Stein Variational Reduced Basis Bayesian Inversion

DOI10.1137/20M1321589zbMath1467.62042arXiv2002.10924MaRDI QIDQ4997362

Omar Ghattas, Peng Chen

Publication date: 29 June 2021

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.10924

zbMATH Keywords

error analysis; model reduction; uncertainty quantification; Bayesian inverse problems; variational inference; reduced basis

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F15: Bayesian inference

65C20: Probabilistic models, generic numerical methods in probability and statistics

65M32: Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs

65M75: Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs

Uses Software

• redbKIT