Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
Lassi Roininen Janne M. J. Huttunen Sari Lasanen
Inverse Problems & Imaging 2014, 8(2): 561-586 doi: 10.3934/ipi.2014.8.561
We study flexible and proper smoothness priors for Bayesian statistical inverse problems by using Whittle-Matérn Gaussian random fields. We review earlier results on finite-difference approximations of certain Whittle-Matérn random field in $\mathbb{R}^2$. Then we derive finite-element method approximations and show that the discrete approximations can be expressed as solutions of sparse stochastic matrix equations. Such equations are known to be computationally efficient and useful in inverse problems with a large number of unknowns.
    The presented construction of Whittle-Matérn correlation functions allows both isotropic or anisotropic priors with adjustable parameters in correlation length and variance. These parameters can be used, for example, to model spatially varying structural information of unknowns.
    As numerical examples, we apply the developed priors to two-dimensional electrical impedance tomography problems.
keywords: Electrical impedance tomography Bayesian statistical inversion smoothness priors.

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