Statistical perspectives on inverse problems

Inverse problems arise in many scientific disciplines and pertain to situations where inference is to be made about a particular phenomenon from indirect measurements. A typical example, arising in diffusion tomography, is the inverse boundary value problem for non-invasive reconstruction of the interior of an object from electrical boundary measurements. One part of this thesis concerns statistical approaches for solving, possibly non-linear, inverse problems. Thus inverse problems are recasted in a form suitable for statistical inference. In particular, a Bayesian approach for regularisation is obtained by assuming that the a priori beliefs about the solution before having observed any data can be described by a prior distribution. The solution to the statistical inverse problem is then given by the posterior distribution obtained by Bayes' formula. Hence the solution of an ill-posed inverse problem is given in terms of probability distributions. Posterior inference is obtained by Markov chain Monte Carlo methods and new, powerful simulation techniques based on e.g. coupled Markov chains and simulated tempering is developed to improve the computational efficiency of the overall simulation process. In addition, this thesis concerns filtering singular systems, which provide a large class of regularisation strategies for solving ill-posed inverse problems. Regularisation by filtering singular systems depends upon the filtering function and it turns out that optimal regularisation strategies may be obtained for an appropriate choice of filtering function.