**LTCC Course: Computational Inverse
Problems, fall 2015**

Instructor: **Dr. Bangti Jin
(UCL)**

Lecture time: **15:30 - 17:30**

Lecture location: **Cayley**** ****Room at De Morgan House**

**References:**

1. Curtis
Vogel. Computational Methods for Inverse Problems, SIAM, 2002.

2. Kazufumi Ito, Bangti Jin. Inverse Problems: Tikhonov Theory and Algorithms, World Scientific Press,
2014.

3. Jari Kaipio, Erkki
Somersalo. Statistical and Computational Inverse
Problems, Springer, 2005.

**Course materials (slide & demo
code)**

lecture 1 (Oct. 5, 2015), matlab code test_tikhonov.m phillips.m get_l.m (The last two files
are extracted from the popular tool Regutools due to Per
Christian Hansen)

lecture 2 (Oct. 12, 2015), matlab code
test_iterative.m

lectures 3 & 4 (Oct. 19, 26,
2015), matlab code test_ist.m irls.m
cdd.m test_greedy.m

lecture 5 (Nov. 2, 2015), matlab code MH_2d.m Gibbs_sampler.m

**Assessment project**: Please select one of the papers below. Then
briefly sketch the approach, discuss the pros and cons of the approach in that
paper for solving *inverse problems*,
and validate your discussions with numerical experiments. For the numerics, begin with the simpler case of a random matrix,
and then try the ill-conditioned problems, e.g. taking first derivatives, phillips (or other examples from Regutools).
Please present your results in a pdf file (less than
10 pages, not including the code). The due date of the project report is
November 20.