Consistent Inversion of Noisy Non-Abelian X-Ray Transforms FRANÇOIS MONARD University of California, Santa Cruz RICHARD NICKL University of Cambridge AND GABRIEL P. PATERNAIN University of Cambridge Abstract For M a simple surface, the nonlinear statistical inverse problem of recovering a matrix field ˆ W M ! so.n/ from discrete, noisy measurements of the SO.n/- valued scattering data Cˆ of a solution of a matrix ODE is considered (n  2). Injectivity of the mapˆ 7! Cˆ was established by Paternain, Salo, and Uhlmann in 2012. A statistical algorithm for the solution of this inverse problem based on Gauss- ian process priors is proposed, and it is shown how it can be implemented by infinite-dimensional MCMC methods. It is further shown that as the number N of measurements of point evaluations of Cˆ increases, the statistical error in the recovery of ˆ converges to 0 in L2.M/-distance at a rate that is algebraic in 1=N and approaches 1= p N for smooth matrix fields ˆ. The proof relies, among other things, on a new stability estimate for the inverse map Cˆ ! ˆ. Key applications of our results are discussed in the case n D 3 to polarimet- ric neutron tomography. © 2020 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC Contents 1. Introduction 2 2. Theoretical Results for the Deterministic Inverse Problem 7 3. Bayesian Inversion of Non-Abelian X-Ray Transforms 9 4. Implementation of the Algorithm 14 5. Proofs 18 Bibliography 52 Communications on Pure and Applied Mathematics, 0001–0055 (PREPRINT) © 2020 The Authors. Communications on Pure and Applied Mathematics published by Wiley Peri- odicals LLC This is an open access article under the terms of the Creative Commons Attribution License, which permits use, distribution and reproduction in any medium, provided the original work is properly cited. 2 F. MONARD, R. NICKL, AND G. P. PATERNAIN 1 Introduction 1.1 Non-Abelian X-Ray Transforms Our object of study is the non-Abelian X-ray transform, a mapping from a matrix-valued fieldˆ defined on a Riemannian surface with boundary .M; g; @M/, to its scattering data Cˆ, defined at the influx boundary @CSM of M , given by @CSM D f.x; v/ 2 TM; x 2 @M; gx.v; v/ D 1; hv; xig  0g; where TM is the tangent bundle of M , and x denotes the outward unit normal at x 2 @M . We will assume that the surfaceM is simple in the sense that it is (topologically) a disk, it has no conjugate points, and a strictly convex boundary. Strictly convex domains in the plane (and small perturbations of them) are examples of simple surfaces. In this context, all unit-speed geodesics1 inM exitM in finite time. This fact allows us to identify @CSM with the space of geodesics on M , by associating to any .x; v/ 2 @CSM the unique geodesic passing through .x; v/. Letˆ WM ! Cnn be a smooth map. Given a unit-speed geodesic W Œ0; T ! M with endpoints .0/; .T / 2 @M , we may define the scattering data of ˆ on to be Cˆ. / WD U.0/, where U W Œ0; T  ! Cnn satisfies the linear system of ODEs PU Cˆ. .t//U D 0; U.T / D id: This problem, backward in time for convention here, is well-posed and leads to a unique definition of U.0/, containing cumulated information about ˆ along the geodesic . Note that when ˆ is scalar, we obtain logU.0/ D R T0 ˆ. .t//dt , which is the classical X-ray/Radon transform of ˆ along the curve . Considering the collection of all such data makes up the scattering data (or non-Abelian X-ray transform) of ˆ, viewed here as a map CˆW @CSM ! Cnn; and we are concerned with the problem of recovering ˆ from Cˆ. Inverting Abelian and non-Abelian X-ray transforms are examples of inverse problems in integral geometry, an active field permeating several tomographic imaging meth- ods; see, e.g., the recent topical review [23]. The problem of inverting the nonlinear mapping ˆ 7! Cˆ in this generality has been recently solved in [35]. Previous injectivity results were obtained, either by adding curvature conditions on the manifold or by fixing a Lie group G (realised as matrices, for simplicity) and its Lie algebra g, in turn asking whether a g-valued field ˆ can be recovered from its G-valued scattering data Cˆ. In this paper, we will mainly use the Lie groups SO.n/ D fU 2 Rnn; U TU D id; detU D 1g, U.n/ D fU 2 Cnn; U U D idg, and SU.n/ D U.n/ \ fdet D 1g, and their Lie 1 Unit-speed geodesics are locally defined dynamically through the equation r P P D 0 with r the Levi-Civita connection and satisfying g .t/. P .t/; P .t// D 1 for all t where .t/ is defined. CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 3 algebras so.n/ D fA 2 Rnn; AT C A D 0g, u.n/ D fA 2 Cnn; A C A D 0g, and su.n/ D u.n/ \ ftr D 0g. Above, T, , det, and tr refer to matrix ‘transpose’, ‘conjugate transpose’, ‘determinant’, and ‘trace’, respectively. Note the inclusions SO.n/  SU.n/  U.n/:(1.1) The state of the art on this question can be written as follows: THEOREM 1.1. Let .M; g/ be a simple surface. The map ˆ 7! Cˆ is injective in the following cases: (a) G D U.n/ [34], (b) G D GL.n;C/ [35]. The proof of (b) consists of a reduction to the unitary case in (a) via a factor- ization theorem in loop groups. Earlier injectivity results have been obtained by several authors; cf. [14, 32, 33] and references therein, particularly when .M; g/ is a domain in the Euclidean plane. The absence of concrete reconstruction formulas for the inverse map Cˆ ! ˆ when n  2, and the challenge of dealing with physical experiments such as those arising in polarimetric neutron tomography, where N discrete and noisy measure- ments DN  PNˆ of Cˆ 2 SO.3/ are made (see Section 1.2 and Section 1.3 for details), motivate the main contribution of this article, which is to present a statis- tical algorithm xˆ.DN / that allows to recover ˆ. The implementation of xˆ.DN / is detailed in Section 4, and our main theoretical result is the statistical analogue of the injectivity result Theorem 1.1, namely the frequentist consistency of recon- struction in the large sample limit, which somewhat informally can be stated as follows: THEOREM 1.2. Suppose the dataDN is generated from the probability distribution PNˆ0 where ˆ0 WM ! so.n/ is any smooth matrix field ˆ0. Then we have that, as sample size N !1, and in PNˆ0-probability, xˆ.DN / ˆ0 L2.M/ ! 0: See Theorem 3.2 in Section 3 for a fully rigorous statement of this result, which in fact requires significantly weaker hypotheses on ˆ0, and also specifies an ex- plicit ‘algebraic’ rate of convergence N in the last limit. The proof of the previous theorem relies on ideas from Bayesian nonparamet- ric statistics [16, 43] and on new ‘quantitative versions’ of the injectivity result in Theorem 1.1, which are of independent interest and stated in Section 2. 1.2 Polarimetric Neutron Tomography (PNT) The basic problem in PNT consists in finding a magnetic field from spin mea- surements of neutrons [11, 22, 25, 37]. In this case the explicit relation is ˆ D 24 0 B3 B2B3 0 B1 B2 B1 0 35 4 F. MONARD, R. NICKL, AND G. P. PATERNAIN where B D .B1; B2; B3/ is the magnetic field. In the case of PNT one assumes that the underlying surfaceM is just the disc in the plane (by slicing with 2D discs one can solve the 3D problem). The details of the experiment of polarimetric neutron tomography may be found, e.g., in [37]. Here we give a description that is suitable for our purposes. The data produced by the experiment is the orthogonal matrix C1ˆ .x; v/ D C Tˆ.x; v/ 2 SO.3/, where Cˆ.x; v/ is the scattering data described above. The significance of this in terms of spin, is as follows: if a neutron traveling along the ray determined by .x; v/ enters the magnetic field with a spin sin 2 S2 (S2 denotes the Euclidean unit sphere in R3), it exits the field with spin sout D C1ˆ .x; v/sin 2 S2 (for an ensemble of polarized neutrons in a magnetic field it can be shown that they be- have like a particle with a classical magnetic moment). The magnetic field B is defined in 3D space, but the experiment makes measurements on a 2D plane and produces a global reconstruction by slicing. The geometry of the experiment is thus a 2D parallel beam geometry that is easily converted into fan-beam geometry as considered above. The question is then how to manipulate the spin to produce the orthogonal matrix. This is done with an ingenious sequence of spin flippers and rotators placed before and after the magnetic field being measured. The ma- terial containing the magnetic field can also be rotated so as to produce parallel beams from different angles. After the spin has been manipulated it goes through an analyser; this device is essentially a spin filter that only lets those neutrons with vertically aligned spin go through. The neutron count is then measured with a de- tector that produces an intensity reading. The spin of the entering beam is perfectly aligned with the spin of the analyser, so that the intensity measurement is actually a measurement of the angle of rotation of the spin due to the magnetic field. The key relation is given by [25, eq. 1] (1.2) I D I0A 1 2 .1C cos'/; where A is the attenuation of the medium, I0 is the intensity of the incoming beam, and ' is the angle by which the spin has rotated. The use of the spin flipper allows the measurement of I 0 D I0A 1 2 .1 cos'/; and from this one deduces that cos' D I I 0 I C I 0 ; which then becomes an entry of our matrix C Tˆ.x; v/. By rotating by =2 and flipping (rotation by ) one can thus produce the entire orthogonal matrix as data. In other words, if fe1; e2; e3g is the canonical basis of 3-space, cos' gives, for all i; j , C Tˆ.x; v/ei  ej and hence all the matrix entries. In some situations, where the attenuation of the medium is known, the use of spin flippers is not necessary and can be calibrated out. Assuming an additive Gaussian noise in the intensities I , CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 5 equation (1.2) approximately produces an additive Gaussian noise in the entries of the matrix Cˆ, which is precisely the noise model we adopt below. As in the articles [12,37], our approach reconstructs 3D magnetic fields of arbi- trary direction and distribution. This provides a method able to investigate samples without imposing any a priori knowledge of the magnetic field orientation and re- quires understanding of the full nonlinear inverse problem. The recent preprint [12] introduces a modified Newton-Kantorovich type algorithm for the solution of the nonlinear problem, a Newton-type algorithm where the inversion of the Jacobian at each iteration only uses the differential of the map ˆ 7! Cˆ at the base point ˆ0  0. As pointed out in [12], the algorithm appears to work well for small enough fields (or large enough velocities of neutrons), but may fail due to ‘phase wrapping’ when the field is large enough. Our approach does not exhibit this problem. 1.3 The Statistical Observation Scheme Consider a simple surface M as above with influx boundary @CSM , and a matrix-valued map ˆ WM ! g and scattering data Cˆ W @CSM ! G: Here we take G D SO.n/ for some n  2, with corresponding Lie algebra g D so.n/, the set of skew-symmetric matrices. Recall that in the key application to PNT from the previous subsection, M is the flat disk and n D 3. We could take G D SU.n/ and g D su.n/ just as well, but for the sake of conciseness prefer to avoid a complex-valued statistical noise model in what follows. To describe the statistical observation setting, let  be the uniform distribution (volume element) on @CSM (see (1.5) below for a precise definition), and consider ‘design’ random variables .Xi ; Vi / N iD1 i:i:d:  on @CSM: These draws represent a randomised choice of the geodesics for which experiments are performed—they have to be equally spaced in a statistical sense throughout geodesic space @CSM . For each resulting measurement of Cˆ..Xi ; Vi // the sta- tistical observational error arising in the experiment is modeled by independent Gaussian matrix noise. More precisely, let ."i;j;k W 1  j; k  n/NiD1 be i.i.d. N.0; ff2/; ff > 0, random variables that are independent of the .Xi ; Vi /’s, and let Ei D ."i;j;k/ be the random n  n noise matrix that adds a Gaussian noise variable in each matrix entry to Cˆ..Xi ; Vi //. Our observations then consist of the sequence of N random n  n matrices (1.3) Yi D .Yi;j;k/; Yi;j;k D Cˆ..Xi ; Vi //j;k C "i;j;k; i D 1; : : : ; N; 1  j; k  n: 6 F. MONARD, R. NICKL, AND G. P. PATERNAIN The variables Yi;j;k are all independent, and even i.i.d. for j; k fixed. Conditionally on .Xi ; Vi / D .xi ; vi / they are multivariate normal random variables with diagonal covariance and (vectorised) mean Cffi.xi ; vi /j;k . Note that while Cˆ.x; y/ takes values in SO.n/, the Yi are not in SO.n/ as we have not constrained Ei at all—this is in line with the physical experiments for PNT described in Section 1.2 where statistical errors arise from noisy measurements of each matrix entry of Cˆ.x; v/. For the theory we will assume that the noise variance ff2 > 0 is fixed and known— in practice it can be replaced by the estimated sample variance of the Yi;j;k’s. To fix notation: The joint law of the random variables .Yi ; .Xi ; Vi //NiD1 in (1.3) on .Rnn  @CSM/N will be denoted by PNˆ D NiD1P iˆ, where we note P iˆ D P 1ˆ for all i . We also write P N " for the law of the .Ei /NiD1’s, N for the law of the .Xi ; Vi / N iD1, and (1.4) DN D fY1; : : : ; YN ; .X1; V1/; : : : ; .XN ; VN /g for the full data vector. The corresponding expectation operators are obtained by replacing ‘P ’ by ‘E’ in the preceding expressions. The dependence on ff2 will be suppressed in the notation. 