Priorconditioned CGLS-Based Quasi-MAP Estimate, Statistical Stopping Rule, and Ranking of Priors

DOI10.1137/16M108272XzbMath1392.65046MaRDI QIDQ5372638

Francesca Pitolli, Erkki Somersalo, Barbara Vantaggi, Daniela Calvetti, J. Prezioso

Publication date: 27 October 2017

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

zbMATH Keywords

regularization; inverse problems; iterative methods; Krylov subspace

Mathematics Subject Classification ID

62F15: Bayesian inference

65F10: Iterative numerical methods for linear systems

49N45: Inverse problems in optimal control

65F08: Preconditioners for iterative methods

Uses Software

• LSQR
• Regularization tools
• UTV
• CRAIG