Inverse problems theme year 2003-2004   

Bayesian Methods in Inverse Problems
University of Kuopio, Finland, 21-24 June 2004

Colin Fox
Department of Mathematics, University of Auckland, New Zealand

Lectures on Bayesian inference in Inverse Problems: Foundations and Practice

Topics covered will be (in tentative lecture structure):

• Bayes rule and the role of probability in inverse problems
• A history of Bayesian inference in Physics: Laplace, Jeffries, Cox and Jaynes
• The Problem with priors and the frequentist solution
• Measurements and the Likelihood
• Representation and prior probabilities
• Summary statistics: MLE, MAP, expectations, loss and classification
• Some relationships with classical inverse problems
• Examples in image recovery

Lecture topics (pdf)