Rao-Blackwellised Interacting Markov Chain Monte Carlo for Electromagnetic Scattering Inversion

Autor:	Giraud, François, Minvielle, Pierre, Sancandi, Marc, Del Moral, Pierre
Rok vydání:	2012
Předmět:	Statistics - Applications Mathematics - Probability Physics - Computational Physics
Druh dokumentu:	Working Paper
DOI:	10.1088/1742-6596/386/1/012008
Popis:	The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave frequencies. This large scale ill-posed inverse problem is explored by an intensive exploitation of an efficient 2D Maxwell solver, distributed on High Performance Computing (HPC) machines. Applied to a large training data set, a statistical analysis reduces the problem to a simpler probabilistic metamodel, on which Bayesian inference can be performed. Considering the radioelectric properties as a dynamic stochastic process, evolving in function of the frequency, it is shown how advanced Markov Chain Monte Carlo methods, called Sequential Monte Carlo (SMC) or interacting particles, can provide estimations of the EM properties of each material, and their associated uncertainties. Comment: 6 pages, 4 figures
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1209.4006 Zobrazit plný text záznamu View this record from Arxiv