posted on 2015-02-04, 17:07authored byDalia Chakrabarty, P. Saha
In this paper, we focus on a type of inverse problem in which the data are expressed as an unknown function of
the sought and unknown model function (or its discretised representation as a model parameter vector). In particular,
we deal with situations in which training data are not available. Then we cannot model the unknown
functional relationship between data and the unknown model function (or parameter vector) with a Gaussian
Process of appropriate dimensionality. A Bayesian method based on state space modelling is advanced instead.
Within this framework, the likelihood is expressed in terms of the probability density function (pdf) of the state
space variable and the sought model parameter vector is embedded within the domain of this pdf. As the measurable
vector lives only inside an identified sub-volume of the system state space, the pdf of the state space variable
is projected onto the space of the measurables, and it is in terms of the projected state space density that the
likelihood is written; the final form of the likelihood is achieved after convolution with the distribution of measurement
errors. Application motivated vague priors are invoked and the posterior probability density of the
model parameter vectors, given the data are computed. Inference is performed by taking posterior samples with
adaptive MCMC. The method is illustrated on synthetic as well as real galactic data.
History
Citation
D. Chakrabarty and P. Saha, "Inverse Bayesian Estimation of Gravitational Mass Density in Galaxies from Missing Kinematic Data," American Journal of Computational Mathematics, Vol. 4 No. 1, 2014, pp. 6-29.
Author affiliation
/Organisation/COLLEGE OF SCIENCE AND ENGINEERING/Department of Mathematics