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Perturbation Monte Carlo Methods for the Solution of Inverse Problems

In: Monte Carlo and Quasi-Monte Carlo Methods 2002

Author

Listed:
  • Carole K. Hayakawa

    (Claremont Research Institute for Applied Mathematical Sciences
    University of California, Department of Biomedical Engineering)

  • Jerome Spanier

    (Claremont Research Institute for Applied Mathematical Sciences
    University of California, Beckman Laser Institute)

Abstract

Summary We present a computational method that utilizes perturbation Monte Carlo and differential Monte Carlo methods, together with a nonlinear optimization algorithm, to solve inverse problems. Although motivated by biomedical applications, the solution method is quite general and can be applied to inverse problems in other fields. Each such problem involves the use of some form of radiation to probe and identify subtle changes in a complex physical system that is modelled by transport theory.

Suggested Citation

  • Carole K. Hayakawa & Jerome Spanier, 2004. "Perturbation Monte Carlo Methods for the Solution of Inverse Problems," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 227-241, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-18743-8_13
    DOI: 10.1007/978-3-642-18743-8_13
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