Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

DOI10.1088/0266-5611/29/6/065011zbMATH Open1278.65008OpenAlexW1982944750MaRDI QIDQ2852289FDOQ2852289

Authors: Claudia Schillings, Christoph Schwab 

Publication date: 8 October 2013

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c69543f5691a9a3f4b660e8730216f65c39da304

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

zbMATH Keywords

numerical examplesMarkov chain Monte Carlo methodsalgorithmBanach spaceconvergence rateBayesian inverse problemssparse adaptive Smolyak quadrature

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Numerical quadrature and cubature formulas (65D32)

Cited In (73)

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

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)