Skip to main content
MyCourses MyCourses
  • Schools
    School of Arts, Design, and Architecture (ARTS) School of Business (BIZ) School of Chemical Engineering (CHEM) –sGuides for students (CHEM) – Instructions for report writing (CHEM) School of Electrical Engineering (ELEC) School of Engineering (ENG) School of Science (SCI) Language Centre Open University Library Aalto university pedagogical training program UNI (exams) Sandbox
  • Service Links
    MyCourses - Instructions for Teachers - Teacher book your online session with a specialist - Digital tools for teaching - Personal data protection instructions for teachers - Instructions for Students - Workspace for thesis supervision Sisu Student guide Courses.aalto.fi Library Services - Resourcesguides - Imagoa / Open science and images IT Services Campus maps - Search spaces and see opening hours Restaurants in Otaniemi ASU Aalto Student Union Aalto Marketplace
  • ALLWELL?
    Study Skills Support for Studying Starting Point of Wellbeing About AllWell? study well-being questionnaire
  •   ‎(en)‎
      ‎(en)‎   ‎(fi)‎   ‎(sv)‎
  • Toggle Search menu
  • Hi guest! (Log in)

close

Can not find the course?
try also:

  • Sisu
  • Courses.aalto.fi

MS-E1654 - Computational inverse problems, 24.02.2020-03.04.2020

This course space end date is set to 03.04.2020 Search Courses: MS-E1654

  1. Home
  2. Courses
  3. School of Science
  4. department of...
  5. ms-e1654 - co...
  6. Sections
  7. Materials
 
Syllabus
 

Materials

  • Materials

    Materials

    The preliminary versions of the lecture slides can be found below. The slides may still be updated during the course.

    Recommended supplementary reading: J. Kaipio and E. Somersalo, Statistical and Computational Inverse Problems, Springer, 2005 (mainly Chapters 2 and 3), and D. Calvetti and E. Somersalo, Introduction to Bayesian Scientific Computing. Ten Lectures on Subjective Computing, Springer, 2007.

    • February 24

      Practical issues, motivation, compact operators and singular value decomposition, Fredholm equation and its solvability. 

      • Lecture 1Lecture 1
        • lecture1.pdflecture1.pdf129.3KB
    • February 28

      Truncated singular value decomposition, pseudoinverse.

      • Lecture 2Lecture 2
        • lecture2.pdflecture2.pdf123.5KB
    • March 2

      Morozov discrepancy principle, Tikhonov regularisation and its generalizations.

      • Lecture 3Lecture 3
        • lecture3.pdflecture3.pdf128.8KB
    • March 6

      Regularization by truncated iterative methods: Landweber-Fridman iteration.

      • Lecture 4Lecture 4
        • lecture4.pdflecture4.pdf132.2KB
    • March 9

      Regularization by truncated iterative methods: conjugate gradient method.

      • Lecture 5Lecture 5
        • lecture5.pdflecture5.pdf227.8KB
    • March 13

      Conjugate gradient method (cont.), preliminaries of statistical inversion.

      • Lecture 6Lecture 6
        • lecture6.pdflecture6.pdf148.6KB
    • March 16

      Preliminaries of statistical inversion (cont.), construction of likelihood.

      • Lecture 7Lecture 7
        • lecture7.pdflecture7.pdf170.2KB
    • March 20

      Construction of likelihood (cont.), sampling, prior models.

      https://aalto.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=a707f988-7413-4f57-b107-ab8300b9da62

      • Lecture 8Lecture 8
        • lecture8.pdflecture8.pdf195.6KB
    • March 23

      Prior models (cont.), n-variate Gaussian densities.

      https://aalto.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=91ab0e86-3047-4d5b-b4d8-ab84008885f2

      • Lecture 9Lecture 9
        • lecture9.pdflecture9.pdf130.9KB
    • March 27

      Improper Gaussian priors, MCMC: Metropolis-Hastings algorithm.

      https://aalto.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=fcda6f1d-f094-4294-9fd5-ab8400c44951

      • Lecture 10Lecture 10
        • lecture10.pdflecture10.pdf209.1KB
    • March 30

      Gibbs sampler, judging the quality of a sample.

      https://aalto.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=e0aad711-bdad-4e33-a030-ab8800c47b25

      • Lecture 11Lecture 11
        • lecture11.pdflecture11.pdf1.2MB
    • April 3

      Hyper models.

      https://aalto.cloud.panopto.eu/Panopto/Pages/Viewer.aspx?id=75430a96-aa39-4f50-b812-ab9100a53ebd

      • Lecture 12Lecture 12
        • lecture12.pdflecture12.pdf129.5KB

Course home

Course home

Next section

Assignments►
Skip Upcoming events
Upcoming events
Loading There are no upcoming events
Go to calendar...
  • MS-E1654 - Computational inverse problems, 24.02.2020-03.04.2020
  • Sections
  • General
  • Materials
  • Assignments
  • Home exam, April 14 - May 24
  • Home
  • Calendar
  • Learner Metrics

Aalto logo

Tuki / Support
  • MyCourses help
  • mycourses(at)aalto.fi
Palvelusta
  • MyCourses rekisteriseloste
  • Tietosuojailmoitus
  • Palvelukuvaus
  • Saavutettavuusseloste
About service
  • MyCourses protection of privacy
  • Privacy notice
  • Service description
  • Accessibility summary
Service
  • MyCourses registerbeskrivining
  • Dataskyddsmeddelande
  • Beskrivining av tjänsten
  • Sammanfattning av tillgängligheten

Hi guest! (Log in)
  • Schools
    • School of Arts, Design, and Architecture (ARTS)
    • School of Business (BIZ)
    • School of Chemical Engineering (CHEM)
    • –sGuides for students (CHEM)
    • – Instructions for report writing (CHEM)
    • School of Electrical Engineering (ELEC)
    • School of Engineering (ENG)
    • School of Science (SCI)
    • Language Centre
    • Open University
    • Library
    • Aalto university pedagogical training program
    • UNI (exams)
    • Sandbox
  • Service Links
    • MyCourses
    • - Instructions for Teachers
    • - Teacher book your online session with a specialist
    • - Digital tools for teaching
    • - Personal data protection instructions for teachers
    • - Instructions for Students
    • - Workspace for thesis supervision
    • Sisu
    • Student guide
    • Courses.aalto.fi
    • Library Services
    • - Resourcesguides
    • - Imagoa / Open science and images
    • IT Services
    • Campus maps
    • - Search spaces and see opening hours
    • Restaurants in Otaniemi
    • ASU Aalto Student Union
    • Aalto Marketplace
  • ALLWELL?
    • Study Skills
    • Support for Studying
    • Starting Point of Wellbeing
    • About AllWell? study well-being questionnaire
  •   ‎(en)‎
    •   ‎(en)‎
    •   ‎(fi)‎
    •   ‎(sv)‎