Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
From MaRDI portal
Publication:2123799
DOI10.1016/j.jcp.2020.109768OpenAlexW3048995007MaRDI QIDQ2123799
Publication date: 14 April 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2020.109768
parameter estimationBayesian inverse problemspatially varying parametersFourier diagonalizationplentiful and sparse observations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Dynamic Stochastic Superresolution of sparsely observed turbulent systems
- A statistically accurate modified quasilinear Gaussian closure for uncertainty quantification in turbulent dynamical systems
- Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
- Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
- A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters
- A Bayesian analysis of the thermal challenge problem
- A nonlinear test model for filtering slow-fast systems
- Mathematical strategies for filtering turbulent dynamical systems
- Test models for improving filtering with model errors through stochastic parameter estimation
- A concise course on stochastic partial differential equations
- Mathematical test criteria for filtering complex systems: Plentiful observations
- Stochastic processes and filtering theory
- Sequential Monte Carlo Methods in Practice
- An inverse random source scattering problem in inhomogeneous media
- A Bayesian approach to multiscale inverse problems using the sequential Monte Carlo method
- Explicit off-line criteria for stable accurate time filtering of strongly unstable spatially extended systems
- Filtering nonlinear dynamical systems with linear stochastic models
- Pushing the Limits of Contemporary Statistics: Contributions in Honor of Jayanta K. Ghosh
- Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
- Fully Bayesian Reconstructions From Single-Photon Emission Computed Tomography Data
- Bayesian Forecasting for Complex Systems Using Computer Simulators
- Mixture Kalman Filters
- Hierarchical Bayesian models for inverse problems in heat conduction
- Stochastic Equations in Infinite Dimensions
- Test Models for Filtering with Superparameterization
- Filtering Complex Turbulent Systems
