Pierre Minvielle (CEA): Particle MCMC for Inverse Scattering in microwave control

This talk considers the estimation of local radioelectric properties from global electromagnetic scattering measurements. This challenging ill-posed high dimensional inverse problem can be explored by intensive computations of a parallel Maxwell solver on a petaflopic supercomputer. I will present applied works, in extension to [1]. In consists in investigating how Particle Marginal Metropolis-Hastings (PMMH), including a Rao-Blackwellised SMC algorithm based on interacting Kalman filters, can perform inference of material properties and determine a multiple components (Debye relaxation/Lorenzian resonant) material model. I will give illustrations, question about practical issues and eventually propose different ways to adapt this computational intensive approach to higher dimensional problems.

Joint work with A. Todeschini, F. Caron and P. Del Moral

[1] F. Giraud, P. Minvielle and P. Del Moral, Advanced interacting sequential Monte Carlo sampling for inverse scattering, IOP Inverse Problems, vol. 29, 2013 [doi:10.1088/0266-5611/29/9/095014]