An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

DOI10.1016/J.JCP.2013.11.019MaRDI QIDQ348643zbMATH OpenOpenAlexFDO

Authors Weixuan Li, Guang Lin, Dongxiao Zhang

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.2013.11.019

zbMATH Keywords

Kalman filteruncertainty quantificationpolynomial chaosadaptive ANOVAinverse modeling

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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Cites work

• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• A stochastic collocation based Kalman filter for data assimilation
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
• An adaptive high-dimensional stochastic model representation technique for the solution of stochastic partial differential equations
• Equation of state calculations by fast computing machines
• General foundations of high-dimensional model representations
• High dimensional model representations generated from low dimensional data samples. I: mp-cut-HDMR
• High-Order Collocation Methods for Differential Equations with Random Inputs
• Modeling uncertainty in flow simulations via generalized polynomial chaos.
• Multi-element probabilistic collocation method in high dimensions
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• The ensemble Kalman filter for combined state and parameter estimation

Cited in

(10)

• Sparsity-promoting elastic net method with rotations for high-dimensional nonlinear inverse problem
• Optimal observations-based retrieval of topography in 2D shallow water equations using PC-EnKF
• A non-intrusive reduced basis EKI for time fractional diffusion inverse problems
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
• A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
• Calibration of reduced-order model for a coupled Burgers equations based on PC-EnKF
• An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
• A Defensive Marginal Particle Filtering Method for Data Assimilation
• Interface control volume finite element method for modelling multi-phase fluid flow in highly heterogeneous and fractured reservoirs
• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs

Describes a project that uses

Uses Software

• EnKF

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