A data-scalable randomized misfit approach for solving large-scale PDE-constrained inverse problems

DOI10.1088/1361-6420/aa6cbdzbMath1417.65136arXiv1603.01562OpenAlexW2588405887MaRDI QIDQ4978513

E. B. le, Quoc P. Nguyen, Tan Bui-Thanh, Aaron Myers

Publication date: 11 August 2017

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

Full work available at URL: https://arxiv.org/abs/1603.01562

zbMATH Keywords

stochastic programmingmodel reductionbig datarandom projectionslarge deviation theoryJohnson-Lindenstrauss lemmalarge-scale inverse problems

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical optimization and variational techniques (65K10) Numerical solution to inverse problems in abstract spaces (65J22)

Related Items (5)

Randomized approaches to accelerate MCMC algorithms for Bayesian inverse problems ⋮ On unifying randomized methods for inverse problems ⋮ Random Forward Models and Log-Likelihoods in Bayesian Inverse Problems ⋮ Error Bounds for Some Approximate Posterior Measures in Bayesian Inference ⋮ Sampled Tikhonov regularization for large linear inverse problems

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