Modeling of uncertainties in statistical inverse problems
Jari P. Kaipio · Journal of Physics Conference Series · 2008
In all real world problems, the models that tie the measurements to the unknowns of interest, are at best only approximations for reality. While moderate modeling and approximation errors can be tolerated with stable problems, inverse problems are a notorious exception. Typical modeling errors include inaccurate geometry, unknown boundary and initial data, properties of noise and other disturbances, and simply the numerical approximations of the physical models. In principle, the Bayesian approach to inverse problems, in which all uncertainties are modeled as random variables, is capable of handling these uncertainties. Depending on the type of uncertainties, however, different strategies may be adopted. In this paper we give an overview of typical modeling errors and related strategies within the Bayesian framework.