An efficient sampling method for stochastic inverse problems

DOI10.1007/S10589-007-9021-4zbMATH Open1140.93044OpenAlexW2101086568MaRDI QIDQ2643629FDOQ2643629

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

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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)

Cites Work

• Some numerical experiments with variable-storage quasi-Newton algorithms
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• An efficient Monte Carlo method for optimal control problems with uncertainty
• Title not available (Why is that?)

Cited In (13)

• Title not available (Why is that?)
• 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
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• 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

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