Data-driven model reduction for the Bayesian solution of inverse problems

DOI10.1002/nme.4748zbMath1352.65445arXiv1403.4290MaRDI QIDQ2952708

Karen Willcox, Youssef M. Marzouk, Tiangang Cui

Publication date: 30 December 2016

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.4290

zbMATH Keywords

inverse problem; model reduction; adaptive Markov chain Monte Carlo; approximate Bayesian inference

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65N21: Numerical methods for inverse problems for boundary value problems involving PDEs

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