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 statistical inverse problem


Statistical inverse learning problems with random observations

arXiv.org Machine Learning

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable solutions. We discuss recent results in spectral regularization methods and regularization by projection, exploring both approaches within the context of Hilbert scales and presenting new insights particularly in regularization by projection. Additionally, we overview recent advancements in regularization using convex penalties. Convergence rates are analyzed in terms of the sample size in a probabilistic sense, yielding minimax rates in both expectation and probability. To achieve these results, the structure of reproducing kernel Hilbert spaces is leveraged to establish minimax rates in the statistical learning setting. We detail the assumptions underpinning these key elements of our proofs. Finally, we demonstrate the application of these concepts to nonlinear inverse problems in pharmacokinetic/pharmacodynamic (PK/PD) models, where the task is to predict changes in drug concentrations in patients.


Statistical Inverse Problems in Hilbert Scales

arXiv.org Artificial Intelligence

In this paper, we study the Tikhonov regularization scheme in Hilbert scales for the nonlinear statistical inverse problem with a general noise. The regularizing norm in this scheme is stronger than the norm in Hilbert space. We focus on developing a theoretical analysis for this scheme based on the conditional stability estimates. We utilize the concept of the distance function to establish the high probability estimates of the direct and reconstruction error in Reproducing kernel Hilbert space setting. Further, the explicit rates of convergence in terms of sample size are established for the oversmoothing case and the regular case over the regularity class defined through appropriate source condition. Our results improve and generalize previous results obtained in related settings.


A robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural network

arXiv.org Machine Learning

This work addresses the inverse identification of apparent elastic properties of random heterogeneous materials using machine learning based on artificial neural networks. The proposed neural network-based identification method requires the construction of a database from which an artificial neural network can be trained to learn the nonlinear relationship between the hyperparameters of a prior stochastic model of the random compliance field and some relevant quantities of interest of an ad hoc multiscale computational model. An initial database made up with input and target data is first generated from the computational model, from which a processed database is deduced by conditioning the input data with respect to the target data using the nonparametric statistics. Two-and three-layer feedforward artificial neural networks are then trained from each of the initial and processed databases to construct an algebraic representation of the nonlinear mapping between the hyperparameters (network outputs) and the quantities of interest (network inputs). The performances of the trained artificial neural networks are analyzed in terms of mean squared error, linear regression fit and probability distribution between network outputs and targets for both databases. An ad hoc probabilistic model of the input random vector is finally proposed in order to take into account uncertainties on the network input and to perform a robustness analysis of the network output with respect to the input uncertainties level. The capability of the proposed neural network-based identification method to efficiently solve the underlying statistical inverse problem is illustrated through two numerical examples developed within the framework of 2D plane stress linear elasticity, namely a first validation example on synthetic data obtained through computational simulations and a second application example on real experimental data obtained through a physical experiment monitored by digital image correlation on a real heterogeneous biological material (beef cortical bone).