Hongkai Zhao

Jianliang Qian, Plamen Stefanov, Gunther Uhlmann et al.

We present a new algorithm for reconstructing an unknown source in Thermoacoustic and Photoacoustic Tomography based on the recent advances in understanding the theoretical nature of the problem. We work with variable sound speeds that might be also discontinuous across some surface. The latter problem arises in brain imaging. The new algorithm is based on an explicit formula in the form of a Neumann series. We present numerical examples with non-trapping, trapping and piecewise smooth speeds, as well as examples with data on a part of the boundary. These numerical examples demonstrate the robust performance of the new algorithm.

Leonardo Zepeda-Núñez, Hongkai Zhao

This paper presents a fast iterative solver for Lippmann-Schwinger equation for high-frequency waves scattered by a smooth medium with a compactly supported inhomogeneity. The solver is based on the sparsifying preconditioner and a domain decomposition approach similar to the method of polarized traces. The iterative solver has two levels, the outer level in which a sparsifying preconditioner for the Lippmann-Schwinger equation is constructed, and the inner level, in which the resulting sparsified system is solved fast using an iterative solver preconditioned with a bi-directional matrix-free variant of the method of polarized traces. The complexity of the construction and application of the preconditioner is $\mathcal{O}(N)$ and $\mathcal{O}(N\log{N})$ respectively, where $N$ is the number of degrees of freedom. Numerical experiments in 2D indicate that the number of iterations in both levels depends weakly on the frequency resulting in method with an overall $\mathcal{O}(N\log{N})$ complexity.

Cheng Zhang, Babak Shahbaba, Hongkai Zhao

Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian Manifold HMC have been proposed to provide distant proposals with high acceptance rate. These algorithms, however, tend to be computationally intensive which could limit their usefulness, especially for big data problems due to repetitive evaluations of functions and statistical quantities that depend on the data. This issue occurs in many statistic computing problems. In this paper, we propose a novel strategy that exploits smoothness (regularity) of parameter space to improve computational efficiency of MCMC algorithms. When evaluation of functions or statistical quantities are needed at a point in parameter space, interpolation from precomputed values or previous computed values is used. More specifically, we focus on Hamiltonian Monte Carlo (HMC) algorithms that use geometric information for faster exploration of probability distributions. Our proposed method is based on precomputing the required geometric information on a set of grids before running sampling information at nearby grids at each iteration of HMC. Sparse grid interpolation method is used for high dimensional problems. Tests on computational examples are shown to illustrate the advantages of our method.

Hongkai Zhao, Yimin Zhong

We present a hybrid imaging method for a challenging travel time tomography problem which includes both unknown medium and unknown scatterers in a bounded domain. The goal is to recover both the medium and the boundary of the scatterers from the scattering relation data on the domain boundary. Our method is composed of three steps: 1) preprocess the data to classify them into three different categories of measurements corresponding to non-broken rays, broken-once rays, and others, respectively, 2) use the the non-broken ray data and an effective data-driven layer stripping strategy--an optimization based iterative imaging method--to recover the medium velocity outside the convex hull of the scatterers, and 3) use selected broken-once ray data to recover the boundary of the scatterers--a direct imaging method. By numerical tests, we show that our hybrid method can recover both the unknown medium and the not-too-concave scatterers efficiently and robustly.

Rui Xiang, Rongjie Lai, Hongkai Zhao

In this work, we introduce a novel local pairwise descriptor and then develop a simple, effective iterative method to solve the resulting quadratic assignment through sparsity control for shape correspondence between two approximate isometric surfaces. Our pairwise descriptor is based on the stiffness and mass matrix of finite element approximation of the Laplace-Beltrami differential operator, which is local in space, sparse to represent, and extremely easy to compute while containing global information. It allows us to deal with open surfaces, partial matching, and topological perturbations robustly. To solve the resulting quadratic assignment problem efficiently, the two key ideas of our iterative algorithm are: 1) select pairs with good (approximate) correspondence as anchor points, 2) solve a regularized quadratic assignment problem only in the neighborhood of selected anchor points through sparsity control. These two ingredients can improve and increase the number of anchor points quickly while reducing the computation cost in each quadratic assignment iteration significantly. With enough high-quality anchor points, one may use various pointwise global features with reference to these anchor points to further improve the dense shape correspondence. We use various experiments to show the efficiency, quality, and versatility of our method on large data sets, patches, and point clouds (without global meshes).

Sijing Li, Zhiwen Zhang, Hongkai Zhao

We propose a data-driven approach to solve multiscale elliptic PDEs with random coefficients based on the intrinsic low dimension structure of the underlying elliptic differential operators. Our method consists of offline and online stages. At the offline stage, a low dimension space and its basis are extracted from the data to achieve significant dimension reduction in the solution space. At the online stage, the extracted basis will be used to solve a new multiscale elliptic PDE efficiently. The existence of low dimension structure is established by showing the high separability of the underlying Green's functions. Different online construction methods are proposed depending on the problem setup. We provide error analysis based on the sampling error and the truncation threshold in building the data-driven basis. Finally, we present numerical examples to demonstrate the accuracy and efficiency of the proposed method.

Jun Fang, Jianliang Qian, Leonardo Zepeda-Núñez et al.

We present a ray-based finite element method (ray-FEM) by learning basis adaptive to the underlying high-frequency Helmholtz equation in smooth media. Based on the geometric optics ansatz of the wave field, we learn local dominant ray directions by probing the medium using low-frequency waves with the same source. Once local ray directions are extracted, they are incorporated into the finite element basis to solve the high-frequency Helmholtz equation. This process can be continued to further improve approximations for both local ray directions and the high frequency wave field iteratively. The method requires a fixed number of grid points per wavelength to represent the wave field and achieves an asymptotic convergence as the frequency $ω\rightarrow \infty$ without the pollution effect. A fast solver is developed for the resulting linear system with an empirical complexity $\mathcal{O}(ω^d)$ up to a poly-logarithmic factor. Numerical examples in 2D are presented to corroborate the claims.

Cheng Zhang, Babak Shahbaba, Hongkai Zhao

Traditionally, the field of computational Bayesian statistics has been divided into two main subfields: variational methods and Markov chain Monte Carlo (MCMC). In recent years, however, several methods have been proposed based on combining variational Bayesian inference and MCMC simulation in order to improve their overall accuracy and computational efficiency. This marriage of fast evaluation and flexible approximation provides a promising means of designing scalable Bayesian inference methods. In this paper, we explore the possibility of incorporating variational approximation into a state-of-the-art MCMC method, Hamiltonian Monte Carlo (HMC), to reduce the required gradient computation in the simulation of Hamiltonian flow, which is the bottleneck for many applications of HMC in big data problems. To this end, we use a {\it free-form} approximation induced by a fast and flexible surrogate function based on single-hidden layer feedforward neural networks. The surrogate provides sufficiently accurate approximation while allowing for fast exploration of parameter space, resulting in an efficient approximate inference algorithm. We demonstrate the advantages of our method on both synthetic and real data problems.