Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
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Recommendations
- Bayesian non-linear statistical inverse problems
- Solving and learning nonlinear PDEs with Gaussian processes
- Adaptive construction of surrogates for the Bayesian solution of inverse problems
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Numerical realization of the Bayesian inversion accelerated using surrogate models.
Cites work
- A stochastic collocation approach to Bayesian inference in inverse problems
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Active subspace methods in theory and practice: applications to kriging surfaces
- Active subspaces. Emerging ideas for dimension reduction in parameter studies
- Bayesian calibration of computer models. (With discussion)
- Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment
- Combining Field Data and Computer Simulations for Calibration and Prediction
- Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Exponential convergence of Langevin distributions and their discrete approximations
- Firedrake, automating the finite element method by composing abstractions
- Fixed-point algorithms for inverse problems in science and engineering. Based on the presentations at the interdisciplinary workshop, BIRS, Banff, Canada, November 1--6, 2009.
- Gaussian processes for machine learning.
- Handbook of Markov Chain Monte Carlo
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Interpolation of spatial data. Some theory for kriging
- Inverse problems: a Bayesian perspective
- Iterative updating of model error for Bayesian inversion
- Kernels for vector-valued functions: a review
- Learning about physical parameters: the importance of model discrepancy
- Machine learning of linear differential equations using Gaussian processes
- Markov chain Monte Carlo and numerical differential equations
- Model Reduction for Large-Scale Systems with High-Dimensional Parametric Input Space
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Random forward models and log-likelihoods in Bayesian inverse problems
- Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography
- Statistical analysis of differential equations: introducing probability measures on numerical solutions
- Statistical and computational inverse problems.
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
Cited in
(10)- Solving and learning nonlinear PDEs with Gaussian processes
- Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems
- Democratizing uncertainty quantification
- A Bayesian physics-informed approach to inverse problems in heat transfer and fluid mechanics
- Efficient nonlocal linear image denoising: bilevel optimization with nonequispaced fast Fourier transform and matrix-free preconditioning
- Optimal estimation and uncertainty quantification for stochastic inverse problems via variational Bayesian methods
- Lengthscale-informed sparse grids for kernel methods in high dimensions
- A unified perspective of Gaussian process approximation for differential equations
- An interpretation of the Brownian bridge as a physics-informed prior for the Poisson equation
- Estimating intractable posterior distributions through Gaussian process regression and metropolis-adjusted Langevin procedure
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