Fast Model Updates Using Wavelets

DOI10.1137/030601466MaRDI QIDQ4653978zbMATH OpenOpenAlexFDO

Authors Nicholas N. Bennett, Alberto Malinverno

Publication date 1 March 2005

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/030601466

zbMATH Keywords

algorithmsBayesian approachCholesky decompositioncovariance matrixdeterminantinverse problemKalman filtermodel averagingmodel updatemultiwaveletsnumerical examplesuncertaintywavelets

Mathematics Subject Classification ID

Inverse problems for integral equations (45Q05) Bayesian problems; characterization of Bayes procedures (62C10) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for inverse problems for integral equations (65R32) Numerical methods for wavelets (65T60)

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• Spatial approximation of stochastic convolutions
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