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

DOI10.1016/J.JCP.2016.03.055zbMath1349.65189arXiv1510.06053OpenAlexW2232528752MaRDI QIDQ2375191

Karen Willcox, Tiangang Cui, Youssef M. Marzouk

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.06053

zbMATH Keywords

inverse problemsMarkov chain Monte Carlodimension reductionmodel reductionBayesian inferencelow-rank approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical solution to inverse problems in abstract spaces (65J22)

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