2020
DOI: 10.1088/1361-6420/abc962
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Non-stationary multi-layered Gaussian priors for Bayesian inversion

Abstract: In this article, we study Bayesian inverse problems with multi-layered Gaussian priors. The aim of the multi-layered hierarchical prior is to provide enough complexity structure to allow for both smoothing and edge-preserving properties at the same time. We first describe the conditionally Gaussian layers in terms of a system of stochastic partial differential equations. We then build the computational inference method using a finite-dimensional Galerkin method. We show that the proposed approximation has a co… Show more

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Cited by 11 publications
(9 citation statements)
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“…The setup acts as a proof-of-concept for our detectors with respect to their performance as multispectral photoncounting devices. The exemplary tomographic spectrum-per-pixel data collected can be used as input to test a sophisticated reconstruction algorithm (work in progress [11,12]) to reconstruct the phantom as a multispectral image.…”
Section: Spectral Measurementsmentioning
confidence: 99%
“…The setup acts as a proof-of-concept for our detectors with respect to their performance as multispectral photoncounting devices. The exemplary tomographic spectrum-per-pixel data collected can be used as input to test a sophisticated reconstruction algorithm (work in progress [11,12]) to reconstruct the phantom as a multispectral image.…”
Section: Spectral Measurementsmentioning
confidence: 99%
“…Generalizing the temporal SS-DGPs to spatio-temporal SS-DGPs (see, the end of Section 4.2) would be worth studying as well, by extending the methodologies introduced in ; Emzir et al (2020).…”
Section: Real Data Application On Ligo Gravitational Wave Detectionmentioning
confidence: 99%
“…The idea of putting GP priors on the hyperpameters of a GP (Heinonen et al 2016;Roininen et al 2019;Salimbeni and Deisenroth 2017b) can be continued hierarchically, which leads to one type of deep Gaussian process (DGP) construction (Dunlop et al 2018;Emzir et al 2019Emzir et al , 2020. Namely, the GP is conditioned on another GP, which again depends on another GP, and so forth.…”
Section: Introductionmentioning
confidence: 99%
“…Recently, several hierarchical models, which promote more versatile behaviors, have been developed. These include, for example, deep Gaussian processes (Dunlop et al, 2018; Emzir et al, 2020), level-set methods (Dunlop et al, 2017), mixtures of compound Poisson processes and Gaussians (Hosseini, 2017), and stacked Matérn fields via stochastic partial differential equations (Roininen et al, 2019). The problem with hierarchical priors is that in the posteriors, the parameters and hyperparameters may become strongly coupled, which means that vanilla MCMC methods become problematic and, for example, reparameterizations are needed for sampling the posterior efficiently (Chada et al, 2019; Monterrubio-Gómez et al, 2020).…”
Section: Introductionmentioning
confidence: 99%