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SUMMARY:Reconciling Bayesian Regularization And Total Variation Regulariza
 tion - CCIMI colloquium - Andrew Stuart\, Caltech
DTSTART:20180508T160000Z
DTEND:20180508T180000Z
UID:TALK104230@talks.cam.ac.uk
CONTACT:Rachel Furner
DESCRIPTION:The first CCIMI Colloquium will feature a talk by *Andrew Stua
 rt on 'Reconciling Bayesian Regularization And Total Variation Regulariza
 tion'*.  This will be held on *Wednesday 8th May at 5pm*\, at the Centre 
 for Mathematical Sciences\, University of Cambridge\, and followed with a 
 wine reception.\n\n*Abstract:*\nJoint work with Matt Dunlop (Caltech)\, C
 harlie Elliott (Warwick)\, and Viet Ha Haong (NTU).\nA central theme in c
 lassical algorithms for the reconstruction of discontinuous functions from
  observational data is perimeter regularization\, for example via total va
 riation penalization. On the other hand\, sparse or noisy data often deman
 ds a probabilistic approach to the reconstruction of images\, to enable un
 certainty quantification\; the Bayesian approach to inversion is a natural
  framework in which to carry this out. The link between Bayesian inversion
  methods and perimeter regularization\, however\, is not fully understood.
  In this talk two links are studied: (i) the MAP objective function of a s
 uitably chosen phase-field Bayesian approach is shown to be closely relate
 d to a least squares plus perimeter regularization objective\; (ii) sample
  paths of a suitably chosen Bayesian level set formulation are shown to po
 ssess finite perimeter and to have the ability to learn about the true per
 imeter. Furthermore\, the level set approach is shown to lead to faster al
 gorithms for uncertainty quantification than the phase field approach.\n\n
 *Speaker: Andrew Stuart*\nAndrew Stuart has research interests in applied
  and computational mathematics\, and is interested in particular in the qu
 estion of how to optimally combine complex mechanistic models with data. H
 e joined Caltech in 2016 as Bren Professor of Computing and Mathematical S
 ciences\, after 17 years as Professor of Mathematics at the University of 
 Warwick (1999--2016). Prior to that he was on the faculty in The Departmen
 ts of Computer Science and Mechanical Engineering at Stanford University (
 1992--1999)\, and in the Mathematics Department at Bath University (1989--
 1992). He obtained his PhD from the Oxford University Computing Laboratory
  in 1986\, and held postdoctoral positions in Mathematics at Oxford Univer
 sity and at MIT in the period 1986--1989\n\nThe event is free\, but please
  register: "https://ccimi-colloquium-andrew-stuart.eventbrite.co.uk":https
 ://ccimi-colloquium-andrew-stuart.eventbrite.co.uk
LOCATION:MR2 Centre for Mathematical Sciences
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