Title Data analysis tools for uncertainty quantification of inverse problems
Authors L. Tenorio, Fredrik Andersson, M. de Hoop, P. Ma
Alternative Location http://dx.doi.org/10.1088/0..., Restricted Access
Publication Inverse Problems
Year 2011
Volume 27
Issue 4
Pages
Document type Article
Status Published
Quality controlled Yes
Language eng
Publisher IOP Publishing Ltd
Abstract English We present exploratory data analysis methods to assess inversion estimates using examples based on l(2)- and l(1)-regularization. These methods can be used to reveal the presence of systematic errors such as bias and discretization effects, or to validate assumptions made on the statistical model used in the analysis. The methods include bounds on the performance of randomized estimators of a large matrix, confidence intervals and bounds for the bias, resampling methods for model validation and construction of training sets of functions with controlled local regularity.
ISBN/ISSN/Other ISSN: 0266-5611

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