A unified performance analysis of likelihood-informed subspace methods (Q2676941)

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English	A unified performance analysis of likelihood-informed subspace methods	scientific article

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title

A unified performance analysis of likelihood-informed subspace methods (English)

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28 September 2022

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full work available at URL

https://arxiv.org/abs/2101.02417

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https://projecteuclid.org/journals/bernoulli/volume-28/issue-4/A-unified-performance-analysis-of-likelihood-informed-subspace-methods/10.3150/21-BEJ1437.full

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zbMATH Keywords

approximation error

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dimension reduction

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likelihood informed subspace

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Monte Carlo estimation

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fda (R)

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MaRDI publication profile

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Identifiers

zbMATH Open document ID

1501.65002

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DOI

10.3150/21-BEJ1437

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2676941