Optimal Low-rank Approximations of Bayesian Linear Inverse Problems

DOI10.1137/140977308zbMath1325.62060arXiv1407.3463OpenAlexW2963964397MaRDI QIDQ3452481

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Publication date: 12 November 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3463

zbMATH Keywords

inverse problemsoptimalityBayesian inferenceBayes risklow-rank approximationcovariance approximationFörstner-Moonen metricposterior mean approximation

Mathematics Subject Classification ID

Bayesian inference (62F15) Biomedical imaging and signal processing (92C55) Inverse problems in linear algebra (15A29) Approximation algorithms (68W25)

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Uses Software

• L-BFGS
• JDQR
• ARPACK
• UTV
• JDQZ
• LSRN
• CRAIG
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• Unnamed Item
• Unnamed Item

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• Data Assimilation
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