Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction (Q2375191): Difference between revisions

Latest revision as of 07:40, 18 December 2024

scientific article

Language	Label	Description	Also known as
English	Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction	scientific article

Statements

instance of

scholarly article

0 references

title

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction (English)

0 references

0 references

0 references

0 references

Journal of Computational Physics

0 references

publication date

5 December 2016

0 references

full work available at URL

https://arxiv.org/abs/1510.06053

0 references

zbMATH Keywords

inverse problems

0 references

Bayesian inference

0 references

dimension reduction

0 references

model reduction

0 references

low-rank approximation

0 references

Markov chain Monte Carlo

0 references

MaRDI profile type

Publication

0 references

cites work

Inverse Problem Theory and Methods for Model Parameter Estimation

0 references

Inverse problems: A Bayesian perspective

0 references

Q4864274

0 references

Monte Carlo strategies in scientific computing

0 references

Handbook of Markov Chain Monte Carlo

0 references

Equation of State Calculations by Fast Computing Machines

0 references

Monte Carlo sampling methods using Markov chains and their applications

0 references

Weak convergence and optimal scaling of random walk Metropolis algorithms

0 references

Optimal Scaling of Discrete Approximations to Langevin Diffusions

0 references

Optimal scaling for various Metropolis-Hastings algorithms.

0 references

Diffusion limits of the random walk Metropolis algorithm in high dimensions

0 references

Optimal scaling and diffusion limits for the Langevin algorithm in high dimensions

0 references

Optimal Low-rank Approximations of Bayesian Linear Inverse Problems

0 references

Likelihood-informed dimension reduction for nonlinear inverse problems

0 references

Data-driven model reduction for the Bayesian solution of inverse problems

0 references

Dimension-independent likelihood-informed MCMC

0 references

Turbulence and the dynamics of coherent structures. I. Coherent structures

0 references

Turbulence, Coherent Structures, Dynamical Systems and Symmetry

0 references

Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

0 references

Q5786196

0 references

Q4165953

0 references

Q3997987

0 references

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

0 references

Q3583848

0 references

An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method

0 references

Q5456605

0 references

Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

0 references

Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations

0 references

A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

0 references

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems

0 references

Q3868672

0 references

Missing Point Estimation in Models Described by Proper Orthogonal Decomposition

0 references

An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations

0 references

Nonlinear Model Reduction via Discrete Empirical Interpolation

0 references

Using Bayesian statistics in the estimation of heat source in radiation

0 references

Non‐linear model reduction for uncertainty quantification in large‐scale inverse problems

0 references

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

0 references

Randomized algorithms for the low-rank approximation of matrices

0 references

An adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift

0 references

A random map implementation of implicit filters

0 references

Randomize-Then-Optimize: A Method for Sampling from Posterior Distributions in Nonlinear Inverse Problems

0 references

Sparse deterministic approximation of Bayesian inverse problems

0 references

Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

0 references

Sparse-grid, reduced-basis Bayesian inversion

0 references

Markov Chain Monte Carlo Methods for High Dimensional Inversion in Remote Sensing

0 references

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

0 references

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

0 references

An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

0 references

Identifiers

zbMATH Open document ID

1349.65189

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.JCP.2016.03.055

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2375191

@@ Property / DOI @@
-.1016/j.jcp.2016.03.055
@@ Property / DOI: 10.1016/j.jcp.2016.03.055 / rank @@
-Normal rank
@@ Property / DOI @@
+.1016/J.JCP.2016.03.055
@@ Property / DOI: 10.1016/J.JCP.2016.03.055 / rank @@
+Normal rank