1.4 Some Geometric Background and Basic Notation We conclude this section by introducing some more basic notation that will be used throughout. Our background geometry is a simple surface with boundary .M; g; @M/. By ‘simple’, we mean (i) M is nontrapping (in the sense that every maximal geodesic in M has finite length), (ii) M has no conjugate points, and (iii) @M is strictly convex (i.e., @M has positive definite second fundamental form). We denote by SM the unit tangent bundle of M , namely SM D f.x; v/ 2 TM; gx.v; v/ D 1g: Its boundary @SM WD f.x; v/ 2 SM W x 2 @M g can be split into ‘influx’ and ‘outflux’ boundary, depending on whether the tangent vector points inside or outside, namely we define, for x is the outer unit normal at x 2 @M , @SM WD f.x; v/ 2 @SM W hv; xig  0g: The manifolds M , @M , SM , and @CSM all carry natural volume elements, allowing us to define L2 spaces below. Specifically, the Riemannian metric g induces an area form dx on M and restricts to a metric on @M . The unit sphere bundle SM carries the volume element d†3 D dx dv where dv is the length element in the unit circle Sx  TxM . Finally, the boundary @SM of SM carries the area form d†2 D ds dv where dv is as above and ds is the arclength (w.r.t. the metric g) along the boundary. Its restriction to @CSM will be denoted by (1.5)   1 Area.@CSM/ d†2j@CSM : CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 7 The spaces Cn and Cnn will be equipped with the canonical Hermitian inner product h ; i and induced norm j  j. For elements in Cnn, this corresponds to the Frobenius norm jAj2F WD tr.AA/ D Pn i;jD1 jAi;j j2, which is U.n/-invariant in the sense that for any U 2 U.n/ and A arbitrary, jAU jF D jUAjF D jAjF . Given .N; h/ a d -dimensional Riemannian manifold (eitherM , @M , SM , @SM , or @CSM as explained above), one may adapt the usual function spaces to Cn- or C nn-valued functions as follows: L2.N;Cnn/, L1.N;Cnn/ with norms kU k2 L2 WD Z N jU j2F dVolh; kU kL1 WD sup y2N jU.y/jF : One may differentiate functions using partial derivatives f@yj gdjD1 in coordinate charts, or equivalently, using fTj gdjD1 a global basis of smooth vector fields on N that pairwise commutes (it will be useful to adopt the latter viewpoint in later sections). Given a d -index D . 1; : : : ; d /, one may define j j D 1C  C d and T D T 11   T dd . The metric h equips N with a distance function dh.x; y/, and for  0, we can thus define Hölder spaces C .N;Cnn/ with norm kU kC D X j jb c sup y2N T U.y/ F C X j jDb c sup x¤y2N jT U.x/ T U.y/jF dh.x; y/ b c ; with the second term removed when is an integer. We will also use L2-based Sobolev spaces H s.N;Cnn/ with norm kU k2H s D X j js kT U k2 L2 for s 2 N, and defined by interpolation otherwise (see, e.g., [41, chap. 4]). As above, when clear from the context, the domain and/or codomain will be dropped from the notation. In the following sections, spaces of functions with codomain SO.n/, SU.n/, or their Lie algebras will make use of the same topology of the corresponding spaces of Cnn-valued functions. The c-subscript attached to a space of maps defined on M denotes the linear subspace of those maps that vanish identically outside of a compact subset of the interior M int of M . 2 Theoretical Results for the Deterministic Inverse Problem When discrete measurements of the forward data Cˆ are corrupted by statistical noise, the injectivity result Theorem 1.1 is not useful for reconstructing ˆ from the observations, and we will discuss in the next section how to develop statistical methods that consistently solve this statistical inverse problem. The proofs that substantiate these methods are based on quantitative versions of Theorem 1.1— stability estimates—as well as continuity properties of the forward map, and we describe in this section the analytical results we obtain. 8 F. MONARD, R. NICKL, AND G. P. PATERNAIN The results to follow hold when the codomain of the matrix fields is the largest of the three compact Lie groups introduced before Theorem 1.1, namely U.n/ (with Lie algebra u.n/); see equation (1.1). THEOREM 2.1. Let .M; g/ be a simple surface. Given two matrix fields ˆ and ‰ in C 1.M; u.n//, there exists a constant c.ˆ;‰/ such that kˆ ‰kL2.M/  c.ˆ;‰/ CˆC1‰ id H1.@CSM/; where c.ˆ;‰/ is a continuous function of kˆkC1 _ k‰kC1 , explicitly c.ˆ;‰/ D C1.1C .kˆkC1 _ k‰kC1// eC2.kˆkC1_k‰kC1 /;(2.1) and where the constants C1; C2 only depend on .M; g/. The proof of Theorem 2.1 initially follows the approach for obtainingL2 ! H 1 stability estimates for the geodesic X-ray transform I as presented in [39, theorem 3.4.3]. Our starting point is the pseudo-linearisation formula CˆC 1 ‰ D idC I‚.ˆ;‰/.ˆ ‰/ where I‚.ˆ;‰/ is a geodesic X-ray transform with suitable weights; see Lemma 5.5. To prove Theorem 2.1 it suffices to show that kˆ ‰kL2.M/  c.ˆ;‰/kI‚.ˆ;‰/.‰ ˆ/kH1.@CSM/: To this end, we use the energy identity (Pestov identity) developed in [34] for ma- trix weights arising for connections and matrix fields. The presence of the weights produces additional terms in the identity that need to be controlled to obtain the es- timate above, and this is where most of the work lies. The main idea for controlling them comes from [34], where a connection with the right curvature is artificially in- troduced to control these terms. The connection is later removed by using (scalar) holomorphic integrating factors whose existence is guaranteed by the microlocal properties of the normal operator associated to the geodesic X-ray transform act- ing on functions. Taming these integrating factors has a cost that is reflected in the constant c.ˆ;‰/ given in (2.1). For the proof of Theorem 3.2 below, we also require ‘forward’ estimates in Sobolev and Hölder scales. These are less sophisticated in nature than the stability estimate above, and hold under less restrictive assumptions. Recall that .M; g/ is said to be nontrapping if there is no geodesic with infinite length (any simple manifold is nontrapping). THEOREM 2.2. Let .M; g/ be a nontrapping surface with strictly convex boundary. For any integer k  0 and for everyˆ;‰ 2 C k.M; u.n//, the following continuity CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 9 estimates hold: kCˆ C‰kHk.@CSM;Cnn/(2.2) . .1C kˆkCk C k‰kCk /2kkˆ ‰kHk.M;Cnn/; kCˆ C‰kCk.@CSM;Cnn/(2.3) . .1C kˆkCk C k‰kCk /kkˆ ‰kCk.M;Cnn/; where by. we mean that the inequality holds with some constant that only depends on .M; g/ and k. In fact, in the proof of Theorem 3.2 we shall use instead of Theorem 2.1 the following corollary of the previous two results: COROLLARY 2.3. Under the same hypotheses as in Theorem 2.1 and c.ˆ;‰/ as in (2.1), then (2.4) kˆ ‰kL2.M/  C 0c.ˆ;‰/.1C k‰kC1/kCˆ C‰kH1.@CSM/; where C 0 is independent of ˆ or ‰. 3 Bayesian Inversion of Non-Abelian X-Ray Transforms 3.1 Main Results The main goal of this section is to introduce a method to infer the matrix field ˆ 2 C.M; so.n// from discrete observations DN of the scattering data Cˆ de- scribed in Section 1.3. We follow the general paradigm of Bayesian inverse prob- lems advocated by A. Stuart [10, 40], which is also related to the paradigm of Bayesian numerical analysis [4, 13] in the noiseless case (ff D 0). The idea is to start from a Gaussian process prior … for the parameter ˆ and to use Bayes’ theorem to infer the best posterior guess for ˆ given data DN . Below we will state a theorem to the effect that the posterior mean fields xˆN D E…ŒˆjDN  corresponding to a flexible class of Lie-algebra-valued Gaussian pro- cess priors … for ˆ consistently recover the ‘true’ ˆ0 in the frequentist large sam- ple limit as N !1, when noisy experiments have been performed under PNˆ0 in the model (1.3). In fact, we will provide a stochastic convergence rate to 0 of the recovery error that is algebraic in inverse sample size 1=N . The proof of Theorem 3.2 below provides a template to establish rigorous sta- tistical guarantees for the Bayesian approach to other nonlinear inverse problems as well. See Section 5.4 and Remark 3.6 for more discussion. We emphasise that obtaining probabilistic consistency under PNˆ0 entails ap- proximate uniformity of the design .Xi ; Vi / and rules out ‘adversarial’ designs. Fixed (nonrandom) design .xi ; vi / that is sufficiently ‘equally spaced’ throughout @CSM could be considered as well in the theory that follows, either via appealing to asymptotic statistical equivalence results in nonparametric regression [36] or by 10 F. MONARD, R. NICKL, AND G. P. PATERNAIN tracking the numerical discretisation error explicitly through all the proofs that fol- low. For the purposes of the present paper we opt for the random design setting, as it allows for a cleaner, unified probabilistic treatment of the measurement process. To introduce the Bayesian approach more concisely, consider a prior … for a vector field .B1; : : : ; Bxn/ by prescribing a Borel probability measure on the space xnjD1C.M/ where xn D n.n 1/ 2 D dim.so.n//: The natural isomorphism between xnjD1C.M/ and the space C.M; so.n// of con- tinuous functions from M to so.n/ in turn generates a prior … for ˆ by forming a so.n/-valued field from the Bi . For instance, in the case n D 3 so that also xn D 3, relevant in PNT, we construct … from ˆ.x/ D 24 0 B3.x/ B2.x/B3.x/ 0 B1.x/ B2.x/ B1.x/ 0 35; x 2M:(3.1) Then we make the Bayesian model assumption that .Yi ; .Xi ; Vi // N iD1jˆ  PNˆ on .Rnn  @CSM/N ; which by Bayes’ rule generates on C.M; so.n// a conditional posterior distribution ofˆj.Yi ; .Xi ; Vi //NiD1—it will be denoted by….  j.Yi ; .Xi ; Vi //NiD1/  ….  jDN /. The posterior distribution arises from a dominated family of probability measures (see (5.43) below) and is hence given by ….AjDN /  ….AjY1; : : : ; YN ; .X1; V1/; : : : ; .XN ; VN // D R A e `N .ˆ/d….ˆ/R e`N .ˆ/d….ˆ/ ; (3.2) for any Borel set A in C.M; so.n//. Here `N .ˆ/ D X iN `i .ˆ/; where `i .ˆ/ D 1 2ff2 X 1j;kn  Yi;j;k Cˆ..Xi ; Vi //j;k 2 ; (3.3) is, up to additive constants, the log-likelihood function of the observations. While what precedes was not specific to the choice of a particular prior, the main theorem to follow will hold for priors arising from certain so.n/-valued Gaussian processes. These will be constructed from a Gaussian base prior …0 from which the coordinates Bj of xnjD1C.M/ will be drawn independently. In fact, we will require draws from …0 to have -Hölder-continuous sample paths on M almost surely. We refer, e.g., to [18, secs. 2.1 and 2.6] for the basic definitions of Gaussian measures and processes and their reproducing kernel Hilbert spaces (RKHS). CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 11 Condition 3.1. For > 0 and > C 1, let …0 be a centred Gaussian Borel probability measure on the Banach space C.M/ that is supported in a separable (measurable) linear subspace of C .M/, and assume its RKHS .H; kkH/ is con- tinuously imbedded into the Sobolev space H .M/. See Remark 3.4 for concrete examples and constructions of such Gaussian process priors with ‘maximal choice’ H D H .M/ and arbitrary > C 1. Now given a random draw f 0  …0 we define a new random function (3.4) B.x/ D BN .x/ D f 0.x/p N 1=. C1/ ; x 2M; f 0  …0; and denote its law in C.M/ by …B D …B;N . Then let B1; : : : ; Bxn be random functions on M drawn as i.i.d. copies from …B , and let the prior … D xnjD1…B for ˆ be the resulting centred Gaussian product probability measure in the space C.M; so.n// ' xnjD1C.M/ (see (3.1) for n D 3). Shrinking the prior towards the origin in a N -dependent way as in (3.4) is crucial in our proofs; see Remark 3.5 for discussion. The following theorem gives a bound for the convergence rate of the posterior mean: (3.5) xˆN D xˆ .Yi ; .Xi ; Vi // N iD1  D E…ˆj.Yi ; .Xi ; Vi //NiD1 towards the true field ˆ0 in L2.M/-loss, under the law PNˆ0 of the observations. Note that this mean (expected value) is understood in the usual sense of Bochner in- tegrals, and hence xˆ takes values inC.M; so.n//. For fixed data vector Yi ; .Xi ; Vi / and since for Cˆ 2 SO.n/ the norms kCˆkL1 are bounded by a fixed constant, this expected value exists almost surely by (3.2) and a basic application of Fer- nique’s theorem (see [18, exer. 2.1.5]). Let us say ˆ 2 H if all matrix entries of ˆ are contained in H. THEOREM 3.2. Suppose the Gaussian prior … for ˆ arises as after (3.4) with base prior …0 satisfying Condition 3.1 for > C 1, > 2. Let xˆN be the mean (3.5) of the posterior distribution….  