Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

DOI10.1016/j.jcp.2008.11.024zbMath1161.65308MaRDI QIDQ1009939

Habib N. Najm, Youssef M. Marzouk

Publication date: 3 April 2009

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/59814

zbMATH Keywords

numerical examples; Gaussian processes; inverse problems; Markov chain Monte Carlo; Bayesian inference; dimensionality reduction; reproducing kernel Hilbert space; Galerkin projection; polynomial chaos; Karhunen-Loève expansion

Mathematics Subject Classification ID

35R30: Inverse problems for PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

46E22: Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces)

Related Items

Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements, Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data, A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension, Identification of Bayesian posteriors for coefficients of chaos expansions, The estimation of functional uncertainty using polynomial chaos and adjoint equations

Uses Software

• RKC
• BayesDA

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