Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems

DOI10.1016/J.CMA.2017.08.016zbMath1439.65071arXiv1706.06692OpenAlexW2671679770MaRDI QIDQ2310097

Umberto Villa, Peng Chen, Omar Ghattas

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06692

zbMATH Keywords

sparse gridcurse of dimensionalityGaussian priordimension-independent convergence analysisHessian-based adaptive sparse quadratureinfinite-dimensional Bayesian inverse problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical integration (65D30) Numerical solution to inverse problems in abstract spaces (65J22)

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Uses Software

• hIPPYlib

Cites Work

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