j.Yi ; .Xi ; Vi //NiD1/ arising from observations (1.3). Assume ˆ0 2 C .M; so.n// \H. Then we have, for some  > 0, PNˆ0 xˆN ˆ0 L2.M/ > N! 0 as N !1: The proof is given in Section 5.4. We note that the constraint > 2 (and hence > 3) could be relaxed to > 1 (and hence > 2) at the expense of more technical proofs (see Remark 5.20). We further remark that in the proof we establish in particular that the random posterior measure ….  j.Yi ; .Xi ; Vi //NiD1/ on C.M; so.n// concentrates with probability approaching 1 in a N-diameter L2.M/-ball centred at ˆ0; see Theorem 5.19. 12 F. MONARD, R. NICKL, AND G. P. PATERNAIN 3.2 Remarks and Discussion Remark 3.3 (The exponent ). In the proof (see (5.66)) we show that  < .2 C 2/ x 1 x for any integer x s.t. 1 < x < ; is permitted in the previous theorem. If ˆ0 2 C1.M/ D T >0H .M/ and if we take priors… that verify Condition 3.1 for large enough ; andH D H .M/ (possible by Remark 3.4), then we can make  as close to 1=2 as desired, and it is easy to show that  D 1=2 cannot be improved upon by any algorithm. So at least for smooth ˆ0 the recovery guarantee from Theorem 3.2 is (near-)optimal. In the ‘low regularity case’ where is not large, our bound for  may not be optimal. A conjecture for the optimal value for  can be obtained from the much simpler linear and Abelian case (n D 1) corresponding to the classical Radon transform, which is treated in [31, exam. 2.5], where the exponent  D =.2 C 3/ is attained, which can be shown to be optimal in this special case. Remark 3.4 (Construction of Gaussian priors). We describe here some Gaussian process priors verifying Condition 3.1 with H D H .M/. As a first basic example consider the case where M equals the unit disk D D f.x1; x2/ 2 R2 W x21 C x22  1g in R2 with ‘flat’ (Euclidean) geometry, relevant in PNT. For arbitrary > 0we can then take for…0 the restriction toD of a stationary Gaussian process onR2 with appropriate (Whittle-)Matérn covariance function k (see [16, p. 313] and Section 4 below). This gives a Gaussian prior on C.D/ with RKHS H equal to the space of restrictions to D of elements of H .R2/ (using exercise 2.6.5 in [18]). This space is well-known (e.g., [41, chap. 4]) to coincide with H .D/, and the sample paths of this process lie in the separable subspace C 0.D/ of C .D/ for any < 0 < 1; see [16, p. 575f] for a proof. The preceding construction works for any smooth bounded domainD in R2. In particular, a simple surface M is diffeomorphic to a disc and the Sobolev spaces H .D/ andH .M/ coincide with equivalent norms—the Matérn prior can thus be used even when M equals D equipped with a different Riemannian metric. Alter- natively, one can embed M isometrically into a larger closed compact (boundary- less) manifold S and use the orthonormal basis of eigenfunctions fekg of the Laplace-Beltrami operator on S to generate Gaussian random series fS .x/ DP k ffkgkek.x/, gk i:i:d: N.0; 1/, x 2 S; which after restriction to M and for suitable choice of ffk > 0, generate Gaussian priors…with any prescribed Sobolev space H .M/ as RKHS. Remark 3.5 (Rescaled Gaussian Priors). While the use of Gaussian process tech- niques [3, 15, 26] in the proof of Theorem 3.2 is inspired by previous work in [42, 43] and also [17] for ‘direct’ problems, the inverse setting poses several chal- lenges, particularly in the nonlinear case. In our proofs we show how these chal- lenges can be overcome by shrinking common Gaussian process priors towards the CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 13 origin as in (3.4)—the shrinkage enforces the necessary additional ‘a priori’ regu- larisation of the posterior distribution to permit the use of our stability estimates. While similar rescaled priors have been shown to work in some ‘direct’ settings before (they appear as special cases of the rescaled priors studied in [42], see their theorem 3.2), in our setting they play a crucial role: Without rescaling the exponen- tial growth in the C 1-norms of ˆ of the constant (2.1) would render our stability estimate useless in the proofs. Remark 3.6 (Related literature on Bayesian nonlinear inverse problems). The study of statistical guarantees for the Bayesian approach to nonlinear inverse problems has seen a recent surge of interest. In the references [29, 30, 44] nonlinear inverse problems of elliptic and parabolic type are studied. The results therein however only hold for specific ‘uniformly bounded wavelet’ type priors—while these are useful to develop a first theoretical understanding of Bayesian inversion algorithms, they posit very strong a priori assumptions on the parameter of interest and the efficient computability of the resulting posterior distribution is also unclear. The recent reference [31] obtains convergence rate results for optimisation based MAP estimates (see Section 4.2 for a brief discussion of those) in a general class of nonlinear inverse problems. For nonlinear forward maps as the ones relevant here, these MAP estimates can be difficult to compute, and at any rate may behave quite differently from the posterior mean: The algorithm E…Œˆj.Yi ; .Xi ; Vi //NiD1 studied here is a Bochner integral with respect to an infinite-dimensional and non- Gaussian posterior distribution, and variational ideas from optimisation cannot be used directly in its analysis. In the proof of Theorem 3.2 we develop new tech- niques that allow to prove convergence rates for such algorithms—see Section 5.4 for a discussion of the key ideas that are relevant in other settings, too. Indeed, the very recent references [1, 19] have already succeeded in adapting our proof template to other nonlinear inverse problems. For instance, [1] studies statistical versions of a conceptually related boundary value problem arising with electrical impedance tomography (‘Calderón problems’). Our results imply that statistical inversion of non-Abelian X-ray transforms (for ‘smooth parameters’ ˆ) admits better (i.e., polynomial) convergence rates than the necessarily logarithmic (in in- verse noise level) recovery guarantees derived in [1] for the Calderón problem (with smooth conductivities). Remark 3.7 (Towards uncertainty quantification). Theorem 3.2 also serves as a starting point to prove more refined Bernstein–von Mises theorems entailing that the posterior distribution is approximated in a suitable infinite-dimensional space by a canonical Gaussian measure (cf. [5, 6]). For a nonlinear elliptic inverse prob- lem a first result of this kind was recently proved in [29], and for the linearisation of the nonlinear problem considered here, such results were obtained in [28]. In principle, joining the ideas of [28,29] with the techniques of the present paper, one can conjecture that Bernstein–von Mises theorems should also hold true for the case of non-Abelian X-ray transforms—this is the subject of ongoing research. 14 F. MONARD, R. NICKL, AND G. P. PATERNAIN FIGURE 4.1. Left to right: An example of mesh with Nv D 886 ver- tices. Some geodesics for the metric we use in the examples that follow. A contour plot of the ‘sound speed’ c D ex is superimposed. 4 Implementation of the Algorithm In this section, we present some numerical reconstructions of an su.2/-valued matrix field ˆ from its noisy scattering data Cˆ 2 SU.2/. In this case, ˆ is generated by three real-valued components B1; B2; B3 through the relation ˆ D B1ff1 C B2ff2 C B3ff3, where we have used the basis of su(2): ff1 D 1 2  i 0 0 i  ; ff2 D 1 2  0 1 1 0  ; ff3 D 1 2  0 i i 0  ; with structure equations Œff1; ff2 D ff3, Œff2; ff3 D ff1, and Œff3; ff1 D ff2. The approach presented easily adapts to any so.n/-, su.n/-, or u.n/-valued field (in- cluding the so.3/-valued case of polarimetric neutron tomography, a close cousin of the present case), with some minor Lie-group-specific modifications to be made for an accurate computation of forward data. 4.1 Numerical Domain and Forward Operator The computational domain is an unstructured triangular mesh discretising the unit disk M D fx2 C y2  1g made of Nv vertices, and functions on it are piecewise linear, uniquely determined by their values at the vertices; see Figure 4.1. In particular, ˆ is regarded as an element of R3Nv . The metric is isotropic, written as g D e2x.x;y/id, with scalar function x given by x.x; y/ D 0:3.e..xC0:3/2Cy2/=2fi2 e..x0:3/2Cy2/=2fi2/; fi D 0:25: Such an example can be seen to be nontrapping and have no conjugate points and a strictly convex boundary; i.e., .M; g/ is simple. The case of Euclidean geometry would correspond to x  0. Geodesic (data) space, modeled as @CSM , is param- eterised in fan-beam coordinates . ; / 2 .0; 2/  .=2; =2/ (with uniform probability measure d D d d =.22/). Below we will draw N geodesics uniformly at random, characterised by N ini- tial conditions . i ; i / 2 @CSM , 1  i  N , and our statistical algorithm will CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 15 require numerical evaluation of the forward data Cˆ. i ; i /, which we now de- scribe: Out of each data point . i ; i /, we first compute a geodesic using a forward scheme with step size h to solve a discretisation of the system Px.t/ D ex cos ; Py.t/ D ex sin ; P.t/ D ex. sin @xxC cos @yx/; with initial condition x.0/ D cos i , y.0/ D sin i , and .0/ D i CC i , until the geodesic exits the domain. This produces a discretised geodesic i D f.xi .tj /; yi .tj //; tj D jh; 0  j  Jig: Once such a geodesic is computed, we must then discretise the matrix ODE PU. i .t/; P i .t//Cˆ. i .t//U. i .t/; P i .t// D 0; U. i .0// D id: (The problem here is forward in time unlike that given in the introduction, though since ˆ is u.n/-valued, this amounts to computing the conjugate transpose of Cˆ, which leads to the same problem.) To discretise the above ODE, we denote U .i;j / WD U. i .tj /; P i .tj // and imple- ment the scheme U .i;j / D exp.hˆ.i;j1//  U .i;j1/; 1  j  Ji ;(4.1) where we have defined ˆ.i;j1/ D ˆ.xi .tj1/; yi .tj1//. In fact, the code im- plements a predictor-corrector variant of this scheme for improved accuracy on the computation of the exponentials. The use of matrix exponentials in (4.1) (compared to standard forward-marching schemes) ensures that the matrix solutionU numerically remains in SU.2/, and the computation of these exponentials can be done via an explicit formula; namely, for A D aff1 C bff2 C cff3 and denoting jaj WD p a2 C b2 C c2, we have for l 2 R exp.lA/ D cos  l jaj 2  idC sinc  l jaj 2  lA .sinc x WD .sin x/=x/: (Note that the formula above would need to be adapted if a Lie algebra g dif- ferent from su.2/ is of interest.) The evaluation of ˆ.i;j1/ is done by barycen- tric combination of the values of ˆ at the three vertices of the triangle containing .xi .tj1/; yi .tj1//. After implementing (4.1), the scattering data Cˆ. i / is nothing but U .i;Ji / (in fact, the other values U .i;j / for j < Ji are not kept in memory after computation). The magnetic field ˆ we will use in the experiments below as well as its noiseless scattering data Cˆ are visualised in Figure 4.2. As we will use Monte Carlo Markov chains (MCMCs) in the following section, let us mention that once the mesh is fixed, some computations are done prior to the MCMC, namely, all geodesics as well as the triangle indices and barycentric weights along them. 16 F. MONARD, R. NICKL, AND G. P. PATERNAIN FIGURE 4.2. Top: the three components .B1; B2; B3/ of the magnetic field realised as ˆ0 D B1ff1 C B2ff2 C B3ff3. Bottom: real (left 2  2 block) and imaginary (right 22 block) parts of the scattering data Cˆ0 W @CSM ! SU.2/ for the magnetic field ˆ0 visualised on top. 4.2 Statistical Estimation through MCMC Given data as in (1.3), a common approach to inverse problems would be to compute a Tikhonov regulariser that minimises a penalised least squares fit func- tional (with, e.g., Sobolev-norm penalty) (4.2) QN .