Likelihood-informed dimension reduction for nonlinear inverse problems
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Publication:2936510
DOI10.1088/0266-5611/30/11/114015zbMath1310.62030arXiv1403.4680OpenAlexW2129728672MaRDI QIDQ2936510
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Publication date: 17 December 2014
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.4680
inverse problemMarkov chain Monte Carlodimension reductionvariance reductionBayesian inferencelow-rank approximation
Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Continuous-time Markov processes on general state spaces (60J25) Monte Carlo methods (65C05) Inverse problems in geophysics (86A22) Geostatistics (86A32)
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