Inverse Problems as Statistics

Inverse Problems as Statistics

Report Number
609
Authors
S.N. Evans and P.B. Stark
Citation
PDf
Abstract

What mathematicians, scientists, engineers, and statisticians mean by ``inverse problem'' differs. For a statistician, an inverse problem is an inference or estimation problem. The data are finite in number and contain errors, as they do in classical estimation or inference problems, and the unknown typically is infinite-dimensional, as it is in nonparametric regression. The additional complication in an inverse problem is that the data are only indirectly related to the unknown. Canonical abstract formulations of statistical estimation problems subsume this complication by allowing probability distributions to be indexed in more-or-less arbitrary ways by parameters, which can be infinite-dimensional. Standard statistical concepts, questions, and considerations such as bias, variance, mean-squared error, identifiability, consistency, efficiency, and various forms of optimality, apply to inverse problems. This article discusses inverse problems as statistical estimation and inference problems, and points to the literature for a variety of techniques and results.

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