ˆ/ D 1 2ff2 NX iD1 jYi Cˆ.Xi ; Vi /j2F C 1 2 kˆk2H over the space of all matrix fieldsˆ WM ! g where g is the Lie algebra describing the constraint on the codomain of ˆ. The map QN is not convex, and efficient computation of the global minimiser may be challenging. One approach would be to use a gradient-based iterative scheme [24], but the algorithmic stability of these (or other variational) methods is unclear in the setting considered here. The optimiser of the functional (4.2) can be shown to correspond to a posterior mode, or ‘maximum a posteriori estimate (MAP)’, of a Gaussian process prior … on C.M; g/ with RKHS equal to H (see [9] for a general result of this kind). In- stead of computing that maximiser, one may compute other posterior characteris- tics such as the posterior mean (average) E…ŒˆjDN  D E…Œˆj.Yi ; .Xi ; Vi //NiD1, which in our nonlinear setting is different from the MAP estimate. CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 17 For Gaussian priors, MCMC algorithms such as the preconditioned Crank-Nicol- son (pCN) method (see [7]) are available to sample from the posterior distribution. To introduce the algorithm, note that as in (3.3), the log-likelihood function given the data .Yi ; .Xi ; Vi //NiD1 equals, up to additive constants, `.ˆ/ WD 1 2ff2 NX iD1 jYi Cˆ.Xi ; Vi /j2F : One then approximates the posterior mean E…Œˆj.Yi ; .Xi ; Vi //NiD1 by a Monte Carlo average bˆ D 1 Ns PNs nD0ˆn of a Markov chain .ˆn/ of lengthNs as follows: Let … be a Gaussian prior for ˆ; initialise ˆn D 0 for n D 0, then repeat: (1) Draw ‰  … and for  > 0 define the proposal pˆn WD p 1 2ˆn Cp 2‰. (2) Set ˆnC1 D ( pˆn with probability 1 ^ exp.`.pˆn/ `.ˆn//; ˆn otherwise: The algorithm is terminated at n D Ns and requires evaluation of `.ˆn/ and thus of the scattering data Cˆn.Xi ; Vi / for every ˆn and .Xi ; Vi /. For g D su.2/ relevant in the simulations that follow, this can be done as described in Section 4.1. The invariant measure of the Markov chain fˆng equals the posterior distri- bution ….  jDN /, and under certain conditions that are compatible with our set- ting, [21] derived dimension-free spectral gaps that imply that the distribution of ˆn mixes rapidly towards ….  jDN /. The approximation of E…ŒˆjDN  bybˆ D 1 Ns PNs nD0ˆn can thus be expected to compare to the one of the standard central limit theorem, with corresponding nonasymptotic error guarantees; see sec- tion 4 in [21]. To perform numerical simulations, we discretiseˆ DP3iD1Biffi WM ! su.2/ as in Section 4.1 and for each Bi choose an independent Matérn prior (cf. Remark 3.4) with parameters .; `/, which on functions on the mesh (i.e., vectors in RNv ) uses the covariance matrix Ci;j D k;`.jxi xj j/ for 1  i; j  Nv, with positive definite kernel k;`.r/ WD 21 €./ p 2r ` ! K p 2r ` ! ; with K the modified Bessel function of the second kind. The constant  con- trols the Sobolev regularity while ` controls the characteristic length scale of the samples; see Figure 4.3 for an illustration. We draw N geodesics at random according to the uniform law for . ; / (some samples on @CSM of size N D 200; 400; 800 are visualised in Figure 4.4), and then generate synthetic data .Yi ; .Xi ; Vi //NiD1 as explained in Section 4.1 for the 18 F. MONARD, R. NICKL, AND G. P. PATERNAIN FIGURE 4.3. Left to right: two Matérn prior samples with ` D 0:1, 0:2 and 0:3, respectively. In all samples,  D 3. FIGURE 4.4. Left to right: Examples of sample draws on @CSM for N D 200; 400; 800. magnetic fieldˆ0 displayed in Figure 4.2, adding Gaussian noiseN.0; ff2/ to each matrix entry of Cˆ0 . We then implement the pCN algorithm to approximately compute the posterior mean xˆN D E…Œˆj.Yi ; .Xi ; Vi //NiD1 from Theorem 3.2. The step size  is ad- justed so that after ‘burn-in’, the acceptance rate of proposals stabilises around 25%. Once the chain is computed we visualise bˆ D 1 Ns PNs nD0ˆn—examples of outcomes corresponding to increasing data set are given in Figure 4.5, illustrat- ing the improvement in ‘reconstructions’ as the number N of measurement points increases. 5 Proofs 5.1 Geometric Preliminaries Let .M; g/ be a compact, oriented, two-dimensional Riemannian manifold with smooth boundary @M . As before, SM will denote the unit circle bundle that is a compact 3-manifold with boundary given by @.SM/ D f.x; v/ 2 SM W x 2 @M g: We let X be the geodesic vector field, i.e., the infinitesimal generator of the geo- desic flow of M . Since M is assumed to be oriented, there is a circle action on the fibers of SM with infinitesimal generator V called the vertical vector field. It is possible to complete the pair X; V to a global frame of T .SM/ by considering the vector field X? WD ŒX; V . There are two additional structure equations given by X D ŒV; X? and ŒX;X? D V where  is the Gaussian curvature of the surface. Using this frame, we can define a Riemannian metric on SM by declaring CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 19 FIGURE 4.5. Top to bottom: The posterior mean field yˆ for sample sizes N D 200; 400; 800, to be compared with the true field ˆ0 from Figure 4.2. The number of Monte-Carlo iterations equals Ns D 100000. Other parameters: ff D 0:05,  D 3, ` D 0:2,  D 0:000025, Nv D 886. fX;X?; V g to be an orthonormal basis, and the volume form of this metric will be denoted by d†3. The fact that fX;X?; V g are orthonormal together with the commutator formulas implies that the Lie derivative of d†3 along the three vector fields vanishes. Given functions u; v W SM ! Cn, we consider the inner product .u; v/ D Z SM hu; viCn d†3:(5.1) Upon defining .x; v/ WD gx.v; x/ for .x; v/ 2 @SM , the following formula (known as Santaló’s formula) holds for any f 2 L1.SM/:Z SM f .x; v/d†3 D Z @CSM Z fi.x;v/ 0 f .'t .x; v//dt .x; v/d† 2;(5.2) where 't is the geodesic flow. We now discuss the manifold @CSM and its geometry. One may define a natural frame on @CSM , given by V WD V j@CSM ; T WD .?X C X?/j@CSM where ? WD V(5.3) 20 F. MONARD, R. NICKL, AND G. P. PATERNAIN (T represents horizontal differentiation along the tangent direction). It is easily seen that ŒV; T  D 0 and that these two vector fields are orthonormal for the met- ric on @SM induced by the metric defined on SM . In particular, .T; V / is an orthonormal frame for @CSM , and we may define H s.@CSM I / with respect to that frame. We now prove a useful lemma that will simplify later calculations. LEMMA 5.1. Let .M; g/ be a nontrapping surface with strictly convex boundary. Then the vector field X can be completed into a global, pairwise commuting frame fX;PT ; PV g of T .SM/. This frame is smooth on SMnS@M and continuous on SM , and satisfies PT j@CSM D T and PV j@CSM D V . PROOF OF LEMMA 5.1. For .x; v/ 2 @CSM n S@M and t 2 .0; fi.x; v//, we define two vector fields on SM int, .PT /'t .x;v/ WD d't j.x;v/T.x;v/; .PV /'t .x;v/ WD d't j.x;v/V.x;v/: Since for .x; v/ 2 @CSM n S@M the map .x; v; t/ 7! 't .x; v/ is smooth and injective and t 2 .0; fi.x; v//, this defines global, smooth sections of T .SM int/ so thatX;PT ; PV pairwise commute. Via direct computation of the differential of the flow (see, e.g., [27, sec. 4.2]), one may obtain the following expressions on SM int PT D .?/ X C  .aX? .Xa/V /; PV D bX? C .Xb/V; where a;bWSM ! R satisfy X2aC a D X2bC b D 0 .SM/;  a b Xa Xb j@CSM D id; and where for h W @CSM ! C, one defines h W SM ! C through the relation h .'t .x; v// D h.x; v/; .x; v/ 2 @CSM; t 2 Œ0; fi.x; v/: One further notices that the definition of PV ; PT extends by continuity to @.SM/, with the appropriate restrictions claimed in the statement of the lemma.  5.2 Forward Estimates and Proof of Theorem 2.2 In this section, we derive various continuity estimates for the forward mapˆ 7! Cˆ. Recall that if the boundary @M is strictly convex, by [38, lemma 4.1.2, p. 113] there is a constant C0.M; g/ > 0 such that fi.x; v/  C0.x; v/ 8.x; v/ 2 @CSM:(5.4) We start with the following basic estimates. LEMMA 5.2 (Workhorse lemma). Let .M; g/ be a nontrapping surface with strictly convex boundary andˆ 2 C.M; u.n//. Suppose F 2 C.SM;Cnn/ and consider the unique continuous solution G W SM ! Cnn to XGCˆG D F on SM with Gj@SM D 0. Then there exists a constant C1.M; g/ such that kGj@CSMkL1.@CSM;Cnn/  kGkL1.SM;Cnn/  C1kF kL1.SM;Cnn/;(5.5) kGkL2.SM;Cnn/  C1kF kL2.SM;Cnn/;(5.6) kGj@CSMkL2.@CSM;Cnn/  C1kF kL2.SM;Cnn/:(5.7) CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 21 The constant C1 can be chosen as C1 D max.fi1; p C0/, with fi1 the diameter of M and C0 the constant given in (5.4). PROOF. It is easy to check that G.x; v/ D Uˆ.x; v/ Z fi.x;v/ 0 .U1ˆ F /.'t .x; v// dt; .x; v/ 2 SM; where Uˆ is the unique solution U toXU CˆU D 0 on SM with U j@CSM D id. Taking the Frobenius norm, using U.n/-invariance and the fact that Uˆ is unitary, we get jGjF .x; v/ D Z fi.x;v/ 0 .U1ˆ F /.'t .x; v//dt F  Z fi.x;v/ 0 U1ˆ F F .'t .x; v//dt  Z fi.x;v/ 0 jF jF .'t .x; v//dt: Upon bounding the right-hand side crudely by fi1kF kL1 , this immediately im- plies (5.5). On to theL2 estimates, applying Cauchy-Schwarz yields for all .x; v/ 2 SM , we obtain jGjF .x; v/2  fi.x; v/ Z fi.x;v/ 0 jF j2F .'t .x; v//dt  fi1 Z x;v jF j2F ;(5.8) where x;v is the maximal geodesic passing through .x; v/. Now fix .x; v/ 2 @CSM and integrate the inequality above along the geodesic flow 't .x; v/ to arrive atZ fi.x;v/ 0 jGjF .'t .x; v//2 dt  fi21 Z fi.x;v/ 0 jF jF .'t .x; v//2 dt; .x; v/ 2 @CSM: Multiplying both sides by , integrating w.r.t. d†2 and using Santaló’s formula yields (5.6). For the estimate on L2.@CSM/, looking at (5.8) for .x; v/ 2 @CSM and using (5.4), we arrive at jGjF .x; v/2  C0 Z fi.x;v/ 0 jF j2F .'t .x; v//dt .x; v/; .x; v/ 2 @CSM: Integrating w.r.t. d†2 and using Santaló’s formula (5.2) on the right-hand side immediately gives (5.7). Lemma 5.2 is proved.  We now prove the main result on forward estimates, Theorem 2.2. We shall follow the model proof of [38, theorem 4.2.1], which shows that the standard X- ray transform I maps H s to H s . We do this in two stages: first we explain in Section 5.2 the proof in the simpler case in which the matrix fields have support contained in the interior of M , and then we explain in Section 5.2 how to derive the general case. 22 F. MONARD, R. NICKL, AND G. P. PATERNAIN Proof of Theorem 2.2 Assuming ˆ and ‰ with Support in the Interior of M As a preliminary identity, given ˆ and ‰ two skew Hermitian matrix fields, consider the two U.n/-valued solutions Uˆ; U‰ such that XUˆ CˆUˆ D 0 with boundary condition Uˆj@SM D id. It is immediate to find that the relation X.Uˆ U‰/Cˆ.Uˆ U‰/ D .ˆ ‰/U‰ holds pointwise on SM , and that .Uˆ U‰/j@SM D 0. Using the fact that .Uˆ U‰/j@CSM D Cˆ C‰ with estimate (5.5) yields kCˆ C‰kL1  C1k.ˆ ‰/U‰kL1 D C1kˆ ‰kL1 : Similarly, combining the observation with (5.7) yields (2.2), and we can also ob- tain, using (5.6), kUˆ U‰kL2  C1kˆ ‰kL2 :(5.9) To prove theC 1 continuity estimate, consider the functionW WD PV .UˆU‰/, such that W j@CSM D V.Cˆ C‰/ and for brevity set P D PV . The following identity is immediate: XW CˆW D .Pˆ.Uˆ U‰/C .P.ˆ ‰//U‰ C .ˆ ‰/PU‰/: In addition, since ˆ and ‰ are compactly supported in M int, the functions Uˆ, U‰ equal the identity matrix in a neighbourhood of @SM and in particular, W j@SM D 0. Using estimates (5.5)–(5.7) and U.n/-invariance of Frobenius norms gives kV.Cˆ C‰/kL2  C1kPˆ.Uˆ U‰/C .P.ˆ ‰//U‰ C .ˆ ‰/PU‰kL2  C1.kPˆk1kUˆ U‰kL2 C kP.ˆ ‰/kL2 C kˆ ‰kL2kPU‰kL1/: We also haveX.PU‰/C‰PU‰ D .P‰/U‰ with PU‰j@SM D 0, so by (5.5), we get kPU‰kL1  C1kP‰kL1 . Combining this fact with (5.9), we arrive at kV.Cˆ C‰/kL2  C1 C1.kPˆkL1 C kP‰kL1/kˆ ‰kL2 C kP.ˆ ‰/kL2  ; and a similar bound for kPV .Uˆ U‰/kL2 . Obtaining a similar estimate for T .Cˆ C‰/, we arrive at kCˆ C‰kH1 . .1C kˆkC1 C k‰kC1/kˆ ‰kH1 : Similar arguments using sup norms everywhere yield kCˆ C‰kC1 . .1C kˆkC1 C k‰kC1/kˆ ‰kC1 : To proceed to higher-order derivatives, if P D P 1V P 2T is a derivative of order j j, setting W D P .Uˆ U‰/, we have W j@CSM D V 1T 2.Cˆ C‰/, W j@SM D 0, and XW CˆW D ŒP ; ˆ.Uˆ U‰/; CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 23 where the right-hand side involves derivatives of ˆ of order at most j j, and derivatives of Uˆ U‰ of order at most j j 1. Combining the estimates of Lemma 5.2 and an induction on k (whose formulation also involves control on kP 1V P 2T .Uˆ U‰/kL2.SM/ for all 1 C 2  k, and where the commuting frame fX;PV ; PT g avoids the proliferation of terms due to nontrivial commuta- tors) proves the theorem for higher-order derivatives.  