论文标题
混合高斯先验的大规模逆问题的混合投影方法
Hybrid Projection Methods for Large-scale Inverse Problems with Mixed Gaussian Priors
论文作者
论文摘要
当解决不良的逆问题时,先验的好选择对于计算合理解决方案至关重要。一种常见的方法是包括高斯先验,该先验由平均向量和对称和正定的确定协方差矩阵定义,并使用迭代投影方法来解决相应的正则化问题。但是,许多迭代方法的主要挑战是,在开始解决方案过程之前,必须知道并固定先前的协方差矩阵。在本文中,我们为混合高斯先验的反问题开发了混合投影方法,在先前的协方差矩阵是矩阵和混合参数的凸组合,而正则化参数则不需要事先知道。当使用数据生成样本先验协方差矩阵(例如,在数据同化)或需要不同的先验以捕获解决方案的不同质量时,可能会出现这种情况。所提出的混合方法基于混合的Golub-kahan过程,该过程是广义Golub-Kahan Bidiagonalization的扩展,并且所提出的方法的独特特征是,在迭代过程中,可以自动估计正则化参数和协方差矩阵的加权参数。此外,对于可用培训数据的问题,可以轻松地合并各种数据驱动的协方差矩阵(包括基于学习的协方差内核的协方差)。断层造影重建的数值示例证明了这些方法的潜力。
When solving ill-posed inverse problems, a good choice of the prior is critical for the computation of a reasonable solution. A common approach is to include a Gaussian prior, which is defined by a mean vector and a symmetric and positive definite covariance matrix, and to use iterative projection methods to solve the corresponding regularized problem. However, a main challenge for many of these iterative methods is that the prior covariance matrix must be known and fixed (up to a constant) before starting the solution process. In this paper, we develop hybrid projection methods for inverse problems with mixed Gaussian priors where the prior covariance matrix is a convex combination of matrices and the mixing parameter and the regularization parameter do not need to be known in advance. Such scenarios may arise when data is used to generate a sample prior covariance matrix (e.g., in data assimilation) or when different priors are needed to capture different qualities of the solution. The proposed hybrid methods are based on a mixed Golub-Kahan process, which is an extension of the generalized Golub-Kahan bidiagonalization, and a distinctive feature of the proposed approach is that both the regularization parameter and the weighting parameter for the covariance matrix can be estimated automatically during the iterative process. Furthermore, for problems where training data are available, various data-driven covariance matrices (including those based on learned covariance kernels) can be easily incorporated. Numerical examples from tomographic reconstruction demonstrate the potential for these methods.