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

waveletsalgorithmsKalman filteruncertaintyinverse problemnumerical examplescovariance matrixCholesky decompositionmodel averagingdeterminantBayesian approachmultiwaveletsmodel update

Mathematics Subject Classification ID

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

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Cited in

(3)

• Spatial approximation of stochastic convolutions
• Iterative updating of model error for Bayesian inversion
• Bayesian updating revisited

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