Efficient iterative methods for hyperparameter estimation in large-scale linear inverse problems

DOI10.1007/S10444-024-10208-6MaRDI QIDQ6660076zbMATH OpenFDO

Authors Khalil A Hall-Hooper, Arvind K. Saibaba, Julianne Chung, Scot M. Miller

Publication date 10 January 2025

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10444-024-10208-6

zbMATH Keywords

Bayesian inverse problemsGolub-Kahan bidiagonalizationhyperparameter estimationlow-rank approximation

Mathematics Subject Classification ID

Point estimation (62F10) Ill-posedness and regularization problems in numerical linear algebra (65F22) Numerical methods for low-rank matrix approximation; matrix compression (65F55) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Inverse problems in geophysics (86A22)

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(3)

• Efficient Krylov subspace methods for uncertainty quantification in large Bayesian linear inverse problems
• Parametric kernel low-rank approximations using tensor train decomposition
• Lengthscale-informed sparse grids for kernel methods in high dimensions

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