Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations
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Publication:3095066
DOI10.1137/090780717zbMath1229.65174OpenAlexW2074836377MaRDI QIDQ3095066
H. P. Flath, Lucas C. Wilcox, Bart G. van Bloemen Waanders, Omar Ghattas, Volkan Akcelik, Judith C. Hill
Publication date: 28 October 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ea178d01ad58ccf166b69e5238d2e9ab1089fe27
fast algorithmsHessianconvection-diffusionBayesian inferencelow-rank approximationuncertainty quantificationLanczoscontaminant transportlarge-scale statistical inverse problem
Bayesian inference (62F15) Partial differential equations of mathematical physics and other areas of application (35Q99) Diffusion and convection (76R99) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) PDEs in connection with control and optimization (35Q93) PDEs in connection with statistics (35Q62)
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