Sampling-free Bayesian inversion with adaptive hierarchical tensor representations

DOI10.1088/1361-6420/aaa998zbMath1404.65261OpenAlexW2793574154MaRDI QIDQ4634763

Martin Eigel, Reinhold Schneider, Manuel Marschall

Publication date: 11 April 2018

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

Full work available at URL: https://doi.org/10.1088/1361-6420/aaa998

zbMATH Keywords

low-rank approximationuncertainty quantificationBayesian inversiontensor representationpartial differential equations with random coefficientsstochastic finite element methodstensor train

Mathematics Subject Classification ID

Related Items (9)

Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion ⋮ Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format ⋮ Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs ⋮ Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction ⋮ Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems ⋮ Approximation and sampling of multivariate probability distributions in the tensor train decomposition ⋮ Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations ⋮ Bayesian inversion for electromyography using low-rank tensor formats

Uses Software

• ALEA

Cites Work

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