Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media
DOI10.1137/17M1155867zbMath1422.62377arXiv1711.02475OpenAlexW2767540877MaRDI QIDQ5228359
Constantin Grigo, Phaedon-Stelios Koutsourelakis
Publication date: 12 August 2019
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1711.02475
random mediadimensionality reductionsparsityBayesianmodel-order reductionstochastic variational inference
Bayesian problems; characterization of Bayes procedures (62C10) Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20) PDEs with randomness, stochastic partial differential equations (35R60)
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