by Filtering 2 --
1.2.1 A Deterministic Error Analysis 6 --
1.2.2 Rates of Convergence 7 --
1.2.3 A Posteriori Regularization Parameter Selection 8 --
1.3 Variational Regularization Methods 9 --
1.4 Iterative Regularization Methods 10 --
2 Analytical Tools 13 --
2.1 Ill-Posedness and Regularization 16 --
2.1.1 Compact Operators, Singular Systems, and the SVD 17 --
2.1.2 Least Squares Solutions and the Pseudo-Inverse 18 --
2.2 Regularization Theory 19 --
2.3 Optimization Theory 20 --
2.4 Generalized Tikhonov Regularization 24 --
2.4.1 Penalty Functionals 24 --
2.4.2 Data Discrepancy Functionals 25 --
2.4.3 Some Analysis 26 --
3 Numerical Optimization Tools 29 --
3.1 The Steepest Descent Method 30 --
3.2 The Conjugate Gradient Method 31 --
3.2.1 Preconditioning 33 --
3.2.2 Nonlinear CG Method 34 --
3.3 Newton's Method 34 --
3.3.1 Trust Region Globalization of Newton's Method 35 --
3.3.2 The BFGS Method 36 --
3.4 Inexact Line Search 36 --
4 Statistical Estimation Theory 41 --
4.1 Preliminary Definitions and Notation 41 --
4.2 Maximum Likelihood Estimation 46 --
4.3 Bayesian Estimation 46 --
4.4 Linear Least Squares Estimation 50 --
4.4.1 Best Linear Unbiased Estimation 50 --
4.4.2 Minimum Variance Linear Estimation 52 --
4.5 The EM Algorithm 53 --
5 Image Deblurring 59 --
5.1 A Mathematical Model for Image Blurring 59 --
5.1.1 A Two-Dimensional Test Problem 61 --
5.2 Computational Methods for Toeplitz Systems 63 --
5.2.1 Discrete Fourier Transform and Convolution 64 --
5.2.2 The FFT Algorithm 66 --
5.2.3 Toeplitz and Circulant Matrices 68 --
5.2.4 Best Circulant Approximation 70 --
5.2.5 Block Toeplitz and Block Circulant Matrices 71 --
5.3 Fourier-Based Deblurring Methods 74 --
5.3.1 Direct Fourier Inversion 75 --
5.3.2 CG for Block Toeplitz Systems 76 --
5.3.3 Block Circulant Preconditioners 78 --
5.3.4 A Comparison of Block Circulant Preconditioners 81 --
5.4 Multilevel Techniques 82 --
6 Parameter Identification 85 --
6.1 An Abstract Framework 86 --
6.1.1 Gradient Computations 87 --
6.1.2 Adjoint, or Costate, Methods 88 --
6.1.3 Hessian Computations 89 --
6.1.4 Gauss --
Newton Hessian Approximation 89 --
6.2 A One-Dimensional Example 89 --
6.3 A Convergence Result 93 --
7 Regularization Parameter Selection Methods 97 --
7.1 The Unbiased Predictive Risk Estimator Method 98 --
7.1.1 Implementation of the UPRE Method 100 --
7.1.2 Randomized Trace Estimation 101 --
7.1.3 A Numerical Illustration of Trace Estimation 101 --
7.1.4 Nonlinear Variants of UPRE 103 --
7.2 Generalized Cross Validation 103 --
7.2.1 A Numerical Comparison of UPRE and GCV 103 --
7.3 The Discrepancy Principle 104 --
7.3.1 Implementation of the Discrepancy Principle 105 --
7.4 The L-Curve Method 106 --
7.4.1 A Numerical Illustration of the L-Curve Method 107 --
7.5 Other Regularization Parameter Selection Methods 107 --
7.6 Analysis of Regularization Parameter Selection Methods 109 --
7.6.1 Model Assumptions and Preliminary Results 109 --
7.6.2 Estimation and Predictive Errors for TSVD 114 --
7.6.3 Estimation and Predictive Errors for Tikhonov Regularization 116 --
7.6.4 Analysis of the Discrepancy Principle 121 --
7.6.5 Analysis of GCV 122 --
7.6.6 Analysis of the L-Curve Method 124 --
7.7 A Comparison of Methods 125 --
8 Total Variation Regularization 129 --
8.1 Motivation 129 --
8.2 Numerical Methods for Total Variation 130 --
8.2.1 A One-Dimensional Discretization 131 --
8.2.2 A Two-Dimensional Discretization 133 --
8.2.3 Steepest Descent and Newton's Method for Total Variation 134 --
8.2.4 Lagged Diffusivity Fixed Point Iteration 135 --
8.2.5 A Primal-Dual Newton Method 136 --
8.2.6 Other Methods 141 --
8.3 Numerical Comparisons 142 --
8.3.1 Results for a One-Dimensional Test Problem 142 --
8.3.2 Two-Dimensional Test Results 144 --
8.4 Mathematical Analysis of Total Variation 145 --
8.4.1 Approximations to the TV Functional 148 --
9 Nonnegativity Constraints 151 --
9.2 Theory of Constrained Optimization 154 --
9.2.1 Nonnegativity Constraints 156 --
9.3 Numerical Methods for Nonnegatively Constrained Minimization 157 --
9.3.1 The Gradient Projection Method 157 --
9.3.2 A Projected Newton Method 158 --
9.3.3 A Gradient Projection-Reduced Newton Method 159 --
9.3.4 A Gradient Projection-CG Method 161 --
9.3.5 Other Methods 162 --
9.4 Numerical Test Results 162 --
9.4.1 Results for One-Dimensional Test Problems 162 --
9.4.2 Results for a Two-Dimensional Test Problem 164 --
9.5 Iterative Nonnegative Regularization Methods 165 --
9.5.1 Richardson --
Lucy Iteration 165 --
9.5.2 A Modified Steepest Descent Algorithm 166.


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