Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
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Publication:2310097
DOI10.1016/j.cma.2017.08.016zbMath1439.65071arXiv1706.06692MaRDI QIDQ2310097
Omar Ghattas, Peng Chen, Umberto Villa
Publication date: 6 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.06692
sparse grid; curse of dimensionality; Gaussian prior; dimension-independent convergence analysis; Hessian-based adaptive sparse quadrature; infinite-dimensional Bayesian inverse problems
62F15: Bayesian inference
65D30: Numerical integration
65J22: Numerical solution to inverse problems in abstract spaces
Uses Software