An efficient sampling method for stochastic inverse problems

DOI10.1007/S10589-007-9021-4MaRDI QIDQ2643629zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 27 August 2007

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-007-9021-4

zbMATH Keywords

Burgers equationMonte Carlo methodData assimilationError covariance matrixSensitivity derivatives

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Identification in stochastic control theory (93E12)

Recommendations

• A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation
• An efficient Monte Carlo method for optimal control problems with uncertainty
• Stochastic spectral methods for efficient Bayesian solution of inverse problems
• Optimal Control and Stochastic Parameter Estimation
• Randomize-then-optimize: a method for sampling from posterior distributions in nonlinear inverse problems

Cites work

• scientific article; zbMATH DE number 46855 (Why is no real title available?)
• scientific article; zbMATH DE number 1101645 (Why is no real title available?)
• scientific article; zbMATH DE number 3322278 (Why is no real title available?)
• An efficient Monte Carlo method for optimal control problems with uncertainty
• Some numerical experiments with variable-storage quasi-Newton algorithms

Cited in

(13)

• scientific article; zbMATH DE number 5271219 (Why is no real title available?)
• A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
• The use of transinformation in the design of data sampling schemes for inverse problems
• Sampled limited memory methods for massive linear inverse problems
• scientific article; zbMATH DE number 6311419 (Why is no real title available?)
• scientific article; zbMATH DE number 1943012 (Why is no real title available?)
• Sampling linear inverse problems with noise
• Ensemble sampler for infinite-dimensional inverse problems
• A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation
• Multi-resolution approximation to the stochastic inverse problem
• Dimension-Independent MCMC Sampling for Inverse Problems with Non-Gaussian Priors
• Variance reduction method based on sensitivity derivatives. II.
• Inverse sampling for multivariate ninparametric two-sample problems

This page was built for publication: An efficient sampling method for stochastic inverse problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2643629)