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Filter based methods for statistical linear inverse problems
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Iglesias-Hernandez, Marco, A., Lin, Kui, Lu, Shuai and Stuart, A. M. (2017) Filter based methods for statistical linear inverse problems. Communications in Mathematical Sciences, 15 (7). pp. 1867-1896. doi:10.4310/CMS.2017.v15.n7.a4
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WRAP-filter-based-methods-statistical-inverse-problems-Iglesias-2017.pdf - Accepted Version - Requires a PDF viewer. Download (2408Kb) | Preview |
Official URL: http://dx.doi.org/10.4310/CMS.2017.v15.n7.a4
Abstract
Ill-posed inverse problems are ubiquitous in applications. Understanding of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering methods have recently been used to solve inverse problems by introducing an artificial dynamical system. This opens up the possibility of using a range of other filtering methods, such as 3DVAR and Kalman based methods, to solve inverse problems, again by introducing an artificial dynamical system. The aim of this paper is to analyze such methods in the context of the linear inverse problem.
| Item Type: | Journal Article | ||||||||||||||||||||||||
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| Subjects: | Q Science > QA Mathematics | ||||||||||||||||||||||||
| Divisions: | Faculty of Science > Mathematics | ||||||||||||||||||||||||
| Library of Congress Subject Headings (LCSH): | Algorithms, Random noise theory, Kalman filtering | ||||||||||||||||||||||||
| Journal or Publication Title: | Communications in Mathematical Sciences | ||||||||||||||||||||||||
| Publisher: | International Press | ||||||||||||||||||||||||
| ISSN: | 1539-6746 | ||||||||||||||||||||||||
| Official Date: | 16 October 2017 | ||||||||||||||||||||||||
| Dates: |
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| Volume: | 15 | ||||||||||||||||||||||||
| Number: | 7 | ||||||||||||||||||||||||
| Page Range: | pp. 1867-1896 | ||||||||||||||||||||||||
| DOI: | 10.4310/CMS.2017.v15.n7.a4 | ||||||||||||||||||||||||
| Status: | Peer Reviewed | ||||||||||||||||||||||||
| Publication Status: | Published | ||||||||||||||||||||||||
| Access rights to Published version: | Restricted or Subscription Access | ||||||||||||||||||||||||
| Funder: | China. Guo jia ke xue ji shu bu [Ministry of Science and Technology] (CMST) | ||||||||||||||||||||||||
| RIOXX Funder/Project Grant: |
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