Introduction |
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1 Describing Inverse Problems |
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1.1 Formulating Inverse Problems |
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1 | (2) |
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1.1.1 Implicit Linear Form |
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2 | (1) |
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2 | (1) |
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1.1.3 Explicit Linear Form |
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3 | (1) |
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1.2 The Linear Inverse Problem |
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3 | (1) |
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1.3 Examples of Formulating Inverse Problems |
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4 | (7) |
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1.3.1 Example 1: Fitting a Straight Line |
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4 | (1) |
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1.3.2 Example 2: Fitting a Parabola |
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5 | (1) |
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1.3.3 Example 3: Acoustic Tomography |
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6 | (1) |
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1.3.4 Example 4: X-ray Imaging |
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7 | (2) |
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1.3.5 Example 5: Spectral Curve Fitting |
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9 | (1) |
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1.3.6 Example 6: Factor Analysis |
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10 | (1) |
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1.4 Solutions to Inverse Problems |
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11 | (2) |
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1.4.1 Estimates of Model Parameters |
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11 | (1) |
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12 | (1) |
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1.4.3 Probability Density Functions |
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12 | (1) |
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1.4.4 Sets of Realizations of Model Parameters |
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13 | (1) |
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1.4.5 Weighted Averages of Model Parameters |
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13 | (1) |
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13 | (2) |
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2 Some Comments on Probability Theory |
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2.1 Noise and Random Variables |
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15 | (4) |
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19 | (2) |
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2.3 Functions of Random Variables |
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21 | (5) |
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2.4 Gaussian Probability Density Functions |
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26 | (3) |
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2.5 Testing the Assumption of Gaussian Statistics |
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29 | (1) |
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2.6 Conditional Probability Density Functions |
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30 | (3) |
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33 | (1) |
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2.8 Computing Realizations of Random Variables |
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34 | (3) |
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37 | (2) |
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3 Solution of the Linear, Gaussian Inverse Problem, Viewpoint 1: The Length Method |
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3.1 The Lengths of Estimates |
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39 | (1) |
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39 | (4) |
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3.3 Least Squares for a Straight Line |
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43 | (1) |
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3.4 The Least Squares Solution of the Linear Inverse Problem |
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44 | (2) |
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46 | (3) |
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3.5.1 The Straight Line Problem |
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46 | (1) |
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47 | (1) |
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3.5.3 Fitting a Plane Surface |
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48 | (1) |
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3.6 The Existence of the Least Squares Solution |
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49 | (3) |
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3.6.1 Underdetermined Problems |
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51 | (1) |
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3.6.2 Even-Determined Problems |
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52 | (1) |
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3.6.3 Overdetermined Problems |
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52 | (1) |
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3.7 The Purely Underdetermined Problem |
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52 | (2) |
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3.8 Mixed-Determined Problems |
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54 | (2) |
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3.9 Weighted Measures of Length as a Type of A Priori Information |
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56 | (4) |
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3.9.1 Weighted Least Squares |
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58 | (1) |
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3.9.2 Weighted Minimum Length |
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58 | (1) |
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3.9.3 Weighted Damped Least Squares |
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58 | (2) |
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3.10 Other Types of A Priori Information |
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60 | (3) |
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3.10.1 Example: Constrained Fitting of a Straight Line |
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62 | (1) |
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3.11 The Variance of the Model Parameter Estimates |
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63 | (1) |
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3.12 Variance and Prediction Error of the Least Squares Solution |
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64 | (3) |
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67 | (2) |
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4 Solution of the Linear, Gaussian Inverse Problem, Viewpoint 2: Generalized Inverses |
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4.1 Solutions Versus Operators |
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69 | (1) |
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4.2 The Data Resolution Matrix |
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69 | (3) |
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4.3 The Model Resolution Matrix |
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72 | (1) |
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4.4 The Unit Covariance Matrix |
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72 | (2) |
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4.5 Resolution and Covariance of Some Generalized Inverses |
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74 | (1) |
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74 | (1) |
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75 | (1) |
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4.6 Measures of Goodness of Resolution and Covariance |
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75 | (1) |
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4.7 Generalized Inverses with Good Resolution and Covariance |
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76 | (2) |
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4.7.1 Overdetermined Case |
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76 | (1) |
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4.7.2 Underdetermined Case |
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77 | (1) |
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4.7.3 The General Case with Dirichlet Spread Functions |
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77 | (1) |
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4.8 Sidelobes and the Backus-Gilbert Spread Function |
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78 | (1) |
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4.9 The Backus-Gilbert Generalized Inverse for the Underdetermined Problem |
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79 | (4) |
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4.10 Including the Covariance Size |
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83 | (1) |
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4.11 The Trade-off of Resolution and Variance |
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84 | (2) |
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4.12 Techniques for Computing Resolution |
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86 | (2) |
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88 | (1) |
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5 Solution of the Linear, Gaussian Inverse Problem, Viewpoint 3: Maximum Likelihood Methods |
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5.1 The Mean of a Group of Measurements |
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89 | (3) |
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5.2 Maximum Likelihood Applied to Inverse Problem |
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92 | (16) |
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92 | (1) |
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5.2.2 A Priori Distributions |
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92 | (5) |
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5.2.3 Maximum Likelihood for an Exact Theory |
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97 | (3) |
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100 | (2) |
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5.2.5 The Simple Gaussian Case with a Linear Theory |
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102 | (2) |
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5.2.6 The General Linear, Gaussian Case |
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104 | (3) |
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5.2.7 Exact Data and Theory |
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107 | (1) |
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5.2.8 Infinitely Inexact Data and Theory |
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108 | (1) |
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5.2.9 No A Priori Knowledge of the Model Parameters |
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108 | (1) |
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5.3 Relative Entropy as a Guiding Principle |
