Uncertainty Quantification for Inverse Problems with Poisson measurement error
Document Type
Presentation Abstract
Presentation Date
2-2-2026
Abstract
Inverse problems arise when physics-based models are fit to observational data. The unknown parameters in such models are often spatially distributed and become large-scale after discretization. These parameter estimation problems are typically ill-posed, meaning that solutions are unstable with respect to errors in the data. Regularization is the standard approach to mitigate this instability.
In this talk, I will focus on inverse problems where the data follows a Poisson distribution, a common scenario in imaging applications. I will demonstrate how to implement regularization in the Poisson noise case. Then, building on the connection between inverse problems and Bayesian statistics, I will reformulate the problem within a Bayesian inference framework. This allows for uncertainty quantification through the posterior distribution. I will then present a Markov chain Monte Carlo (MCMC) method for sampling from the posterior, enabling robust parameter estimation and uncertainty analysis.
Recommended Citation
Bardsley, John, "Uncertainty Quantification for Inverse Problems with Poisson measurement error" (2026). Colloquia of the Department of Mathematical Sciences. 699.
https://scholarworks.umt.edu/mathcolloquia/699
Additional Details
February 2, 2026 at 3:00 p.m. Math 103