A tutorial on the Bayesian statistical approach to inverse problems
Inverse problems are ubiquitous in science and engineering. Two categories of inverse
problems concerning a physical system are (1) estimate parameters in a model of the
system from observed input–output pairs and (2) given a model of the system, reconstruct
the input to it that caused some observed output. Applied inverse problems are challenging
because a solution may (i) not exist,(ii) not be unique, or (iii) be sensitive to measurement
noise contaminating the data. Bayesian statistical inversion (BSI) is an approach to tackle ill …
problems concerning a physical system are (1) estimate parameters in a model of the
system from observed input–output pairs and (2) given a model of the system, reconstruct
the input to it that caused some observed output. Applied inverse problems are challenging
because a solution may (i) not exist,(ii) not be unique, or (iii) be sensitive to measurement
noise contaminating the data. Bayesian statistical inversion (BSI) is an approach to tackle ill …