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Published byJeffrey Shelton Modified over 9 years ago
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Inverse Problems: What are they, how can we approach them, and what can we learn from them?
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Consider the Following: Johnny works two jobs. This past April he made $2100 at the first, and an additional $1300 at the second. How much did Johnny make in total for the month of April?
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Consider the Following: Johnny works two jobs. This past April he made $2100 at the first, and an additional $1300 at the second. How much did Johnny make in total for the month of April? Not surprisingly, Johnny has made $3400 for April.
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But How About This: Susie also works two jobs. If Susie made $4500 for herself during the month of April, how much did she earn at each job individually?
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But How About This: Susie also works two jobs. If Susie made $4500 for herself during the month of April, how much did she earn at each job individually? There isn't a single answer for this question!
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Here's a general diagram of the situations we just had.
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In Johnny's case, we combined A & B to get C. Job #1 Salary Job #2 Salary Total Income
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But in Susie's case, we only had C to try finding A & B. Job #1 Salary Job #2 Salary Total Income
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This is an example of an inverse problem; how can we attempt to solve it? Job #1 Salary Job #2 Salary Total Income ? ?
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One way is by utilizing contours, like on this map of Hawaii.
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Here's a zoomed-in look at the Big Island.
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Note that the contours represent lines of constant elevation.
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We'll use that same idea, but applied in a different way.
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For example, here's the combination A+B, where we require that C = 75.
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All points on the blue contour represent A+B = 75.
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We could also show many contours at once.
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Here, the line in red represents the requirement that A+B = 110.
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We could combine A & B any way we want actually; here are contours for AB.
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So, in the regular problem, we find a unique answer C from our combined parameters A & B. However, in the inverse problem, we find a contour of solutions for A & B from a specified value for C. Mathematically speaking, there are infinitely-many solutions!
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Things start to get even more complex when we take uncertainties into account.
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This is a Normal Curve, also called a Bell Curve. Data can often be represented by this type of graph.
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Notice how the graph has both a center (or mean) & a spread (or standard deviation.) Center Spread
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The numbers at the bottom are a measure of how far from the center a value is: greater means farther away, and thus more unlikely to occur.
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We can use this idea in our requirement for C...
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...with the Chi-square Statistic (pronounced “K-eye.”)
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We can look at the value of Chi-square for C at many locations on our contour plot.
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The higher the value, the less likely that combination of A & B is (given our requirements on C.)
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Let's Try it Out: Suppose we are interested in the combination: A + B = C Say we also know that C = 110, with an uncertainty of 10. We might guess that we'd get a simple contour of possible A & B combos, like before. Is that the case?...
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...No! Now we find possible regions for A & B.
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The darker regions are more likely combos for A & B, while lighter regions are more unlikely.
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See how the uncertainty in C has spread out the combinations of A & B from a single contour?
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As we can see, there are a LOT of reasonable possibilities for A & B in this situation.
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Consider, Though: Say we were also interested in the combination: A – B = D Suppose we know that D = 30, with an uncertainty of 5. We realize now that we'll get a swath, just like with C from before. But what will it look like?...
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...Hey! This region runs in a different direction.
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By itself, this isn't really any more interesting. If we put both regions together, though...
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...Presto! We've shrunk the possible A & B combinations dramatically.
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In such situations, this Chi-square analysis has the potential to be quite powerful.
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In Summary: Relationship: Parameters {A,B} & Constraint C {A,B} → C: Unique (Normal Problem) C → {A,B}: Contour (Inverse Problem) Uncertainties on C: Contour morphs into Region Compile C with D: Region can shrink smaller Apply this idea to tackle real problems!
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