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108 | (2) |
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5.4 Equivalence of the Three Viewpoints |
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110 | (1) |
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5.5 The F-Test of Error Improvement Significance |
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111 | (2) |
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113 | (2) |
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6 Nonuniqueness and Localized Averages |
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6.1 Null Vectors and Nonuniqueness |
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115 | (1) |
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6.2 Null Vectors of a Simple Inverse Problem |
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116 | (1) |
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6.3 Localized Averages of Model Parameters |
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117 | (1) |
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6.4 Relationship to the Resolution Matrix |
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117 | (1) |
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6.5 Averages Versus Estimates |
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118 | (1) |
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6.6 Nonunique Averaging Vectors and A Priori Information |
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119 | (2) |
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121 | (2) |
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7 Applications of Vector Spaces |
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7.1 Model and Data Spaces |
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123 | (1) |
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7.2 Householder Transformations |
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124 | (3) |
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7.3 Designing Householder Transformations |
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127 | (2) |
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7.4 Transformations That Do Not Preserve Length |
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129 | (1) |
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7.5 The Solution of the Mixed-Determined Problem |
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130 | (2) |
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7.6 Singular-Value Decomposition and the Natural Generalized Inverse |
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132 | (6) |
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7.7 Derivation of the Singular-Value Decomposition |
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138 | (1) |
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7.8 Simplifying Linear Equality and Inequality Constraints |
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138 | (2) |
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7.8.1 Linear Equality Constraints |
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139 | (1) |
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7.8.2 Linear Inequality Constraints |
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139 | (1) |
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7.9 Inequality Constraints |
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140 | (7) |
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147 | (2) |
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8 Linear Inverse Problems and Non-Gaussian Statistics |
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8.1 Li Norms and Exponential Probability Density Functions |
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149 | (2) |
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8.2 Maximum Likelihood Estimate of the Mean of an Exponential Probability Density Function |
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151 | (2) |
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8.3 The General Linear Problem |
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153 | (1) |
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8.4 Solving L1 Norm Problems |
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153 | (5) |
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158 | (2) |
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160 | (3) |
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9 Nonlinear Inverse Problems |
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163 | (2) |
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9.2 Linearizing Transformations |
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165 | (1) |
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9.3 Error and Likelihood in Nonlinear Inverse Problems |
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166 | (1) |
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167 | (3) |
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9.5 The Monte Carlo Search |
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170 | (1) |
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171 | (4) |
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9.7 The Implicit Nonlinear Inverse Problem with Gaussian Data |
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175 | (5) |
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180 | (1) |
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181 | (3) |
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9.10 Choosing the Null Distribution for Inexact Non-Gaussian Nonlinear Theories |
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184 | (1) |
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9.11 Bootstrap Confidence Intervals |
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185 | (1) |
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186 | (3) |
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10.1 The Factor Analysis Problem |
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189 | (5) |
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10.2 Normalization and Physicality Constraints |
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194 | (5) |
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10.3 Q-Mode and R-Mode Factor Analysis |
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199 | (1) |
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10.4 Empirical Orthogonal Function Analysis |
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199 | (5) |
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204 | (3) |
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11 Continuous Inverse Theory and Tomography |
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11.1 The Backus-Gilbert Inverse Problem |
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207 | (2) |
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11.2 Resolution and Variance Trade-Off |
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209 | (1) |
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11.3 Approximating Continuous Inverse Problems as Discrete Problems |
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209 | (2) |
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11.4 Tomography and Continuous Inverse Theory |
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211 | (1) |
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11.5 Tomography and the Radon Transform |
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212 | (1) |
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11.6 The Fourier Slice Theorem |
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213 | (1) |
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11.7 Correspondence Between Matrices and Linear Operators |
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214 | (4) |
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11.8 The Frechet Derivative |
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218 | (1) |
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11.9 The Frechet Derivative of Error |
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218 | (1) |
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219 | (3) |
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11.11 Frechet Derivatives Involving a Differential Equation |
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222 | (5) |
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227 | (4) |
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12 Sample Inverse Problems |
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12.1 An Image Enhancement Problem |
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231 | (3) |
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12.2 Digital Filter Design |
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234 | (2) |
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12.3 Adjustment of Crossover Errors |
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236 | (4) |
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12.4 An Acoustic Tomography Problem |
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240 | (1) |
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12.5 One-Dimensional Temperature Distribution |
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241 | (4) |
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12.6 L1, L2, and Fitting of a Straight Line |
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245 | (1) |
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12.7 Finding the Mean of a Set of Unit Vectors |
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246 | (4) |
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12.8 Gaussian and Lorentzian Curve Fitting |
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250 | (2) |
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252 | (4) |
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12.10 Vibrational Problems |
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256 | (3) |
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259 | (2) |
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13 Applications of Inverse Theory to Solid Earth Geophysics |
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13.1 Earthquake Location and Determination of the Velocity Structure of the Earth from Travel Time Data |
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261 | (3) |
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13.2 Moment Tensors of Earthquakes |
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264 | (1) |
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13.3 Waveform "Tomography" |
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265 | (2) |
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13.4 Velocity Structure from Free Oscillations and Seismic Surface Waves |
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267 | (2) |
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269 | (1) |
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270 | (1) |
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13.7 Tectonic Plate Motions |
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271 | (1) |
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13.8 Gravity and Geomagnetism |
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271 | (2) |
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13.9 Electromagnetic Induction and the Magnetotelluric Method |
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273 | (4) |
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14.1 Implementing Constraints with Lagrange multipliers |
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277 | (1) |
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14.2 L2 Inverse Theory with Complex Quantities |
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278 | (3) |
Index |
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