Spatiotemporal Besov Priors for Bayesian Inverse Problems

• URL: http://arxiv.org/abs/2306.16378v2
• Date: Tue, 26 Mar 2024 12:29:35 GMT
• Title: Spatiotemporal Besov Priors for Bayesian Inverse Problems
• Authors: Shiwei Lan, Mirjeta Pasha, Shuyi Li, Weining Shen,
• Abstract summary: Many inverse problems in data science require solutions derived from a sequence of computerized time-dependent objects. Besmoothsov process (BP) defined by wavelet expansions with random coefficients has emerged as a more suitable solution.
• Score: 10.521038958248846
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Fast development in science and technology has driven the need for proper statistical tools to capture special data features such as abrupt changes or sharp contrast. Many inverse problems in data science require spatiotemporal solutions derived from a sequence of time-dependent objects with these spatial features, e.g., dynamic reconstruction of computerized tomography (CT) images with edges. Conventional methods based on Gaussian processes (GP) often fall short in providing satisfactory solutions since they tend to offer over-smooth priors. Recently, the Besov process (BP), defined by wavelet expansions with random coefficients, has emerged as a more suitable prior for Bayesian inverse problems of this nature. While BP excels in handling spatial inhomogeneity, it does not automatically incorporate temporal correlation inherited in the dynamically changing objects. In this paper, we generalize BP to a novel spatiotemporal Besov process (STBP) by replacing the random coefficients in the series expansion with stochastic time functions as Q-exponential process (Q-EP) which governs the temporal correlation structure. We thoroughly investigate the mathematical and statistical properties of STBP. A white-noise representation of STBP is also proposed to facilitate the inference. Simulations, two limited-angle CT reconstruction examples and a highly non-linear inverse problem involving Navier-Stokes equation are used to demonstrate the advantage of the proposed STBP in preserving spatial features while accounting for temporal changes compared with the classic STGP and a time-uncorrelated approach.

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