Papers › Subspace projection regularization for large-scale Bayesian linear inverse problems
Subspace projection regularization for large-scale Bayesian linear inverse problems
Haibo Li
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The Bayesian statistical framework provides a systematic approach to enhance the regularization model by incorporating prior information about the desired solution. For the Bayesian linear inverse problems with Gaussian noise and Gaussian prior, we propose a new iterative regularization algorithm that belongs to subspace projection regularization (SPR) methods. By treating the forward model matrix as a linear operator between the two underlying finite dimensional Hilbert spaces with new introduced inner products, we first introduce an iterative process that can generate a series of valid solution subspaces. The SPR method then projects the original problem onto these solution subspaces to get a series of low dimensional linear least squares problems, where an efficient procedure is developed to update the solutions of them to approximate the desired solution of the original problem. With the new designed early stopping rules, this iterative algorithm can obtain a regularized solution with a satisfied accuracy. Several theoretical results about the algorithm are established to reveal the regularization properties of it. We use both small-scale and large-scale inverse problems to test the proposed algorithm and demonstrate its robustness and efficiency. The most computationally intensive operations in the proposed algorithm only involve matrix-vector products, making it highly efficient for large-scale problems.
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