Proof of Theorem 2.2 ˆ and ‰ Supported Up to @M Consider a compact nontrapping surface .M; g/ with strictly convex bound- ary, and let ˆ 2 C.M;Cnn/ be a matrix-valued field. We shall call Rˆ 2 C.SM;GL.n;C// an integrating factor for ˆ if Rˆ is differentiable along the geodesic vector field X and XRˆCˆRˆ D 0. Let Uˆ denote the unique integrat- ing factor with Uˆj@SM D id. Recall that Cˆ D Uˆj@CSM . First note that the work of the previous section also proves for every k  0 that if ˆ and ‰ are C k matrix fields compactly supported inside of M int, we also have kUˆ U‰kCk.SM/ . .1C kˆkCk C k‰kCk /kkˆ ‰kCk.M/; kUˆ U‰kHk.SM/ . .1C kˆkCk C k‰kCk /kkˆ ‰kHk.M/: (5.10) Let W @SM ! @SM denote the scattering relation of the metric (i.e., the map that takes initial conditions of a geodesic at the moment of entry to final con- ditions at the moment of exit). If Rˆ denotes any other integrating factor for ˆ, then it must have the form UˆF ], where F ] is the first integral (i.e., XF ] D 0) determined by F 2 C.@CSM;GL.n;C//. Thus Rˆ D UˆF ], and from this we deduce (5.11) Cˆ D Rˆ.R1ˆ  /: In particular, given two continuous matrix fields ˆ, ‰, Equation (5.11) and X.R1ˆ R‰/ D R1ˆ .ˆ ‰/R‰ imply the identity on @CSM : Cˆ C‰ D .Rˆ R‰/R1ˆ  CR‰.R1ˆ R1‰ /  (5.12) D RˆŒI.R1ˆ .ˆ ‰/R‰.R1‰  /;(5.13) where I is the standard X-ray transform acting on functions in SM . To complete the proof of Theorem 2.2 for ˆ;‰ supported up to the boundary, we then need to construct integrating factors with good regularity on SM (i.e, at @0SM included) and which behave continuously in terms of ˆ and ‰. To this end, we consider .M; g/ isometrically embedded in a closed manifold .S; g/. The Seeley extension theorem asserts that for any k  0 there is a continuous extension map Ek W C k.M/! C k.S/; Ek WHk.M/! Hk.S/: (It also works for C1.) We consider a slightly larger compact manifold with boundary M  S engulfing M so that . M;g/ stays nontrapping and with strictly 24 F. MONARD, R. NICKL, AND G. P. PATERNAIN convex boundary. We fix once and for all a smooth cutoff function  so that it has compact support in M int and it equals 1 near M . Thus given ˆ 2 C k.M; u.n//, zˆ WD Ek.ˆ/ 2 C kc . M; u.n//; and since Ek is continuous, (5.14) kzˆkCk . kˆkCk ; kzˆkHk . kˆkHk : Now by virtue of the work in Section 5.2 applied to zˆ on M , we can deduce estimates of the form kUzˆ idkCk . kzˆkkCk ; kU1zˆ idkCk . kzˆk k Ck :(5.15) We then take as smooth integrating factors Rˆ WD UzˆjSM and R‰ WD Uz‰jSM . Combining (5.14) and 5.15 we derive (5.16) kRˆ idkCk . kˆkkCk ; kR1ˆ idkCk . kˆkkCk : Combining (5.14) and (5.10) applied to Uzˆ and Uz‰, we obtain kRˆ R‰kCk  kUzˆ Uz‰kCk . .1C kzˆkCk C kz‰kCk /kkzˆ z‰kCk.M/ . .1C kˆkCk C k‰kCk /kkˆ ‰kCk.M/; (5.17) and similarly for kR1ˆ R1‰ kCk and forHk norms. Then the proof for Theorem 2.2 for ˆ;‰ supported up to the boundary consists in applying the product rule to (5.12) (for C k norms) and (5.13) (for Hk norms) and using estimates (5.16) and (5.17) together with the boundedness of the standard X-ray I between Sobolev spaces [38, theorem 4.2.1]. 5.3 Stability Estimate—Proof of Theorem 2.1 Setting, Main Results, and Proofs of Theorem 2.1 and Corollary 2.3 Before considering the nonlinear inverse problem, we must establish a stabil- ity estimate for a linear inverse problem, that of reconstructing a function f 2 C1.M;Cn/ from its attenuated X-ray transform, where the attenuation is matrix- valued. Namely, givenˆ a smooth skew-Hermitian matrix inM , we define Iˆf WD uf @CSM , where u D uf W SM ! Cn is the unique solution to the problem XuCˆu D f .SM/; uj@SM D 0: The injectivity of such a transform was proved in [34], and we now provide a stability estimate for it. THEOREM 5.3. Let .M; g/ be a simple Riemannian surface with boundary and ˆ a smooth, skew-Hermitian matrix field in M . Then for any f 2 C1.M/, we have the following stability estimate: kf kL2.M;Cn/  C1.1C kˆkC1/eC2kˆkC1kIˆf kH1.@CSM;Cn/:(5.18) CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 25 Remark 5.4 (Dependence of C1; C2). The constants C1; C2 only depend on the geometry of .M; g/. The constant C1 blows up like . 1/1, where is the terminator constant of .M; g/. This is one of the ways that this stability estimate ceases to hold as one approaches nonsimplicity. The main other quantity appear- ing in C1; C2 is w1, the sup norm of the integrating factor defined below. The behavior of such a quantity, while finite on any simple surface, remains to be better understood. On to the nonlinear stability estimate, injectivity of the operator ˆ ! Cˆ re- stricted to u.n/-valued fields was initially proved in [34], and Theorem 2.1 up- grades this result with a stability estimate. While the remaining sections will focus on the proof of Theorem 5.3, we now explain how this result implies Theorem 2.1. The main additional ingredient needed is a pseudo-linearization identity, relating scattering data to attenuated X-ray transforms: LEMMA 5.5 (Pseudo-linearization). Let .M; g/ be a nontrapping surface with strictly convex boundary. For any ˆ;‰ 2 C.M;Cnn/, the following relation holds: (5.19) CˆC1‰ D idC I‚.ˆ;‰/.ˆ ‰/; where I‚.ˆ;‰/WL2.M;Cnn/! L2.@CSM;Cnn/ is an attenuated X-ray trans- form with matrix field ‚.ˆ;‰/, an endomorphism of Cnn with pointwise action ‚.ˆ;‰/  U D ˆU U‰; U 2 Cnn: PROOF OF LEMMA 5.5. With Uˆ; U‰ the fundamental solutions of XUˆ C ˆUˆ D 0 with Uˆj@SM D id and Uˆj@CSM D Cˆ (similarly for ‰), denote W WD UˆU1‰ id. A direct computation shows that XW CˆW W‰ D .ˆ ‰/ .SM/; W j@SM D 0I and thus by the definition of the attenuated X-ray transform, W j@CSM D I‚.ˆ;‰/.ˆ ‰/: Since we also have by construction W j@CSM D CˆC1‰ id, identity (5.19) follows.  PROOF OF THEOREM 2.1. Appealing to the pseudo-linearization (5.19), one may notice that if ˆ, ‰ are skew-Hermitian, then the field ‚.ˆ;‰/ is skew- Hermitian when viewed as an endomorphism ofCnn. Moreover, since the entries of ‚.ˆ;‰/ are linear in the entries of ˆ and ‰, we directly have that k‚.ˆ;‰/kC1  C.kˆkC1 _ k‰kC1/; 26 F. MONARD, R. NICKL, AND G. P. PATERNAIN with C a universal constant. Then relation (5.19), together with Theorem 5.3 im- mediately implies kˆ ‰kL2.M;Cnn/  C1.1C k‚.ˆ;‰/kC1/ eC2k‚.ˆ;‰/kC1kI‚.ˆ;‰/.ˆ ‰/kH1.@CSM/  C 01.1C kˆkC1 _ k‰kC1/ eC 0 2 .kˆk C1 _k‰k C1 / CˆC1‰ id H1.@CSM/: This shows Theorem 2.1 whenˆ;‰ 2 C1.M; u.n//. Since all quantities involved above do not depend on derivatives of ˆ;‰ of order higher than 1, and C1; C2 are independent of ˆ;‰, approximating ˆ;‰ 2 C 1.M; u.n// by sequences in C1.M; u.n// (and using Theorem 2.2) will yield the same stability estimate for C 1 matrix fields.  We also cover the proof of Corollary 2.3, based on the previous result and the forward estimate Theorem 2.2. PROOF OF COROLLARY 2.3. It is enough to show that CˆC1‰ id H1 . .1C k‰kC1/kCˆ C‰kH1 :(5.20) To show this, we write at the pointwise level CˆC1‰ id F D .Cˆ C‰/C1‰ F D jCˆ C‰jF ; hence kCˆC‰kL2 D kCˆC1‰ idkL2 . To control first derivatives, take P D V or T ; we have P CˆC1‰ id F D P.Cˆ C‰/C id CˆC1‰ PC‰ F  jP.Cˆ C‰/jF C jPC jF id CˆC1‰ F using triangle inequality and submultiplicativity. Squaring, taking the sup norm of jPC‰jF , and integrating on @CSM , we obtain P CˆC1‰ id 2L2  2kP.Cˆ C‰/k2L2 C kPC‰k21kCˆ C‰k2L2: Combining the estimates for P D V and P D T we arrive at kCˆC1‰ idk2H1  .1C 2kVC‰k2L1 C 2kTC‰k2L1/kCˆ C‰k2L2 C 2kV.Cˆ C‰/k2L2 C 2kT .Cˆ C‰/k2L2 : Now using the forward estimate (2.3) with k D 1 and ˆ  0 (thus Cˆ D id), we deduce that 1C 2kVC‰k2L1 C 2kTC‰k2L1 . 1C k‰k2C1 : This yields the estimate kCˆC1‰ idk2H1 . .1 C k‰k2C1/kCˆ C‰k2H1 , and taking square roots yields (5.20) (using that p 1C x2=.1Cx/ is uniformly bounded for x 2 Œ0;1/).  CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 27 Proof of Theorem 5.3—Main Outline As in [34], the main method of proof involves an energy identity (or Pestov identity), based on integrations by parts on SM . To do this, let us recall that with the inner product .u; v/ defined in (5.1), and upon also denoting .u; v/@SM WD Z @SM uv d†2; the following integrations-by-parts formulas holds for u; v 2 C1.SM;Cn/: (5.21) .V u; v/ D .u; V v/; .V u; v/@SM D .u; V v/@SM ; .Xu; v/ D .u;Xv/C .u; v/@SM ; .x; v/ WD hv; xi: We will also use extensively the harmonic decomposition on the fibers of SM . Namely, the space L2.SM;Cn/ decomposes orthogonally as a direct sum L2.SM;Cn/ D M k2Z Hk where Hk is the eigenspace of iV corresponding to the eigenvalue k. A function u 2 L2.SM;Cn/ has a Fourier series expansion u D 1X kD1 uk; where uk 2 Hk . Let k D C1.SM;Cn/ \ Hk . Of special interest are the operators  WD 1 2 .X  iX?/;(5.22) with the property that .k/  k1 for all k 2 Z. For more details on the operators  and the Fourier expansion, we refer the reader to [20] where these tools were first introduced. DEFINITION 5.6. A function u W SM ! Cn is said to be holomorphic if uk D 0 for all k < 0. Similarly, u is said to be antiholomorphic if uk D 0 for all k > 0. To control the terms involving the matrix field, one must introduce an artificial connection as we will see below. This first requires that we derive a Pestov identity for X-ray transforms with connection A and matrix fieldˆ.2 Namely, given a skew Hermitian pair .A;ˆ/ on the bundle M  Cn and f 2 C1.M;Cn/, we define IA;ˆf D uj@CSM , where u is the unique solution to the problem Gu D f .SM/; uj@SM D 0; .G WD X C ACˆ/: While previous Pestov identities have been derived in [34], the present one ac- counts for nonzero boundary terms, and in particular reflects more precisely how the stability constant degrades as .M; g/ approaches nonsimplicity. This is cap- tured by the concept of terminator constant Ter: given a simple surface .M; g/, 2 The matrix field ˆ is also referred to as a ‘Higgs’ field in the literature. 28 F. MONARD, R. NICKL, AND G. P. PATERNAIN there exists a number Ter > 1 such that for any 2 .1; Ter, there exists a smooth function r D r W SM ! R, solution to the Riccati-type equation Xr C r2 C  D 0. THEOREM 5.7. Let .M; g/ a simple surface with boundary, with terminator con- stant Ter > 1 and .A;ˆ/ a skew-Hermitian pair on the bundle M Cn. Then for any u 2 C1.SM;Cn/ and 2 .1; Ter, the following identity holds: 1 kGV u r V uk2 C 1 kGV uk2 C kGuk2 kVGuk2 .?FAu; V u/ <.ˆu;Gu/ <..?dAˆ/u; V u/ D <.rT;Au; V u/@SM C<.hv?; iˆV u; u/@SM 1 . r V u; V u/@SM : (5.23) In the identity above, ?dAˆ WD X?ˆC Œˆ; V .A/; rT;Au D T uC A.x; ?/u;(5.24) and r is a smooth function on SM that only depends on the surface. The quantity ?FA is the curvature of the connection A, which upon a judicious choice of con- nection, can have a controlled sign. To achieve this, consider the scalar Hermitian connection a WD i'id, where ' is a smooth 1-form such that d' D !g (the area form of the metric g). We choose a specific ' of the form ' D ?dh for h a real- valued function satisfying ?d ?dh D 1 with Neumann condition dh./ D 0 at the boundary. The latter condition implies that rT;sau D T u for any real s. Then we have a D i.X?h/id; a1 D Ch; a1 D h D a1; with  defined in (5.22) and i ? Fa D 1. By [34], we can construct a holomorphic scalar function w 2 C1.SM/ sat- isfying Xw D iX?h. Without loss of generality, w can be chosen even. The condition on w0 reads .w0 h/ D 0, for which it is sufficient to use w0 D h. With this choice of a and s 2 R, in what follows, we will denoteGs WD XCsaCˆ and G D G0. With w as above, we have Gsu D eswG.eswu/. Moreover, Sw (the complex conjugate of w) is antiholomorphic and solves XSw D CiX?h, so also Gsu D esSwG.esSwu/. Lastly, we will denote by… the projection onto positive and negative harmon- ics. Namely, …u D P k>0 uk . We have the following commutator formulas for any u 2 C1.SM/: Œ…; X C saCˆu D . C sa1/u0 .C C sa1/u1; Œ…C; X C saCˆu D .C C sa1/u0 . C sa1/u1: CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 29 The following lemma will help us control u by versions of u that are conjugated by special integrating factors. LEMMA 5.8. With the holomorphic function esw and antiholomorphic function es 0 xw and any s; s0 2 R, we have …u D ….esw….eswu///; …Cu D …C.es0 xw…C.es0 xwu//I in particular, we get the equality u D u0 C….esw….eswu//C…C.es0 xw…C.es0 xwu//:(5.25) PROOF. We only prove …u D ….esw….eswu///, and the rest is similar. It is enough to notice that for any holomorphic function f , the equality….f u/ D ….f …u/ holds, as this amounts to saying that the negative harmonics of f u do not depend on the nonnegative harmonics of u. This is immediate since .f u/k D X p0 fpukp: Then we compute immediately ….e sw….e swu/// D …….esweswu/ D …u; hence the result.  