Data analysis tools for uncertainty quantification of inverse problems

被引:21
|
作者
Tenorio, L. [1 ]
Andersson, F. [2 ]
de Hoop, M. [3 ]
Ma, P. [4 ]
机构
[1] Colorado Sch Mines, Dept Math & Comp Sci, Golden, CO 80401 USA
[2] Lund Univ, Ctr Math Sci, Lund, Sweden
[3] Purdue Univ, Ctr Computat & Appl Math, W Lafayette, IN 47907 USA
[4] Univ Illinois, Dept Stat, Urbana, IL 61801 USA
基金
美国国家科学基金会;
关键词
REGULARIZATION; VARIANCE; ESTIMATORS; MATRIX; SCALE;
D O I
10.1088/0266-5611/27/4/045001
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We present exploratory data analysis methods to assess inversion estimates using examples based on l(2)- and l(1)-regularization. These methods can be used to reveal the presence of systematic errors such as bias and discretization effects, or to validate assumptions made on the statistical model used in the analysis. The methods include bounds on the performance of randomized estimators of a large matrix, confidence intervals and bounds for the bias, resampling methods for model validation and construction of training sets of functions with controlled local regularity.
引用
收藏
页数:22
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