Local estimators and Bayesian inverse problems with non-unique solutions

Document Type

Article

Publication Date

10-2022

Department

Department of Mathematical Sciences

Abstract

Bayesian approach is effective for inverse problems. The posterior density distribution provides useful information of the unknowns. However, for problems with non-unique solutions, the classical estimators such as the maximum a posterior (MAP) and conditional mean (CM) are not suitable. We introduce two new estimators, the local maximum a posterior (LMAP) and local conditional mean (LCM). A simple algorithm based on clustering to compute LMAP and LCM is proposed. Their applications are demonstrated by three inverse problems: an inverse spectral problem, an inverse source problem, and an inverse medium problem.

Publication Title

Applied Mathematics Letters

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