OUTLINE OF PROOF OF THEOREM 5.3. At first we are going to assume that the solution u to the transport problem XuC ˆu D f , uj@SM D 0 is C1. If f is supported all the way to the boundary, this may not be the case, as u may fail to be smooth at the glancing @0SM because fi is not smooth at @0SM . However, there is a standard way to fix this issue and we shall do this at the very end. For now we will proceed as if u were smooth in SM . The initial transport equation, projected onto the harmonic term of degree 0, reads f D Cu1 C u1 Cˆu0 D .Cu1 Cˆu0=2/C .u1 Cˆu0=2/; so that, in particular, kf k2  2kCu1 Cˆu0=2k2 C ku1 Cˆu0=2k2:(5.26) The crux is then to find how to bound the quantities on the right by the boundary values of u. Using a Pestov identity with a special connection sa defined as above (and its holomorphic integrating factor esw ), we show how to control the first term using control over ….eswu// for s > 0. Similar work can be done to control the second term using control over …C.es 0 xwu/ for s0 < 0. 30 F. MONARD, R. NICKL, AND G. P. PATERNAIN We first derive in Section 5.3 the following identity: Cu1 C 1 2 ˆu0 D ..eswu/.C sa1/.esw//0 C 1 2 esw0ˆ.eswu/0 C i 2 .eswGsV….e swu//0 C i 2 esw0.GsV….e swu//0: (5.27) Since .C sa1/.esw/ only has strictly positive harmonic terms, the first term in the right-hand side of (5.27) only depends on ….eswu/. Upon defining vs WD ….e swu/, the identity (5.27) reads Cu1 C 1 2 ˆu0 D .vs.C sa1/.esw//0 C 1 2 ˆ.es.ww0/u/0 C i 2 .eswGsV vs/0 C i 2 esw0.GsV vs/0: (5.28) Denoting w1 D supSM jwj, we straightforwardly obtain the estimate (5.29) Cu1 C 12ˆu0 2  C0 jwj2 C1 se2sw1kvsk2 C jˆj2 C0 k.es.ww0/u/0k2 C e2sw1kGsV vsk2  ; and control on kCu1 C 12ˆu0k2 will be obtained after controlling each term in the last right-hand side. We first control k.es.ww0/u/0k2 by kvsk2 C kGsV vsk2 via the estimate (5.30) k.es.ww0/u/0kL2.M/  C 0e2sw1kGsV vsk2L2.M/ C jˆj2C0kvsk2L2.M/ C kIˆf kL2.@SM/: We then control kvsk2 and kGsV vsk2 by boundary terms via the Pestov identity and setting up an appropriate threshold on s. To do this, we consider the transport problem for vs , written as Gsvs D Gs.….eswu// D ŒGs;….eswu/ D .C C sa1/.eswu/1 . C sa1/..eswu/0/ CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 31 We then use the Pestov identity (5.23) for vs , with ?Fsa D is id and ?dsaˆ D X?ˆ: 1 kGsV vs rV vsk2 C 1 kGsV vsk2 C k.C C sa1/.eswu/1k2 C s.vs; iV vs/ <.ˆvs; Gsvs/ <..X?ˆ/vs; V vs/ D <.T vs; V vs/@SM C<.hv?; iˆVvs; vs/@SM 1 . rV vs; V vs/@SM : (5.31) Before choosing s appropriately, we need additional work (tedious as in [34]) on the term <.ˆvs; Gsvs/. Taking into account boundary terms, and upon defining B1 WD ˆ, we prove in Section 5.3 that <.ˆvs; Gsvs/ D 1X kD1 .1/kjˆ.vs/kj2 <.B1.vs/k; .vs/k1/ C<.ex.v/ˆ.vs/k; .vs/k1/@SM  ; (5.32) with ex.v/ defined in (5.40). The last term in the sum will move to the right-hand side of (5.31), while the other two need to be controlled with a large s. To achieve this, we prove in Section 5.3 the following: LEMMA 5.9. There exists a universal constantC > 0 such that for all s  C jˆjC1 s.vs; iV vs/ 1X kD1 .1/kjˆ.vs/kj2 <.B1.vs/k; .vs/k1/ <..?dsaˆ/vs; V vs/  0: (5.33) In particular, for s D C jˆjC1 C 1, identity (5.31) becomes 1 kGsV vs rV vsk2 C 1 kGsV vsk2 C k.C C sa1/.eswu/1k2 C 1X kD1 kjvkj2  <.T vs; V vs/@SM C<.? ˆVvs; vs/@SM 1 . rV vs; V vs/@SM 1X kD1 .1/k<.ex.v/ˆ.vs/k; .vs/k1/@SM (5.34) We now explain how to bound the right-hand side in terms of kIˆf k2H1.@CSM/. Recall that vs D ….eswu/. The first claim is that Œ…; V  D Œ…; T  D 0. The 32 F. MONARD, R. NICKL, AND G. P. PATERNAIN first one is obvious because both operators are diagonal of the fiberwise Fourier decomposition C1.@SM/ D Lk2Z ker.id ikV /. That T is also diagonal on this decomposition follows from the fact that ŒT; V  D 0. With this in mind, we have, on @SM : V vs D …V.eswu/ D …esw.s.V w/uC V u/; T vs D …esw.s.T w/uC T u/; and since uj@SM D 0, V u and T u will be controlled by kIˆf kH1.@CSM/. The right-hand side of (5.34) is thus bounded by C 0.s2 C sjˆjC0 C 1/e2sw1kIˆf k2H1.@CSM/; where the constant C 0 does not depend on ˆ. Using this bound and throwing out the first and third terms of the left-hand side of (5.34), we obtain 1 kGsV vsk2 C 1X kD1 kjvkj2  C 0.s2 C sjˆjC0 C 1/e2sw1kIˆf k2H1.@CSM/: The second term in the left-hand side controls kvskL2 directly, and we can write (5.35) . 1/kGsV vsk2 C kvsk2  C 0.s2 C sjˆjC0 C 1/e2sw1kIˆf k2H1.@CSM/; with C 0 some constant independent of ˆ. Recalling that s D C jˆjC1 C 1 and combining estimates (5.26), (5.29), (5.30), and (5.35), we arrive at estimate (5.18), completing the proof of Theorem 5.3.  Pestov Identity with Boundary Term for Ray Transforms with Skew-Hermitian Pairs Let A and ˆ be a skew-Hermitian pair, and define G WD X C ACˆ; G? WD X? AV where AV WD V.A/: We have the following structure equations: (5.36) ŒG; V  D G?; ŒV;G? D G ˆ; ŒG;G? D V ?FA ?dAˆ; where ?dAˆ D X?ˆCˆAV AVˆ, or when the connectionA is scalar, ?dAˆ D X?ˆ, where .x/ is the Gaussian curvature. In what follows, we will need to integrate by parts with boundary terms, and using (5.21), we obtain for G: .Gu; v/ D .u;Gv/C .u; v/@SM : CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 33 PROOF OF THEOREM 5.7. We first write a differential identity using the struc- ture equations (5.36): GV VG VGGV D GV ŒV;GC ŒG; V GV D GVG? CG?VG D GŒV;G?C ŒG?; GV D G2 CGˆC V 2 C ?FAV C .?dAˆ/V; where Gˆf WD G.ˆf /. We record this here as ŒGV; VG D G2 CGˆC V 2 C ?FAV C .?dAˆ/V:(5.37) Now, considering u smooth and supported up the boundary, we write kVGuk2 kGV uk2 D .VGu; VGu/ .GV u;GV u/ D D .V VGu;Gu/C .GGV u; V u/ .GV u; V u/@SM D .ŒGV; VGu; u/ .V VGu; u/@SM .GV u; V u/@SM D kGuk2 .Gu; u/@SM .ˆu;Gu/C .ˆu; u/@SM C .V 2u; u/C .?FAV u; u/C ..?dAˆ/V u; u/ .V VGu; u/@SM .GV u; V u/@SM We now arrange the four boundary terms using integration by parts in V and the formulas V D hv?; i D ?; V 2 D V? D : First notice that .V VGu; u/@SM D .VGu; .V/u/@SM .VGu; V u/@SM D .VGu;?u/@SM .VGu; V u/@SM D .Gu; u/@SM C .Gu;?V u/@SM .VGu; V u/@SM : We then obtain .Gu; u/@SM C .V VGu; u/@SM C .GV u; V u/@SM . ˆu; u/@SM D .Gu;? V u/@SM .VGu; V u/@SM C .GV u; V u/@SM . ˆu; u/@SM D .? GuC  G?u; V u/@SM . ˆu; u/@SM : We now simplify, using that V.A/.x; v/ D A.x; v?/ and ?X C X? D T , ? GuC  G?u D T uC A.x; ?/uC ?ˆu DW rT;AuC ?ˆu: 34 F. MONARD, R. NICKL, AND G. P. PATERNAIN The boundary terms then simplify into .? GuC  G?u; V u/@SM .ˆu; u/@SM D .rT;Au; V u/@SM C .? ˆu; V u/@SM . ˆu; u/@SM D .rT;Au; V u/@SM C .?ˆV u; u/@SM : With this notation, the full Pestov identity takes the form kGV uk2 .V u; V u/C kGuk2 kVGuk2 .ˆu;Gu/ C .?FAV u; u/C ..?dAˆ/V u; u/ D .rT;Au; V u/@SM C .?ˆV u; u/: (5.38) To recover [34, eq. (8)], we take the real part of the equality above and notice that .?FAV u; u/ D .?FAu; V u/ because V.?FA/ D 0; then ..?dAˆ/V u; u/ D .V ..?dAˆ/u/; u/ .V .?dAˆ/u; u/ D ..?dAˆ/u; V u/ ..dAˆ/u; u/: Since the last term is purely imaginary, the real parts of the other terms agree, and upon taking the real part of (5.38), we obtain kGV uk2 .V u; V u/C kGuk2 kVGuk2 <.ˆu;Gu/ .?FAu; V u/ <..?dAˆ/u; V u/ D <.rT;Au; V u/@SM C<.?ˆV u; u/@SM : (5.39) (Note that the second boundary term is purely real so the < is just ornamental.) We finally explain how the index form term kGV uk2.V u; V u/ can be rewrit- ten as the sum of a nonnegative term and a boundary term. With Ter as in the statement, and the function r D r WSM ! R solving Xr C r2 C  D 0, we now compute, for any 2 C1.SM;Cn/ kG r k2 D kG k2 .G ; r / .r ;G /C kr k2: We simplify .G ; r /C .r ;G / D .X ; r /C .r ;X / D Z SM .X /r x C r .X x / D Z SM X. r x / .Xr/ x D . r ; /@SM C Z SM .r2 C / x : We arrive at kG r k2 D kG k2 .r ; /@SM . ; /; and we may rearrange this as .kG k2 . ; // D kG r k2 C . 1/kG k2 C . r ; /@SM : CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 35 Plugging this last relation into (5.39) with D V u yields (5.23).  Remaining Estimates and Lemmata PROOF OF EQUALITY (5.27). We write, using Lemma 5.8 Cu1 D C.esw….eswu//1 D C hX kD0 .esw/2k.e swu/12k i D 1X kD0 ..C sa1/.esw/2k/.eswu/12k C .esw/2k.C C sa1/.eswu/12k  D ..eswu/.C sa1/.esw//0 C 1X kD0 .esw/2k.C C sa1/.eswu/12k : To rewrite the last term, from the equation Gs.eswu/ D eswf , note the relation .C C sa1/.eswu/12k C . C sa1/.eswu/12k Cˆ.eswu/2k D 0: Then we have, for k > 0, .GsV….e swu//2k D V.Gs….eswu//2k„ ƒ‚ … D0 C.ŒGs; V ….eswu//2k D i.C C sa1/.eswu/12k C i. C sa1/.eswu/12k D 2i.C C sa1/.eswu/12k iˆ.eswu/2k; where we used the transport equation in the last line. For k D 0, .GsV….e swu//0 D i.C C sa1/.eswu/1: Plugging this back into the equation for Cu1, we get Cu1 D ..eswu/.C sa1/.esw//0 C .esw/0i.GsV….eswu//0 C X k>0 .esw/2k  i 2 .GsV….e swu//2k 1 2 ˆ.eswu/2k  : We now writeX k>0 .esw/2kˆ.e swu/2k D 1X kD0 .esw/2kˆ.e swu/2k esw0ˆ.eswu/0 D ˆu0 esw0ˆ.eswu/0; and similarlyX k>0 .esw/2k.GsV….e swu//2k D .eswGsV….eswu//0 esw0.GsV….eswu//0: 36 F. MONARD, R. NICKL, AND G. P. PATERNAIN Using the last two computations, we arrive at (5.27).  PROOF OF ESTIMATE (5.30). The transport equation for eswu projected onto the harmonic term of degree 1 reads . C sa1/.eswu/0 D .C C sa1/.vs/2 ˆ.vs/1: For our choice of connection, a1 D w0, so the left side can be rewritten as . C sa1/.eswu/0 D esw0.esw0.eswu/0/ D esw0.es.ww0/u/0I hence we obtain .e s.ww0/u/0 D esw0.C C sa1/.vs/2 esw0ˆ.vs/1: We then rewrite the latter right-hand side in terms of GsV vs . Notice that .GsV vs/1 D .C C sa1/.V vs/2 Cˆ.V vs/1 D 2i.C C sa1/.vs/2 iˆ.vs/1; so .C C sa1/.vs/2 D i 2 .GsV vs/1 C 1 2 ˆ.vs/1; and thus .e s.ww0/u/0 D esw0 2 ..GsV vs/1 Cˆ.vs/1/: Upon deriving an estimate of the form kf kL2.M/  C.kf kL2.M/ C kf j@MkL2.@M//; we can write k.es.ww0/u/0kL2.M/ . k.es.ww0/u/0kL2.M/ C k.es.ww0/u/0j@MkL2.@M/ . 1 2 kesw0..iGsV vs/1 Cˆ.vs/1kL2.M/ C k.es.ww0/u/0/j@MkL2.@M/; and (5.30) follows.  PROOF OF (5.32). We first need to write an integration by parts for  defined in (5.22). Using integrations by parts (5.21) we first derive an integration by parts for X? D XV VX : for any u;w smooth on SM , .X?u;w/C .u;X?w/ D .XV u;w/ .VXu;w/C .u;XVw/ .u; VXw/ D .XV u;w/C .V u;Xw/C .Xu;w/C .u;XVw/ D .V u;w/@SM C .u; V w/@SM D ..V/u;w/@SM D .?u;w/@SM : CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 37 We now compute, using that C D  .u; Cw/C .u;w/ D 1 2 ..u; .X C iX?/w/C .X iX?u;w// D 1 2 ..C i?/u;w/@SM D .ex.v/u;w/@SM where we define ex.v/ WD 1 2 ..x; v/C i?.x; v//:(5.40) Similarly, for the skew-Hermitian connection considered, .u; .C C sa1/w/C .. C sa1/u;w/ D .ex.v/u;w/@SM : Now, using the fact that .Gsvs/1 D . C sa1/.eswu/0 D .C C sa1/.vs/2 ˆ.vs/1; we compute <.ˆvs; Gsvs/ D <.ˆ.vs/1; .Gsvs/1/ D <.ˆ.vs/1;.C C sa1/.vs/2/ jˆ.vs/1j2 D <.. C sa1/.ˆ.vs/1/; .vs/2/ <.ex.v/ˆ.vs/1; .vs/2/@SM jˆ.vs/1j2 D jˆ.vs/1j2 C<.b1.vs/1; .vs/2/ <.ex.v/ˆ.vs/1; .vs/2/@SM C p1; where p1 WD <.ˆ. C sa1/.vs/1; .vs/2/. Upon defining pn WD <.ˆ. C sa1/.vs/n; .vs/n1/; n  1;(5.41) we now prove by induction the following claim: <.ˆvs; Gsvs/ D nX kD1 .1/kjˆ.vs/kj2 <.b1.vs/k; .vs/k1/ C<.ex.v/ˆ.vs/k; .vs/k1/@SM C .1/nC1pn: (5.42) 38 F. MONARD, R. NICKL, AND G. P. PATERNAIN The case n D 1 is proved above, and the induction step .n H) nC 1/ follows from the calculation pn D <.ˆ. C sa1/.vs/n; .vs/n1/ D <.ˆ.vs/n1; . C sa1/.vs/n/ D <.ˆ.vs/n1; .C C sa1/.vs/n2 Cˆ.vs/n1/ D jˆ.vs/n1j C <.ˆ.vs/n1; .C C sa1/.vs/n2/@SM D jˆ.vs/n1j <.. C sa1/.ˆ.vs/n1/; .vs/n2/ C<.ex.v/ˆ.vs/n1; .vs/n2/@SM D jˆ.vs/n1j <.b1.ˆ.vs/n1/; .vs/n2/ C<.ex.v/ˆ.vs/n1; .vs/n2/@SM pnC1: Putting this equality back into (5.42) proves the induction. Since vs 2 H 1.SM/, we have that limn!1 pn D 0, and thus (5.32) follows.  PROOF OF LEMMA 5.9. The term that ultimately controls everything is s.vs; iV vs/ D s X k<0 jkjj.vs/kj2: The infinite sum in (5.33) can then be controlled by 1X kD1 .1/kjˆ.vs/kj2 <.B1.vs/k; .vs/k1/  C1jˆjC1 X k<0 j.vs/kj2; with C1 a universal constant. As for the last term of the left-hand side of (5.33), we write ..X?ˆ/vs; V vs/ D ..iB1 C iB1/vs; V vs/ D .B1vs B1vs; iV vs/ D X k<0 k.B1.vs/k1 B1.vs/kC1; .vs/k/ j..X?ˆ/vs; V vs/j  C2jˆjC1 X k<0 jkjj.vs/kj2; where C2 is a universal constant. Lemma 5.9 follows upon taking C D C1 C C2.  Conclusion: Dealing with the Glancing Consider a function  2 C1.M/ such that it coincides with M 3 x 7! d.x; @M/ in a neighbourhood of @M and such that   0 and @M D 1.0/. Clearly r.x/ D .x/ for x 2 @M . Using , we extend  to the interior of M as .x/ D r.x/ for x 2M . We let .x; v/ WD hv; .x/i and T WD V./X C X?: CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 39 Note that T is now defined on all SM and agrees with the vector field T defined previously on @SM . In fact, T and V are tangent to every @SM" D f.x; v/ 2 SM W x 2 1."