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  • https://doi.org/10.1007/978-3-319-91143-4_2Copy DOI Icon

Bayesian Approach to Variable Splitting Forward Models

  • Jan 1, 2018
  • Ali Mohammad-Djafari +3 more
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Abstract

Classical single additive noise forward model can be extended to account for different uncertainties by variable splitting models. For example, one can distinguish between observation noise and forward model uncertainty or even to account for other forward model uncertainties. In this paper, we consider different cases and propose to use the Bayesian approach to handle them. As a by-product, we see that when MAP estimator is used we can find the same kind of optimization algorithms as Alternating Direction Method of Multipliers (ADMM) or Iterative Shrinkage Thresholding Algorithm (ISTA) optimization ones. However, the Bayesian approach gives us the tools to go further by estimating the hyperparameters of the inversion problems which are often crucial in real applications.

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