Uncertainty quantification for linear inverse problems remains a challenging task, especially for problems with a very large number of unknown parameters (e.g., dynamic inverse problems) and for problems where computation of the square root and inverse of the prior covariance matrix are not feasible. This work exploits Krylov subspace methods to develop and analyze new techniques for large‐scale uncertainty quantification in inverse problems. In this work, we assume that generalized Golub‐Kahan‐based methods have been used to compute an estimate of the solution, and we describe efficient methods to explore the posterior distribution. In particular, we use the generalized Golub‐Kahan bidiagonalization to derive an approximation of the posterior covariance matrix, and we provide theoretical results that quantify the accuracy of the approximate posterior covariance matrix and of the resulting posterior distribution. Then, we describe efficient methods that use the approximation to compute measures of uncertainty, including the Kullback‐Liebler divergence. We present two methods that use the preconditioned Lanczos algorithm to efficiently generate samples from the posterior distribution. Numerical examples from dynamic photoacoustic tomography demonstrate the effectiveness of the described approaches.
In this work, we describe a new approach that uses variational encoder-decoder (VED) networks for efficient uncertainty quantification for
- NSF-PAR ID:
- 10515413
- Publisher / Repository:
- IOP Publishing
- Date Published:
- Journal Name:
- Inverse Problems
- Volume:
- 40
- Issue:
- 7
- ISSN:
- 0266-5611
- Format(s):
- Medium: X Size: Article No. 075010
- Size(s):
- Article No. 075010
- Sponsoring Org:
- National Science Foundation
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