Science/Engineering Statistical and Computational Inverse Problems By Jari Kaipio, Erkki Somersalo (0387220739)

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Statistical and Computational Inverse Problems By Jari Kaipio, Erkki Somersalo

The book develops the statistical approach to inverse problems with an emphasis on modeling and computations. The framework is the Bayesian paradigm, where all variables are modeled as random variables, the randomness reflecting the degree of belief of their values, and the solution of the inverse problem is expressed in terms of probability densities. The book discusses in detail the construction of prior models, the measurement noise modeling and Bayesian estimation. Markov Chain Monte Carlo-methods as well as optimization methods are employed to explore the probability distributions.

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