Mathematical Sciences - Colloquium - "Inverse Problems, Bayesian inference and Sparse Solutions: a big of magic in L2" by Daniela Calvetti (Case Western University)

Friday, September 21, 2018
11:00 am to 11:50 am

Location:

Floor/Room #: 
203

Daniela Calvetti
Case Western Reserve University

Title Inverse Problems, Bayesian inference and Sparse Solutions: a big of magic in L2

ABSTRACT:  Recasting a linear inverse problems within the Bayesian framework makes it possible to use partial or qualitative information about the solution to improve the computed solution in spite of the inherent ill-posedness of the problem and noise in the data. In this talk we will show how a suitably chosen probabilistic setting can lead to a very efficient algorithm for the recovery of sparse solutions that only requires the solution of a sequence of linear least squares problems. The fast converge rate of the algorithm and its low computational cost will be discussed and illustrated with computed examples.