Inverse problems are found in many applications, such as medical imaging, engineering, astronomy, and geophysics, among others. To solve an inverse problem is to recover an object from noisy, usually indirect observations. Solutions to inverse problems are subject to many potential sources of error introduced by approximate mathematical models, regularization methods, numerical approximations for efficient computations, noisy data, and limitations in the number of observations; thus it is important to include an assessment of the uncertainties as part of the solution. Such assessment is interdisciplinary by nature, as it requires, in addition to knowledge of the particular application, methods from applied mathematics, probability, and statistics.
This book bridges applied mathematics and statistics by providing a basic introduction to probability and statistics for uncertainty quantification in the context of inverse problems, as well as an introduction to statistical regularization of inverse problems. The author covers basic statistical inference, introduces the framework of ill-posed inverse problems, and explains statistical questions that arise in their applications.
An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems includes:
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Luis Tenorio is a faculty member in the Applied Mathematics and Statistics Department at the Colorado School of Mines. He obtained his PhD in mathematics at the University of California at Berkeley and worked on inverse problems in astrophysics as a member of George Smoot's astrophysics group in the Lawrence Berkeley National Laboratory. His main research interests are the statistical aspects of inverse problems with applications to astrophysics and geophysics.
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