/g, where M" D 1.1; ". The next lemma for fi is the key input to deal with the glancing; cf. [38, lemma 4.1.3], [39, lemma 3.2.3], and [8, lemma 5.1]. LEMMA 5.10. The functions V fi and T fi are bounded on SM n @0SM . To substantiate the previous claim that the behaviour of u D uf is the same as that of fi we proceed as follows. We consider a smooth integrating factor R W SM ! GL.n;C/ such that XR C ˆR D 0. These always exist for any nontrapping manifold with strictly convex boundary. A simple calculation shows that we may write u in terms of R as u.x; v/ D R.x; v/ Z fi.x;v/ 0 .R1f /.'t .x; v//dt for .x; v/ 2 SM; where 't is the geodesic flow of .M; g/. Thus directly from Lemma 5.10 we obtain the following: LEMMA 5.11. The functions V u and T u are bounded on SM n @0SM . Next we note that all the previous work that we have done assuming u smooth may be summarized as follows: THEOREM 5.12. Let .M; g/ be a simple Riemannian surface with boundary and ˆ a smooth, skew-Hermitian matrix field in M . Then for any f 2 C1.M/, we have the following stability estimate: kf kL2.M;Cn/  C1.1C kˆkC1/eC2kˆkC1kvkH1.@SM;Cn/; where v is any smooth solution of Xv Cˆv D f . PROOF OF THEOREM 5.3 IN FULL GENERALITY. LetM" for small "be the sur- face considered above. We let u W SM ! Cn be the unique solution to the problem XuCˆu D f .SM/; uj@SM D 0: The function v WD ujSM" is smooth in SM" and solves Xv C ˆv D f since u does. Hence we may apply Theorem 5.12 in M" to obtain kf kL2.M";Cn/  C1.1C kˆkC1/eC2kˆkC1kukH1.@SM";Cn/; where we might as well use the constants for M that bound those for M". We now let "! 0; we clearly have kf kL2.M";Cn/ ! kf kL2.M;Cn/; and using Lemma 5.11 we see that kukH1.@SM";Cn/ ! kukH1.@SM;Cn/: 40 F. MONARD, R. NICKL, AND G. P. PATERNAIN Since u.x; v/ D ( Iˆ.f /.x; v/; .x; v/ 2 @CSM; 0; .x; v/ 2 @SM; the theorem is proved.  5.4 Consistency of the Posterior Mean: Proof of Theorem 3.2 We assume ff2 D 1, the general case 0 < ff2 < 1 requires only notational changes. The overall strategy we pursue here, which has also been used in some form in [29–31,44], is to show first that the Bayesian algorithm recovers the ‘regression function’ Cˆ consistently in a natural statistical distance function, and to combine this with quantitative stability estimates for the inverse map Cˆ 7! ˆ in appropri- ate metrics. This exploits crucially that the estimated Bayesian regression outputs lie in the (nonlinearly constrained) range of the forward map Cˆ, so that the sta- bility estimate applies to them. To make this approach work with ‘unbounded’ Gaussian priors is challenging, and our proofs proceed as follows: We first es- tablish the posterior contraction Theorem 5.13 under general conditions, borrow- ing from Bayesian nonparametric theory (e.g., [16, theorem 8.19] or [18, theorem 7.3.3]), slightly strengthening the usual statement of such theorems to give explicit exponential bounds for the convergence rate to 0 of certain posterior probabili- ties. Since our regression functions Cˆ take values in SO.n/, they are uniformly bounded and the usual Hellinger distance occurring in such contraction theorems is then Lipschitz-equivalent to the standard L2-distance (see Lemma 5.14). Then Lemma 5.16 uses results of [26] to show that the key small ball condition in Theo- rem 5.13 can be verified for the Gaussian priors from Condition 3.1 even after they have been shrunk towards 0, if the true matrix field ˆ0 belongs to the RKHS H. Next, Lemma 5.17 exploits fine properties [3,15] of infinite-dimensional Gauss- ian measures to show that such ‘shrunk’ priors charge ‘sufficiently regular’ matrix fields (effectively C -balls) with probability close enough to 1 that the posterior distributions inherit these regularity properties. This is crucial to apply the ‘for- ward’ estimate Theorem 2.2 and the ‘stability’ estimate (2.4) in the proof of The- orem 5.19—effectively the specific structure of our inverse problem enters only in this theorem and only through these two estimates. Finally, the exponential convergence to 0 of the order e.CC3/N 2 N obtained in Theorem 5.19 permits a ‘quantitative uniform integrability argument’ in Section 5.4 to deduce convergence of the whole posterior (Bochner-) mean towards the true matrix field ˆ0. Let us mention that in the recent contributions [1, 19] (written after the first version of this manuscript was completed), the general proof template developed here has already been used effectively in two different nonlinear inverse problems (arising with elliptic PDEs); see also Remark 3.6. CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 41 A General Contraction Theorem Consider a collection P of probability density functions on some measurable space .X ;A/ with respect to a dominating measure ; specifically in our measure- ment model (1.3) we take P D  pˆ D dP 1ˆ d W ˆ 2 C.M; so.n// ff ; X D Rnn  @CSM; where X is equipped with its natural product Borel-ff algebra A, where d D dy  d with dy equal to Lebesgue measure on Rnn and  given in (1.5). By the Gaussianity of the "1;j;k these probability densities are of the form (5.43) pˆ.y; .x; v// D 1 .2/n 2=2 exp  1 2 X 1j;kn  yj;k .Cˆ..x; v//j;k/ 2ff ; where .y; .x; v// 2 X . Since the map .ˆ; y; .x; v// 7! pˆ.y; .x; v// is jointly Borel-measurable from C.M/  X to R (using (2.3) and that point evaluation is k  k1-continuous), the posterior distribution (3.2) exists by standard arguments ( [16], p.7) and has the desired form. In the proof of the following theorem, we show in particular that the marginal density R QN iD1 pˆ.Yi ; .Xi ; Vi //d….ˆ/ is positive on events of PNˆ0-probability approaching 1, so that (3.2) is well-defined also in the frequentist setting where DN  PNˆ0 . We also define the Hellinger distance h on such densities by (5.44) h2.pˆ; p‰/ D Z X p pˆ pp‰ 2 d; ˆ;‰ 2 C.M; so.n//: Denote by N.F; h; / the minimal number of Hellinger-balls of radius  required to cover a set F of -densities on X . We then have the following: THEOREM 5.13. Consider a prior for ˆ arising from a sequence … D …N of Borel probability measures on F  C.M; so.n// and let ….  j.Yi ; .Xi ; Vi //NiD1/ be the posterior distribution arising from i.i.d. observations .Yi ; .Xi ; Vi //NiD1jˆ  PNˆ . Let ˆ0 2 F , let N ! 0 be a sequence such that p NN !1 as N !1, and define sets (5.45) BN D  ˆ 2 F W E1ˆ0  log pˆ0 pˆ ..Y; .X; V //   2N ; E1ˆ0  log pˆ pˆ0 ..Y; .X; V // 2  2N ff : Suppose for some constant C > 0 the prior … satisfies for all N large enough (5.46) ….BN /  eCN 2 N ; and that for some sequence FN  F of approximating sets for which (5.47) … F n FN   Le.2CC6/N2N for some 0 < L <1; 42 F. MONARD, R. NICKL, AND G. P. PATERNAIN we have the complexity bound (5.48) logN.FN ; h; N /  cN2N for some fixed constant c > 0. Then for some large enough constant m D m.C; c/ > 0 PNˆ0  … FN \ fˆ W h.pˆ; pˆ0/  mN gj.Yi ; .Xi ; Vi //NiD1  1 e.CC3/N2N  !N!1 0: (5.49) PROOF. Recall from (1.4) that we write DN D .Yi ; .Xi ; Vi //NiD1. The proof proceeds as in the proof of [18, theorems 7.3.1 and 7.3.3]: We first use [18, lemma 7.3.2] and the hypothesis (5.46) to deduce that the events (5.50) AN D Z F NY iD1 pˆ pˆ0 .Yi ; .Xi ; Vi // d….ˆ/  e.2CC/N 2 N ff satisfy PNˆ0.AN /! 1 asN !1. Moreover, using (5.48) and [18, theorem 7.1.4] with choices "0 D m0N , any m0 < m and logN."/ D cN2N constant in " > "0, we deduce that for every k > 1 there exists m0; m large enough such that we can find ‘tests’ (random indicator functions) ‰N D ‰N .DN / for which (5.51) PNˆ0.‰N D 1/!N!1 0 and sup ˆ2FN Wh.pˆ;pˆ0 />mN ENˆ .1 ‰N /  ekN 2 N : Now let us write xFN D FN \ fh.pˆ; pˆ0/  mN g for the event whose posterior probability we want to bound. Then by (3.2) and as N !1, PNˆ0 … xF cN jDN   e.CC3/N2N  D PNˆ0 R xF c N QN iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //d….ˆ/R F QN iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //d….ˆ/  e.CC3/N2N ; ‰N D 0; AN ! C o.1/  PNˆ0 Z xF c N NY iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //d….ˆ/.1 ‰N /  e.2CC5/N 2 N  C o.1/: By Markov’s inequality, decomposing xF cN D FcN [ fh.pˆ; pˆ0/ > mN g CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 43 and using Fubini’s theorem as well as (5.52) ENˆ0 NY iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //.1 ‰N / D ENˆ .1 ‰N /  1; we further bound the last probability as e.2CC5/N 2 N Z xF c N ENˆ .1 ‰N /d….ˆ/  e.2CC5/N2N  2….FcN /C Z ˆ2FN Wh.pˆ;pˆ0 />mN ENˆ .1 ‰N /d….ˆ/   2LeN2N C e.2CC5k/N2N !N!1 0; where we have used (5.47) and (5.51) with k and then m large enough.  The ‘information-theoretic distance’ h arises naturally in such posterior con- traction theorems; see [16]. The following lemma, which adapts a result due to Birgé [2] to the setting of SO.n/-valued functions, shows that the Hellinger dis- tance is Lipschitz-equivalent to the standard L2-metric kCˆ C‰kL2 D s X 1j;kn kCˆ;j;k C‰;j;kk2L2 : LEMMA 5.14. Forˆ 2 C.M; so.n//, letCˆW @CSM ! SO.n/ be its non-Abelian X-ray transform. Then there exist positive constants c0 D c0.n/; c1 D c1.n/ such that (5.53) 1 c0 kCˆ C‰k2L2  h2.pˆ; p‰/  c1kCˆ C‰k2L2 ; 8ˆ;‰ 2 C.M; so.n//: PROOF. Write (5.54) .pˆ; p‰/  Z X p pˆp‰d D 1 1 2 h2.pˆ; p‰/ 44 F. MONARD, R. NICKL, AND G. P. PATERNAIN for the ‘Hellinger affinity’. By (5.43) and using the standard formula for the mo- ment generating function ofN.0; 1/-variables with probability density ffi, the quan- tity .pˆ; p‰/ equals D 1 .2/n 2=2 Z X exp  1 4 X j;k h yj;k .Cˆ..x; v//j;k/2 yj;k .C‰..x; v//j;k/2iff D Z @CSM exp  1 4 X j;k  C 2ˆ..x; v//j;k C C 2‰..x; v//j;k ff  Z Rnn e 1 2 P j;k yj;k.Cˆ..x;v//j;kCC‰..x;v//j;k/ Y j;k ffi.yjk/dy d.x; v/ D Z @CSM exp  2 8 X j;k  C 2ˆ..x; v//j;k C C 2‰..x; v//j;k ff  exp  1 8 X j;k  Cˆ..x; v//j;k C C‰..x; v//j;k 2ff d.x; v/ D Z @CSM exp  1 8 jCˆ.x; v/ C‰.x; v/j2F ff d.x; v/: By Jensen’s inequality the last integral is greater than or equal to expfkCˆ C‰k2L2=8g and using standard inequalities for 1e´; ´ > 0; the right-hand side of (5.53) follows. Next we notice that since Cˆ.x; v/; C‰.x; v/ 2 SO.n/, their ma- trix entries are all bounded by 1, and we hence have jCˆ.x; v/ C‰.x; v/j2F =8  B2 for some constant B D B.n/. We can thus proceed exactly as in the proof of [2, prop. 1] (or see lemma 21 in [19]) to also deduce the left-hand side inequal- ity in (5.53).  Verification of the Prior Mass Condition We now verify condition (5.46) in the last theorem for an explicit constantC > 0 and the Gaussian prior from Theorem 3.2. To do this we first show that one can reduce to checking small ball conditions for k  kL2.M/-norms on the level of the original matrix parameter ˆ. LEMMA 5.15. For ˆ0 2 C.M; so.n// and  > 0 define BN ./ D fˆ 2 C.M; so.n// W kˆ ˆ0kL2.M/  N =g; and let BN ;…; N ; be as in Theorem 5.13. Then for some  D .M; n/ large enough, we have BN ./  BN , and thus in particular, for every N 2 N, ….BN /  ….BN .//: CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 45 PROOF. From (1.3) with ˆ D ˆ0 and (5.43) we have logpˆ.Y1; .x; v// logpˆ0.Y1; .x; v// D X 1j;kn  1 2 .Cˆ..x; v//j;k Cˆ0..x; v//j;k/2 C "1;j;k.Cˆ..x; v//j;k Cˆ0..x; v//j;k/  : Therefore, since E1" "1;j;k D 0 and  is the unit volume measure on @CSM , E1ˆ0  log pˆ0 pˆ ..Y; .X; V //  D 1 2 kCˆ Cˆ0k2L2.@CSM/  C 2 1 2 kˆ ˆ0k2L2.M/; where we have used the forward estimate (2.2) with Lipschitz constant C1 D C1.M; n/. Thus if   2=C 21 the first inequality defining BN is verified for ˆ 2 BN ./. To verify the second, note that all Cˆ.x; v/ 2 SO.n/ are bounded in the kkL1.@CSM/-norm by some fixed constant B D B.n/. Thus E1ˆ0  log pˆ pˆ0 .Y; .X; V // 2  2E1 X j;k 1 2 .Cˆ..X; V //j;k Cˆ0..X; V //j;k/2 2 C 2E1E1" X j;k "j;k.Cˆ..X; V //j;k Cˆ0..X; V //j;k/ 2  c0.B; n/kCˆ Cˆ0k2L2  c.n/C1kˆ ˆ0k2L2 for some constant c.n/ > 0, where we have also used that "j;k i:i:d: N.0; 1/ implies, for .x; v/ 2 @CSM fixed,X j;k "j;k Cˆ..x; v//j;k Cˆ0..x; v//j;k   N.0; jCˆ.x; v/ Cˆ0.x; v/j2F /; and again (2.2), so that the overall result follows from the appropriate choice of  > 0.  We now turn to lower bound the small ball probabilities….BN .// for the prior … featured in Theorem 3.2 where for the given we will choose (5.55) N D N =.2 C2/ so that p NN D N 1=.2 C2/: Note that p NN precisely equals the rescaling of the prior in (3.4). Let us recall the base RKHS H from Condition 3.1. 46 F. MONARD, R. NICKL, AND G. P. PATERNAIN LEMMA 5.16. Let … D xnjD1…B be the prior for ˆ from Theorem 3.2 with > C 1, > 0, assume ˆ0 2 H, and choose N as in (5.55). Let BN ./ be as in Lemma 5.15. Then for every  > 0 there exists a constant C 0 D C 0.; ; kˆ0kH; n;M/ such that for every N 2 N, ….BN .