The Bayesian inference is widely used in many scientific and engineering problems, especially in the linear inverse problems in infinite-dimensional setting where the unknowns are functions. In such problems, choosing an appropriate prior distribution is an important task. In particular, when the function to infer has much detail information, such as many sharp jumps, corners, and the discontinuous and nonsmooth oscillation, the so-called total variation-Gaussian (TG) prior is proposed in function space to address it. However, the TG prior is easy to lead the blocky (staircase) effect in numerical results. In this work, we present a fractional order-TG (FTG) hybrid prior to deal with such problems, where the fractional order total variation (FTV) term is used to capture the detail information of the unknowns and simultaneously uses the Gaussian measure to ensure that it results in a well-defined posterior measure. For the numerical implementations of linear inverse problems in function spaces, we also propose an efficient independence sampler based on a transport map, which uses a proposal distribution derived from a diagonal map, and the acceptance probability associated to the proposal is independent of discretization dimensionality. And in order to take full advantage of the transport map, the hierarchical Bayesian framework is applied to flexibly determine the regularization parameter. Finally we provide some numerical examples to demonstrate the performance of the FTG prior and the efficiency and robustness of the proposed independence sampler method.
翻译:在许多科学和工程问题中广泛使用了贝叶斯推论,特别是在无孔不入的无孔不入环境中的线性反问题中,未知是功能。在这些问题中,选择适当的先前分布是一个重要的任务。特别是当推断函数具有许多详细信息时,例如许多跳跃、角,以及不连续和非移动的振荡,在功能空间中提议了所谓的完全变异-Gausian(TG),以解决这一问题。然而,在功能空间中,前TG很容易在数字结果方面引领阻塞(staircase)效应。在这项工作中,我们先提出一个分序-TG(FG)混合体,然后再处理这类问题,使用分序总变异(FTV)术语来捕捉未知的详尽信息,同时使用标语测量仪来确保其产生一个定义明确的后方位测量。对于运行空间的线性反问题,我们还根据运输地图提出一个高效的独立取样器,该图使用分序-TFG(FTG)在处理此类问题的处理之前,分序总变(FTTV)术语框架中,从建议分解到直度结构结构结构结构结构,最后显示直径结构结构结构结构结构的正确度,然后显示。