Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method
DOI10.1137/22m1484031zbMath1515.62042arXiv2206.03249OpenAlexW4324045293MaRDI QIDQ6109169
Unnamed Author, Daniel Straub, Unnamed Author, Max Ehre, Iason Papaioannou
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2206.03249
importance samplingBayesian inverse problemshigh dimensionscross-entropy methodcertified dimension reduction
Random fields (60G60) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Sequential estimation (62L12)
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