Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
From MaRDI portal
Publication:2852289
Recommendations
- Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
- Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
- Scaling limits in computational Bayesian inversion
- Sparse deterministic approximation of Bayesian inverse problems
- A stochastic collocation approach to Bayesian inference in inverse problems
Cited in
(73)- Exploiting locality in sparse polynomial approximation of parametric elliptic PDEs and application to parameterized domains
- Residual-based error correction for neural operator accelerated Infinite-dimensional Bayesian inverse problems
- Parametric shape holomorphy of boundary integral operators with applications
- Multilevel double loop Monte Carlo and stochastic collocation methods with importance sampling for Bayesian optimal experimental design
- Algorithm 1040: the Sparse Grids Matlab Kit -- a Matlab implementation of sparse grids for high-dimensional function approximation and uncertainty quantification
- Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference
- Stability estimates for the expected utility in Bayesian optimal experimental design
- An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use
- A Reduced-Order-Model Bayesian Obstacle Detection Algorithm
- PDE-constrained optimal control problems with uncertain parameters using SAGA
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Reduced basis method for the elastic scattering by multiple shape-parametric open arcs in two dimensions
- An efficient algorithm for a class of stochastic forward and inverse Maxwell models in \(\mathbb{R}^3\)
- Multilevel Monte Carlo estimation of the expected value of sample information
- Solving differential Riccati equations: a nonlinear space-time method using tensor trains
- Domain uncertainty quantification in computational electromagnetics
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
- Sparse deterministic approximation of Bayesian inverse problems
- Learning physics-based models from data: perspectives from inverse problems and model reduction
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
- Stein variational reduced basis Bayesian inversion
- Sensitivity-driven adaptive sparse stochastic approximations in plasma microinstability analysis
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
- Convergence of quasi-optimal sparse-grid approximation of Hilbert-space-valued functions: Application to random elliptic PDEs
- Stochastic Galerkin Finite Element Method with Local Conductivity Basis for Electrical Impedance Tomography
- Adaptive sampling-based quadrature rules for efficient Bayesian prediction
- Uncertainty quantification of geochemical and mechanical compaction in layered sedimentary basins
- Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction
- Sparse-grid, reduced-basis Bayesian inversion: nonaffine-parametric nonlinear equations
- Sparse polynomial approximations for affine parametric saddle point problems
- Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data
- Scaling limits in computational Bayesian inversion
- A stochastic collocation approach for parabolic PDEs with random domain deformations
- Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
- Compressive sensing Petrov-Galerkin approximation of high-dimensional parametric operator equations
- Bayesian inverse problems and Kalman filters
- Electromagnetic wave scattering by random surfaces: shape holomorphy
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- A posteriori error estimation for the stochastic collocation finite element method
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- Multilevel Quasi-Monte Carlo Uncertainty Quantification for Advection-Diffusion-Reaction
- Sparse-grid, reduced-basis Bayesian inversion
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Large deformation shape uncertainty quantification in acoustic scattering
- Spectral likelihood expansions for Bayesian inference
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation
- Sparsity in Bayesian inversion of parametric operator equations
- Convergence rates of high dimensional Smolyak quadrature
- Bayesian Parameter Identification in Cahn--Hilliard Models for Biological Growth
- Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
- A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology
- Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
- Generating nested quadrature rules with positive weights based on arbitrary sample sets
- Goal-oriented optimal approximations of Bayesian linear inverse problems
- Sparse approximation of triangular transports. I: The finite-dimensional case
- Multilevel approximation of parametric and stochastic PDES
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- On the convergence of adaptive stochastic collocation for elliptic partial differential equations with affine diffusion
- Shape holomorphy of the stationary Navier-Stokes equations
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
- Comparison of Clenshaw-Curtis and Leja quasi-optimal sparse grids for the approximation of random PDEs
- A convergent adaptive stochastic Galerkin finite element method with quasi-optimal spatial meshes
- The Vlasov-Fokker-Planck equation with high dimensional parametric forcing term
- Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment
- Sparse variational Bayesian approximations for nonlinear inverse problems: applications in nonlinear elastography
- Multilevel higher order QMC Petrov-Galerkin discretization for affine parametric operator equations
- Novel results for the anisotropic sparse grid quadrature
This page was built for publication: Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2852289)