Likelihood-informed dimension reduction for nonlinear inverse problems
From MaRDI portal
Publication:2936510
DOI10.1088/0266-5611/30/11/114015zbMath1310.62030arXiv1403.4680MaRDI QIDQ2936510
No author found.
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 problem; Markov chain Monte Carlo; dimension reduction; variance reduction; Bayesian inference; low-rank approximation
62P12: Applications of statistics to environmental and related topics
62F15: Bayesian inference
60J25: Continuous-time Markov processes on general state spaces
65C05: Monte Carlo methods
86A22: Inverse problems in geophysics
86A32: Geostatistics
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