Certified dimension reduction in nonlinear Bayesian inverse problems

DOI10.1090/mcom/3737OpenAlexW2848712137WikidataQ114849153 ScholiaQ114849153MaRDI QIDQ5082037

Olivier Zahm, Alessio Spantini, Tiangang Cui, Youssef M. Marzouk, Kody J. H. Law

Publication date: 15 June 2022

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03712

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Bayesian problems; characterization of Bayes procedures (62C10) Research exposition (monographs, survey articles) pertaining to approximations and expansions (41-02)

Related Items (16)

Projected Wasserstein Gradient Descent for High-Dimensional Bayesian Inference ⋮ Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems ⋮ Rate-optimal refinement strategies for local approximation MCMC ⋮ Generalized bounds for active subspaces ⋮ A unified performance analysis of likelihood-informed subspace methods ⋮ Model Reduction for Nonlinear Systems by Balanced Truncation of State and Gradient Covariance ⋮ Multifidelity Dimension Reduction via Active Subspaces ⋮ Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method ⋮ A greedy sensor selection algorithm for hyperparameterized linear Bayesian inverse problems with correlated noise models ⋮ Large-scale Bayesian optimal experimental design with derivative-informed projected neural network ⋮ Scalable Optimization-Based Sampling on Function Space ⋮ Large Deviation Theory-based Adaptive Importance Sampling for Rare Events in High Dimensions ⋮ Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events ⋮ Multilevel dimension-independent likelihood-informed MCMC for large-scale inverse problems ⋮ Bayesian inference of random fields represented with the Karhunen-Loève expansion ⋮ Gradient-Based Dimension Reduction of Multivariate Vector-Valued Functions

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