Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion

DOI10.1007/978-3-319-28262-6_1zbMATH Open1337.65012OpenAlexW2505318619MaRDI QIDQ2808015FDOQ2808015

Authors: Christoph Schwab, Peng Chen 

Publication date: 26 May 2016

Published in: Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-28262-6_1

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Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
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• Inverse problems: a Bayesian perspective
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• Dimension-adaptive tensor-product quadrature
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• Numerical methods for stochastic computations. A spectral method approach.
• An Anisotropic Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
• Comparison between reduced basis and stochastic collocation methods for elliptic problems
• Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.
• Sparse tensor Galerkin discretization of parametric and random parabolic PDEs---analytic regularity and generalized polynomial chaos approximation
• Efficient greedy algorithms for high-dimensional parameter spaces with applications to empirical interpolation and reduced basis methods
• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• Nonlinear model reduction for uncertainty quantification in large-scale inverse problems
• Accurate and efficient evaluation of failure probability for partial different equations with random input data
• Data-driven model reduction for the Bayesian solution of inverse problems
• Title not available (Why is that?)
• A new algorithm for high-dimensional uncertainty quantification based on dimension-adaptive sparse grid approximation and reduced basis methods

Cited In (18)

• Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems
• Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment
• Bayesian inference of heterogeneous epidemic models: application to COVID-19 spread accounting for long-term care facilities
• Learning physics-based models from data: perspectives from inverse problems and model reduction
• Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
• Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems
• Higher-Order Quasi-Monte Carlo for Bayesian Shape Inversion
• Practical considerations when using sparse grids with Bayesian inference for parameter estimation
• Parametric shape holomorphy of boundary integral operators with applications
• Scaling limits in computational Bayesian inversion
• Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
• Sparse approximation of triangular transports. I: The finite-dimensional case
• Finite element approximation of wave problems with correcting terms based on training artificial neural networks with fine solutions
• Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations
• Gaussian process regression and conditional polynomial chaos for parameter estimation
• Stein Variational Reduced Basis Bayesian Inversion
• Reduced basis method for the elastic scattering by multiple shape-parametric open arcs in two dimensions
• A finite element reduced-order model based on adaptive mesh refinement and artificial neural networks

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