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Statistics and Probability

University of New Mexico

Bayesian Inversion

Publication Year

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Full-Text Articles in Physical Sciences and Mathematics

Optimal Transport Driven Bayesian Inversion With Application To Signal Processing, Elijah F. Perez Jul 2021

Optimal Transport Driven Bayesian Inversion With Application To Signal Processing, Elijah F. Perez

Mathematics & Statistics ETDs

This paper will outline a Debiased Sinkhorn Divergence driven Bayesian inversion framework. Conventionally, a Gaussian Driven Bayesian framework is used when performing Bayesian inversion. A major issue with this Gaussian framework is that the Gaussian likelihood, driven by the L2 norm, is not affected by phase shift in a given signal. This issue has been addressed in [1] using a Wasserstein framework. However, the Wasserstein framework still has an issue because it assumes statistical independence when multidimensional signals are analyzed. This assumption of statistical independence cannot always be made when analyzing signals where multiple detectors are recording one event, say …


Deterministic And Probabilistic Methods For Seismic Source Inversion, Juan Pablo Madrigal Cianci Apr 2017

Deterministic And Probabilistic Methods For Seismic Source Inversion, Juan Pablo Madrigal Cianci

Mathematics & Statistics ETDs

The national Earthquake Information Center (NEIC) reports an occurrence of about 13,000 earthquakes every year, spanning different values on the Richter scale from very mild (2) to "giant earthquakes'' (8 and above). Being able to study these earthquakes provides useful information for a wide range of applications in geophysics. In the present work we study the characteristics of an earthquake by performing seismic source inversion; a mathematical problem that, given some recorded data, produces a set of parameters that when used as input in a mathematical model for the earthquake generates synthetic data that closely resembles the measured data. There …