57 research outputs found

    Estimating Nuisance Parameters in Inverse Problems

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    Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is variable projection, where nonlinear least squares problems which are linear in some parameters can be very efficiently optimized. In this paper, we extend the idea of projecting out a subset over the variables to a broad class of maximum likelihood (ML) and maximum a posteriori likelihood (MAP) problems with nuisance parameters, such as variance or degrees of freedom. As a result, we are able to incorporate nuisance parameter estimation into large-scale constrained and unconstrained inverse problem formulations. We apply the approach to a variety of problems, including estimation of unknown variance parameters in the Gaussian model, degree of freedom (d.o.f.) parameter estimation in the context of robust inverse problems, automatic calibration, and optimal experimental design. Using numerical examples, we demonstrate improvement in recovery of primary parameters for several large- scale inverse problems. The proposed approach is compatible with a wide variety of algorithms and formulations, and its implementation requires only minor modifications to existing algorithms.Comment: 16 pages, 5 figure

    Filtering of numerical artifacts for paraxial wave equation migration operators

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    Effective filtering of artifacts for finite‐difference implementations of paraxial wave equation migration

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    Optimization and filtering of paraxial seismic imaging operators

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    Minimax time-domain deconvolution for transversal filter equalizers

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    Computational and performance aspects of minimax equalizers

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    Minimax equalizers for digital communication

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    Combining the multigrid and gradient methods to solve the seismic inversion problem

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    Paraxial approximations to the acoustic VTI wave equation

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