Wavelet Methods and Inverse Problems

Archaeological investigations are designed to acquire information without damaging the archaeological site. Magnetometry is one of the important techniques for producing a surface grid of readings, which can be used to infer underground features. The inversion of this data, to give a fitted model, is an inverse problem. This type of problem can be ill-posed or ill-conditioned, making the estimation of model parameters less stable or even impossible. More precisely, the relationship between archaeological data and parameters is expressed by a likelihood. It is not possible to use the standard regression estimate obtained through the likelihood, which means that no maximum likelihood estimate exists. Instead, various constraints can be added through a prior distribution with an estimate produced using the posterior distribution. Current approaches incorporate prior information describing smoothness, which is not always appropriate. The biggest challenge is that the reconstruction of an archaeological site as a single layer requires various physical features such as depth and extent to be assumed. By applying a smoothing prior in the analysis of stratigraphy data, however, these features are not easily estimated. Wavelet analysis has proved to be highly efficient at eliciting information from noisy data. Additionally, complicated signals can be explained by interpreting only a small number of wavelet coefficients. It is possible that a modelling approach, which attempts to describe an underlying function in terms of a multi-level wavelet representation will be an improvement on standard techniques. Further, a new method proposed uses an elastic-net based distribution as the prior. Two methods are used to solve the problem, one is based on one-stage estimation and the other is based on two stages. The one-stage considers two approaches a single prior for all wavelet resolution levels and a level-dependent prior, with separate priors at each resolution level. In a simulation study and a real data analysis, all these techniques are compared to several existing methods. It is shown that the methodology using a single prior provides good reconstruction, comparable even to several established wavelet methods that use mixture priors.