Abstract
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 vari-ables. 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 τ 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.
Original language | English |
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Pages (from-to) | 507-531 |
Number of pages | 25 |
Journal | Inverse Problems and Imaging |
Volume | 17 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2023 |
Bibliographical note
Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Keywords
- Bayesian inversion
- Besov priors
- discretisation invariance
- fractals
- Inverse problem
- statistical inversion
- wavelets