Higher-Order Quasi-Monte Carlo for Bayesian Shape Inversion

被引:17
|
作者
Gantner, R. N. [1 ]
Peters, M. D. [2 ]
机构
[1] ETH, Seminar Appl Math, Ramistr 101, CH-8092 Zurich, Switzerland
[2] Univ Basel, Dept Math & Comp Sci, Spiegelgasse 1, CH-4051 Basel, Switzerland
来源
基金
瑞士国家科学基金会;
关键词
quasi-Monte Carlo methods; uncertainty quantification; error estimates; high-dimensional quadrature; electrical impedance tomography; ELECTRICAL-IMPEDANCE TOMOGRAPHY; PARAMETRIC OPERATOR-EQUATIONS; ARBITRARY HIGH-ORDER; CONDUCTIVITY PROBLEM; LATTICE RULES; HILBERT-SPACE; NEWTON METHOD; APPROXIMATION; CONSTRUCTION; OPTIMIZATION;
D O I
10.1137/16M1096116
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this article, we consider a Bayesian approach towards data assimilation and uncertainty quantification in diffusion problems on random domains. We provide a rigorous analysis of parametric regularity of the posterior distribution given that the data exhibit only limited smoothness. Moreover, we present a dimension truncation analysis for the forward problem, which is formulated in terms of the domain mapping method. Having these novel results at hand, we shall consider as a practical example electrical impedance tomography in the regime of constant conductivities. We are interested in computing moments, in particular, expectation and variance, of the contour of an unknown inclusion, given perturbed surface measurements. By casting the forward problem into the framework of elliptic diffusion problems on random domains, we can directly apply the presented analysis. This straightforwardly yields parametric regularity results for the system response and for the posterior measure, facilitating the application of higher-order quadrature methods for the approximation of moments of quantities of interest. As an example of such a quadrature method, we consider here recently developed higher-order quasi-Monte Carlo methods. To solve the forward problem numerically, we employ a fast boundary integral solver. Numerical examples are provided to illustrate the presented approach and validate the theoretical findings.
引用
收藏
页码:707 / 736
页数:30
相关论文
共 50 条
  • [1] Multilevel higher-order quasi-Monte Carlo Bayesian estimation
    Dick, Josef
    Gantner, Robert N.
    Le Gia, Quoc T.
    Schwab, Christoph
    MATHEMATICAL MODELS & METHODS IN APPLIED SCIENCES, 2017, 27 (05): : 953 - 995
  • [2] Higher order Quasi-Monte Carlo integration for Bayesian PDE Inversion
    Dick, Josef
    Gantner, Robert N.
    Le Gia, Quoc T.
    Schwab, Christoph
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2019, 77 (01) : 144 - 172
  • [3] HIGHER-ORDER QUASI-MONTE CARLO TRAINING OF DEEP NEURAL NETWORKS
    Longo, Marcello
    Mishra, Siddhartha
    Rusch, T. Konstantin
    Schwab, Christoph
    SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2021, 43 (06): : A3938 - A3966
  • [4] Higher Order Quasi-Monte Carlo Methods: A Comparison
    Nuyens, Dirk
    Cools, Ronald
    NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS I-III, 2010, 1281 : 553 - 557
  • [5] Computational Higher Order Quasi-Monte Carlo Integration
    Gantner, Robert N.
    Schwab, Christoph
    MONTE CARLO AND QUASI-MONTE CARLO METHODS, 2016, 163 : 271 - 288
  • [6] On Quasi-Monte Carlo Rules Achieving Higher Order Convergence
    Dick, Josef
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008, 2009, : 73 - 96
  • [7] Monte Carlo, quasi-Monte Carlo, and randomized quasi-Monte Carlo
    Owen, AB
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 1998, 2000, : 86 - 97
  • [8] Higher Order Quasi-Monte Carlo Integration for Holomorphic, Parametric Operator Equations
    Dick, Josef
    Le Gia, Quoc T.
    Schwab, Christoph
    SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2016, 4 (01): : 48 - 79
  • [9] Monte Carlo and Quasi-Monte Carlo for Statistics
    Owen, Art B.
    MONTE CARLO AND QUASI-MONTE CARLO METHODS 2008, 2009, : 3 - 18
  • [10] Monte Carlo extension of quasi-Monte Carlo
    Owen, AB
    1998 WINTER SIMULATION CONFERENCE PROCEEDINGS, VOLS 1 AND 2, 1998, : 571 - 577