BIRS Workshop Lecture Videos

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BIRS Workshop Lecture Videos

Reconstruction via Bayesian hierarchical models: convexity, sparsity and model reduction Calvetti, Daniela


The reconstruction of sparse signals from indirect, noisy data is a challenging inverse problem. In the Bayesian framework, the sparsity belief can be encoded via hierarchical prior models. In this talk we discuss the convexity - or lack thereof - of the functional associated to different models, and we show that Krylov subspace methods for the computation of the MAP solution implicitly perform an effective and efficient model reduction.

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