//  exp C 0N2N : In particular, for BN as in (5.45) in Theorem 5.13, there exists a finite constant C D C. ; kˆ0kH; n;M/ > 0 such that for every N 2 N, (5.56) ….BN /  exp CN2N : PROOF. Since kˆˆ0kL2.M/  xnmaxj kBj B0;j kL2.M/, to prove the first inequality it suffices to lower bound, by independence of the Bj ’s, xnY jD1 …B B W kB B0;j kL2.M/  N =.xn/  ; xn D dim.so.n//: The sets fb W kbkL2.M/  cg, c > 0, are convex and symmetric, hence by [18, cor. 2.6.18] we have for every j fixed, …B.kB B0;j kL2.M/  N =.xn//  ekB0;j k2RKHS.…B/=2…B.kBkL2.M/  N =.xn// D eN2N kB0;j k2H=2…B.kBkL2.M/  N =.xn// where we have used that kB0;j k2RKHS.…B/ D N 2 N kB0;j k2H <1 in view of (3.4), (5.55), (and where we refer to [18, exer. 2.6.5] or [16, lemma I.16] for standard preservation properties of RKHS under linear transformations). We next bound the centred probability that by (3.4), (5.55) equals …B.kBkL2.M/  N =.xn// D …0.kf 0kL2.M/  p N2N =.xn//: By Condition 3.1 the RKHS of the Gaussian law of f 0 in C.M/ is continuously imbedded into H .M/. The unit ball U of this space satisfies the bound (5.57) logN.U; k  kL2.M/; /  .A=/2= ; 0 <  < A for some A > 0; for its L2.M/-covering numbers: Indeed, since the simple surface M is diffeo- morphic to a disk, we can extend all functions f in H .M/ to elements fe of the Sobolev space H .I2/ on the 2-torus I2 D .0; 12 ff M , with Sobolev-norm increased by at most a fixed multiplicative constant (chap. 4 in [41]). An appro- priate bound for the L2.I2/-covering numbers of ffe W f 2 U g is then provided in [18, (4.184)], which in turn (since kf f 0kL2.M/  kfe f 0ekL2.I2/ for all f; f 0 2 L2.M/) also bounds the L2.M/-covering numbers of U as required. CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 47 To proceed, we can now use (5.55) and [26, theorem 1.2] (with the value of there equal to our 2= ) to lower bound the last small ball probability by (5.58) exp cpN2N =.xn/ 4= 2.2= /  expc0N2N ; noting p N2N D N. 1/=.2 C2/ for constants c D c. /; c0 D c0.; n; / and since > 1. Combining what precedes proves the first inequality of the lemma with (5.59) C 0 D 1 2 xnX jD1 kB0;j k2H C xnc0: The second inequality (5.56) now follows from the first and Lemma 5.15.  We note that the proof in fact shows that the constant C depends only on upper bounds for kˆ0kH. Excess Mass and Complexity Conditions Having determined the constant C in (5.46) for the Gaussian prior in Theo- rem 3.2, we now turn to verifying the remaining conditions (5.47) and (5.48) in Theorem 5.13 for a suitable choice of FN that will provide sufficient regularity of the posterior distribution to combine it with our stability estimates for the map ˆ 7! Cˆ. LEMMA 5.17. Let… be the prior from Theorem 3.2 with > C1, > 0, let N be as in (5.55) and assume N2N  1. Form > 0 define subsets of C.M; so.n// as FN D  ˆ W ˆ D ˆ1 Cˆ2; kˆ1kL2  N ; kˆ2kH  m; kˆkC  m (a) Then for every K > 0 we can choose m large enough such that ….FN /  1 eKN2N : (b) Moreover, for some c D .m; ; n; vol.M// we have logN.FN ; h; N /  cN2N : PROOF. (a) Recalling (3.4), (5.55), we can identify a prior draw ˆ with the vector field .B1; : : : ; Bxn/ D 1p NN f 01; : : : ; f 0 xn  ; f 0j i:i:d: …0: We denote by …0xn the product measure describing the law of the centred Gaussian random variable .f 01; : : : ; f 0 xn/ in the Banach space xnjD1C.M/. 48 F. MONARD, R. NICKL, AND G. P. PATERNAIN Write next FN D FN;1 \ FN;2 where, with f 0i; corresponding to ˆi , i D 1; 2; FN;1 D  f 0j D f 01;j C f 02;j xn jD1 W xnX jD1 kf 01;j k2L2  N4N ; xnX jD1 kf 02;j k2H .M/  m2N2N ff ; FN;2 D  .f 01; : : : ; f 0 xn/ W xnX jD1 kf 0j kC .M/  m p NN ff ; so that it suffices to bound the prior probabilities of the complements ofFN;1;FN;2. We first turn to FN;2. By Condition 3.1 the vector field .f 01; : : : ; f 0xn/ defines a Gaussian Borel random variable in a separable linear subspace S of xnjD1C .M/. By the Hahn-Banach theorem its xnjD1C .M/-norm can then be represented as a countable supremum f 01; : : : ; f 0xn xn jD1 C .M/ D sup t2T tf 01; : : : ; f 0xn of bounded linear functionals T D .tm W m 2 N/ defined on .S; kkxn jD1 C .M//. We then apply Fernique’s theorem [15], concretely [18, theorem 2.1.20], to the centred Gaussian process .X.t/ WD t .f 01; : : : ; f 0xn/ W t 2 T / to deduce that for some fixed constant D > 0, E xnX jD1 f 0j C .M/  D <1; and then also, for m D m.D/ large enough and since N2N  1, … FcN;2  x…xn xnX jD1 kf 0j kC .M/ E xnX jD1 kf 0j kC .M/  m p NN =2   2ekm2N2N for k a fixed constant, which can be made less than eKN 2 N =2 for anyK provided m D m.K; k;D/ is chosen large enough. CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 49 It remains to show that….FN;1/  1 12 expfKN2N g form large enough. Us- ing the continuous imbedding H  H .M/ with imbedding constant c0 (cf. Con- dition 3.1), it suffices to lower bound …0xn  f 0j D f 01;j C f 02;j xn jD1 W xnX jD1 f 01;j 2L2  N4N ; xnX jD1 kf 02;j k2H 1=2  m c0 p NN  D …0xn xAN CmNOH where OH is the unit ball in xnjD1H and where we define xAN   ! 2 xnjD1C.M/ W k!kL2  p N2N ; mN  m p NN c0 : By Borell’s [3] isoperimetric inequality (see [18, theorem 2.6.12]) the last proba- bility is bounded below by (5.60) ˆ ˆ1 …0xn. xAN / CmN  where ˆ D Pr.Z  / is the cumulative distribution function of a N.0; 1/ random variable Z. By the same arguments as those leading to (5.58) above, we have …0xn xAN   expc22N2N for c2 D c2.n; / > 0; and using the basic inequality ˆ1.u/  p2 log u, 0 < u < 1 (see [16, lemma K.6]) and monotonicity of ˆ we can further lower bound (5.60) by ˆ  c2 p 2C m c0 p NN  : Now given K, define m0N  ˆ1  exp KN2N =2; which by the previous inequality for ˆ1 can be made to be less than or equal to .m c0 c2 p 2/ p NN whenever m D m.K; c2; c0/ is large enough. Conclude that the penultimate display is lower bounded by ˆ ˆ1exp.KN2N /=2 D 1 ˆˆ1expKN2N =2 D 1 1 2 exp KN2N ; completing the proof of Part (a). (b) To prove Part (b), note first that to construct a N -covering ofFN in kkL2.M/- distance it suffices, by definition ofFN , to construct such a covering for aH .M/- ball of radius m, so that (5.57) and the definition of N give (with A0 > 0) (5.61) logN.FN ; kkL2.M/; N /  .A0=N /2=  bN2N for some b D b.m; ; xn/ > 0: 50 F. MONARD, R. NICKL, AND G. P. PATERNAIN Lemma 5.14 and (2.2) imply that such a covering induces a .C1 p c1/N -covering ofFN in the Hellinger distance h of log-cardinality at most bN2N . Since kkL2.M/ is a norm and hence homogeneous, we can increase the constant from b to c D c.b; c1; C1; / in (5.61) and obtain a n-covering for h. The desired inequality in Part (b) follows.  Remark 5.18. We note that the introduction of the set FN;1 and the use of Borell’s inequality in the previous lemma can be avoided if one wishes to prove Theorem 3.2 only for any  > 0 (in this case a minor adaptation of Theorem 5.13 and of (5.61) can be shown to give a slightly worse rate 0N D N =.2 C2/ in (5.62) below). We give this argument however to obtain our sharper bound for  in (5.66). Final Contraction Theorem We now put everything together to establish a posterior contraction theorem for ˆ and subsequently deduce Theorem 3.2 from it. THEOREM 5.19. Under the hypotheses of Theorem 3.2, with > C 1, > 0, N D N =.2 C2/, and C from (5.56), we have for all m0 large enough that PNˆ0  … ˆ W kCˆ Cˆ0kL2.@CSM/  m0N ; kˆkC .M/  m0jDN /  1 e.CC3/N 2 N  ! 1 (5.62) as N ! 1. Moreover, if > 2, then we have for every integer x such that 1 < x < and all m00 large enough, PNˆ0 … ˆ W kˆ ˆ0kL2.M/  m00. x 1/= x N jDN   e.CC3/N2N !N!1 0: Remark 5.20. The constraint > 2 in the second limit in Theorem 5.19 is only required to allow space for an integer x 2 .1; / in the following proof, when combining the interpolation inequality (5.64) with Theorem 2.2 for k D x 2 N. If a version of Theorem 2.2 were established for noninteger k, then > 1 and real x 2 .1; / would be permitted in Theorem 5.19 (and then also in Theorem 3.2). PROOF. From Lemmata 5.16 and 5.17 withK D 2C C 6 and Theorem 5.13 we deduce for m D m.C/ large enough, and as N !1 PNˆ0  … ˆ W fˆ W h.pˆ; pˆ0/  mN g \ fkˆkC .M/  mgjDN   1 e.CC3/N2N  ! 0: Applying Lemma 5.14 gives the first limit (5.62) with m0 D .1Cpc0/m. To prove the second limit we will apply the stability estimate Theorem 2.1 in the form (2.4) with ‰ D ˆ0. By hypothesis we have kˆ0kC1.M/ . kˆ0kC .M/ < 1; as a consequence for allˆ contained in the event in (5.62) with > 2, the con- stants c.ˆ;ˆ0/ from (2.1) are uniformly bounded by a fixed constant that depends CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 51 on m0;M; kˆ0kC1.M/ and hence for those ˆ’s (5.63) kˆ ˆ0kL2.M/  D.kˆ0kC1.M/;M;m0/kCˆ Cˆ0kH1.@CSM/: To proceed we will need a standard interpolation result for Sobolev spaces on the manifold @CSM to the effect that (5.64) kW kH1.@CSM/ . kW k .k1/=k L2.@CSM/ kW k1=k Hk.@CSM/ for all W 2 Hk.@CSM/ and any k > 1. [For real-valued functions this can be proved using standard arguments from chapter 4 in [41], and these results extend to matrix fields in a straightforward way.] Moreover, we will use the basic inequality (5.65) kˆk H x .M/ . kˆk C x .M/  kˆkC .M/ for allˆ 2 C .M/. Now Theorem 2.2 implies that for allˆ’s in the event in (5.62) the corresponding kCˆkH x .@CSM/’s are uniformly bounded by a fixed constant that depends on m0;M; ; x only. Likewise kCˆ0kH x .@CSM/  kCˆ0kC .@CSM/ . .1C kˆ0kC / <1 in view of Theorem 2.2 and since ˆ0 2 C for > x by hypothesis. Hence for such ˆ’s the combination of (5.63) and (5.64) with W D Cˆ Cˆ0 , k D x gives kˆ ˆ0kL2.M/ . kCˆ Cˆ0k. x 1/= x L2.@CSM/ kCˆ Cˆ0k1= x H x .@CSM/ .  . x 1/= x N : The second conclusion of Theorem 5.19 now follows from the preceding inequali- ties and (5.62). Completion of the Proof of Theorem 3.2 The last step is to show that the posterior contraction rate in the second limit of Theorem 5.19 carries over to the posterior mean E…ŒˆjDN . For any integerx 2 .1; / and every (5.66) 0 <  < 2 C 2  x 1 x ; we have as N !1 N WD m00. x 1/= x N ' N 2 C2 x 1 x D o.N/: Then by the inequalities of Jensen and Cauchy-Schwarz kE…ŒˆjDN  ˆ0kL2.M/  E…Œkˆ ˆ0kL2.M/jDN   N CE…Œkˆ ˆ0kL2.M/1fkˆ ˆ0kL2.M/  N gjDN   N C ŒE…Œkˆ ˆ0k2L2.M/jDN 1=2….kˆ ˆ0kL2.M/  N jDN /1=2; 52 F. MONARD, R. NICKL, AND G. P. PATERNAIN and it suffices to show that the second summand is stochastically O.N / as N ! 1. Arguing as in the proof of Theorem 5.13 and using Lemma 5.16 implies that the sets AN from (5.50) with C from (5.56) satisfy PNˆ0.AN /! 1 as N !1. Now Theorem 5.19, (3.2), and Markov’s inequality imply PNˆ0 E…Œkˆ ˆ0k2L2.M/jDN  ….kˆ ˆ0kL2.M/  N jDN / > 2N   PNˆ0 E…Œkˆ ˆ0k2L2.M/jDN e.CC3/N 2 N > 2N C o.1/  PNˆ0 e.CC3/N 2 N R kˆ ˆ0k2L2.M/QNiD1 pˆpˆ0 .Yi ; .Xi ; Vi //d….ˆ/R QN iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //d….ˆ/ > 2N ; AN ! C o.1/  eN2N 2N ENˆ0 Z kˆ ˆ0k2L2.M/ NY iD1 pˆ pˆ0 .Yi ; .Xi ; Vi //d….ˆ/  eN2N 2N Z kˆ ˆ0k2L2.M/ d….ˆ/ . eN 2 N 2N !N!1 0 where we have also used Fubini’s theorem, (5.52), and that the Gaussian measure … is supported in L2.M/ and hence integrates kˆk2 L2 to a finite constant (see, e.g., [18, exer. 2.1.5]).  Acknowledgment. We would like to thank the referee for helpful remarks and suggestions. We are further very grateful to Bill Lionheart for having introduced us to polarimetric neutron tomography and its connection to the non-Abelian X- ray transform. FM was supported by National Science Foundation Grant DMS- 1814104 and a UC Hellman Fellowship. RN was supported by the European Re- search Council under ERC Grant No. 647812 (UQMSI). GPP thanks the University of California at Santa Cruz and the University of Washington for hospitality while this work was in progress. GPP was supported by the Leverhulme trust and EPSRC Grant EP/R001898/1. Bibliography [1] Abraham, K.; Nickl, R. 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Posterior consistency for Bayesian inverse problems through stability and regression results. Inverse Problems 29 (2013), no. 12, 125011, 32 pp. doi:10.1088/0266- 5611/29/12/125011 CONSISTENT INVERSION OF NOISY NON-ABELIAN X-RAY TRANSFORMS 55 FRANÇOIS MONARD Department of Mathematics University of California, Santa Cruz Santa Cruz, CA 95064 USA E-mail: fmonard@ucsc.edu GABRIEL P. PATERNAIN Department of Pure Mathematics and Mathematical Statistics University of Cambridge Cambridge CB3 0WB UNITED KINGDOM E-mail: g.p.paternain@ dpmms.cam.ac.uk RICHARD NICKL Department of Pure Mathematics and Mathematical Statistics University of Cambridge Cambridge CB3 0WB UNITED KINGDOM E-mail: r.nickl@ statslab.cam.ac.uk Received May 2019. Revised May 2020.