Fast Model Updates Using Wavelets

DOI10.1137/030601466zbMath1075.65156OpenAlexW2023258178MaRDI QIDQ4653978

Alberto Malinverno, Nicholas N. Bennett

Publication date: 1 March 2005

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/030601466

zbMATH Keywords

waveletsalgorithmsuncertaintyinverse problemnumerical examplescovariance matrixKalman filterdeterminantmultiwaveletsmodel averagingCholesky decompositionBayesian approachmodel update

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Numerical methods for wavelets (65T60) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05) Numerical methods for inverse problems for integral equations (65R32) Inverse problems for integral equations (45Q05)

Related Items (1)

Spatial approximation of stochastic convolutions

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