Efficient derivative-free Bayesian inference for large-scale inverse problems
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Publication:5044981
DOI10.1088/1361-6420/ac99faOpenAlexW4306146787MaRDI QIDQ5044981
Daniel Z. Huang, Jiaoyang Huang, Andrew M. Stuart, Sebastian Reich
Publication date: 3 November 2022
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.04386
inverse problemBayesian inferencederivative-free optimizationinteracting particle systemensemble Kalman filteruncertainty quantificationmean-field dynamical system
Related Items (5)
Iterated Kalman methodology for inverse problems ⋮ Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance ⋮ Bayesian spatiotemporal modeling for inverse problems ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors ⋮ A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
Uses Software
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