Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations
From MaRDI portal
Publication:2375242
DOI10.1016/j.jcp.2016.02.055zbMath1349.62076OpenAlexW2512710710MaRDI QIDQ2375242
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2016.02.055
sparse gridBayesian inversionreduced basisgeneralized empirical interpolationa-priori and a-posteriori error estimateshigh-fidelity Petrov-Galerkin finite elements
Related Items (24)
Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference ⋮ A conjugate gradient algorithm for large-scale unconstrained optimization problems and nonlinear equations ⋮ Learning physics-based models from data: perspectives from inverse problems and model reduction ⋮ Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion ⋮ Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification ⋮ Electromagnetic wave scattering by random surfaces: Shape holomorphy ⋮ Scaling limits in computational Bayesian inversion ⋮ Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ Some modified Hestenes-Stiefel conjugate gradient algorithms with application in image restoration ⋮ Higher order quasi-Monte Carlo integration for Bayesian PDE inversion ⋮ A Reduced-Order-Model Bayesian Obstacle Detection Algorithm ⋮ Shape Holomorphy of the Stationary Navier--Stokes Equations ⋮ Uncertainty Quantification for Low-Frequency, Time-Harmonic Maxwell Equations with Stochastic Conductivity Models ⋮ An efficient algorithm for a class of stochastic forward and inverse Maxwell models in \(\mathbb{R}^3\) ⋮ Reduced Basis Methods for Uncertainty Quantification ⋮ Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities ⋮ Special issue: Big data and predictive computational modeling ⋮ Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment ⋮ Sparse quadrature for high-dimensional integration with Gaussian measure ⋮ Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems ⋮ An Efficient, Globally Convergent Method for Optimization Under Uncertainty Using Adaptive Model Reduction and Sparse Grids ⋮ Stein Variational Reduced Basis Bayesian Inversion ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization ⋮ An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs
Uses Software
Cites Work
- Reduced basis techniques for stochastic problems
- Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- On the stability of the reduced basis method for Stokes equations in parametrized domains
- Consistency, stability, a priori and a posteriori errors for Petrov- Galerkin methods applied to nonlinear problems
- Dimension-adaptive tensor-product quadrature
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- The generalized empirical interpolation method: stability theory on Hilbert spaces with an application to the Stokes equation
- A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods
- Accurate and efficient evaluation of failure probability for partial different equations with random input data
- A general multipurpose interpolation procedure: The magic points
- Sparse-grid, reduced-basis Bayesian inversion
- Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion
- Sparse adaptive Taylor approximation algorithms for parametric and stochastic elliptic PDEs
- A prioriconvergence of the Greedy algorithm for the parametrized reduced basis method
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Complexity analysis of accelerated MCMC methods for Bayesian inversion
- Efficient non-linear model reduction via a least-squares Petrov-Galerkin projection and compressive tensor approximations
- Sparse deterministic approximation of Bayesian inverse problems
- Inverse problems: A Bayesian perspective
- Reduced Basis Approximation for Nonlinear Parametrized Evolution Equations based on Empirical Operator Interpolation
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- Weighted Reduced Basis Method for Stochastic Optimal Control Problems with Elliptic PDE Constraint
- Data-driven model reduction for the Bayesian solution of inverse problems
- Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems
- Nonlinear Model Reduction via Discrete Empirical Interpolation
- Approximation of Bayesian Inverse Problems for PDEs
- Newton Methods for Nonlinear Problems
- Convergence Rates for Greedy Algorithms in Reduced Basis Methods
- Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
- Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations
- Sparsity in Bayesian inversion of parametric operator equations
- Non‐linear model reduction for uncertainty quantification in large‐scale inverse problems
- A Weighted Reduced Basis Method for Elliptic Partial Differential Equations with Random Input Data
- Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- The Mathematical Theory of Finite Element Methods
- Convergence Conditions for Ascent Methods
- Construction of an orthonormal basis in $C^{m}(I^{d})$ and $W^{m}_{p}(I^{d})$
This page was built for publication: Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations
