Type: Article
Publication Date: 2022-11-16
Citations: 2
DOI: https://doi.org/10.3934/ipi.2022059
We propose alternatives to Bayesian prior distributions that are frequently used in the study of inverse problems. Our aim is to construct priors that have similar good edge-preserving properties as total variation or Mumford-Shah priors but correspond to well-defined infinite-dimensional random variables, and can be approximated by finite-dimensional random variables. We introduce a new wavelet-based model, where the non-zero coefficients are chosen in a systematic way so that prior draws have certain fractal behaviour. We show that realisations of this new prior take values in Besov spaces and have singularities only on a small set $ \tau $ with a certain Hausdorff dimension. We also introduce an efficient algorithm for calculating the MAP estimator, arising from the the new prior, in the denoising problem.
Action | Title | Year | Authors |
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+ PDF Chat | Laplace priors and spatial inhomogeneity in Bayesian inverse problems | 2024 |
Sergios Agapiou Sven Wang |