Multi-resolution approximation to the stochastic inverse problem

DOI10.1239/AAP/1029955259MaRDI QIDQ4954108zbMATH OpenOpenAlexFDO

Authors J. M. Angulo, María D. Ruiz-Medina

Publication date 29 March 2001

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1029955259

zbMATH Keywords

orthonormal wavelet basismulti-resolution approximationstochastic inverse problemmean-square linear prediction

Mathematics Subject Classification ID

Random fields (60G60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Prediction theory (aspects of stochastic processes) (60G25) General second-order stochastic processes (60G12)

Recommendations

• Stochastic algorithms for inverse problems involving PDEs and many measurements
• A new regularized stochastic approximation framework for stochastic inverse problems
• Statistical multiresolution estimators in linear inverse problems -- foundations and algorithmic aspects
• On the inverse stochastic reconstruction problem
• An efficient sampling method for stochastic inverse problems
• Resolution analysis of general inverse problems through inverse Monte Carlo sampling
• A sparse multiresolution stochastic approximation for uncertainty quantification
• Stochastic reduced order models for inverse problems under uncertainty
• Stochastic spectral methods for efficient Bayesian solution of inverse problems

Cited in

(16)

• A perturbation-based stochastic nonlinear beam element formulation using the B-spline wavelet on the interval finite element method
• scientific article; zbMATH DE number 5271219 (Why is no real title available?)
• Identification of chaos representations of elastic properties of random media using experimental vibration tests
• Multiscale estimation of processes related to the fractional Black-Scholes equation
• Wavelet-vaguelette decomposition of spatiotemporal random fields
• Fractional-order regularization and wavelet approximation to the inverse estimation problem for random fields
• Multiresolution analysis for stochastic finite element problems with wavelet-based Karhunen-Loève expansion
• Entropy-based correlated shrinkage of spatial random processes
• Stochastic algorithms for solving linear and nonlinear inverse ill-posed problems for particle size retrieving and x-ray diffraction analysis of epitaxial films
• Estimation of intrinsic processes affected by additive fractal noise
• Local wavelet-vaguelette-based functional classification of gene expression data
• Wavelet-based functional reconstruction and extrapolation of fractional random fields
• Fractional Generalized Random Fields on Bounded Domains
• Specification of Additional Information for Solving Stochastic Inverse Problems
• A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
• A new regularized stochastic approximation framework for stochastic inverse problems

This page was built for publication: Multi-resolution approximation to the stochastic inverse problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4954108)