280390 VO MA PE 01 VO Inverse Problems (NPI) (2021W)

The course deals with the resolution of ill-posed problems, e.g. inverse problems from physics and simple problems from data science of data fitting type. More precisely, the following aspects will be covered:
-- Linear regression (and statistical aspects of least squares)
-- Discretization of inverse problems
-- Ill-posed problems and rank deficiency
-- Tikhonov regularization
-- Nonlinear regression (Newton method etc).
-- Bayesian approach

All of these topics will be complemented with exercises (Matlab or Python).