Forward and Inverse Problems
Every measurement is the end of a chain of cause and effect. The forward problem
walks that chain forwards: from a complete description of the world — the model
m — predict what an instrument will record — the data
d. We write the forward map as
d = G(m).
The inverse problem is the scientist's real task: you have the data
d and want the model m that produced it.
Reconstruct the body from its X-ray shadows, the seabed from sonar echoes, the sharp image from
the blurred one.
Why running the chain backwards is hard
Forward problems are usually well-behaved: plug in m, turn the crank,
out comes d. Inverse problems fight back in three ways, all of which we
will meet:
- Non-uniqueness. Different models can produce identical data — the data does not pin down a single answer.
- Non-existence. Noisy data may match no model exactly, so we must settle for a best fit.
- Instability. A whisker of noise in d can swing the recovered m wildly — the defining headache of the subject.
The simplest taste of non-uniqueness: a forward map that is not one-to-one. If
d = m^2, then a single measured d has
two possible causes, m = \pm\sqrt{d} — the data alone cannot
choose between them.
One datum, two causes
The curve is a forward map d = G(m) = m^2; the horizontal line is a
measured data value d. Slide it: wherever the line crosses the curve is
a model consistent with the data — and it almost always crosses twice. That ambiguity,
in far subtler forms, is what regularization and priors will later resolve.