Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement
From MaRDI portal
Publication:6131418
Abstract: This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of working on a weighted space by establishing operator-norm bounds for finite element and graph-based discretizations of Mat'ern-type priors and deconvolution forward models. For linear-Gaussian inverse problems, we develop a general theory to characterize the error in the approximation to the posterior. We also embed the computational framework into ensemble Kalman methods and MAP estimators for nonlinear inverse problems. Our operator-norm bounds for prior discretizations guarantee the scalability and accuracy of these algorithms under mesh refinement.
Recommendations
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- Data-driven forward discretizations for Bayesian inversion
- Ensemble Kalman filter for multiscale inverse problems
- Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors
- Well-posed Bayesian inverse problems and heavy-tailed stable quasi-Banach space priors
Cites work
- scientific article; zbMATH DE number 3555381 (Why is no real title available?)
- scientific article; zbMATH DE number 781860 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A computational framework for infinite-dimensional Bayesian inverse problems. II: stochastic Newton MCMC with application to ice sheet flow inverse problems
- A function space HMC algorithm with second order Langevin diffusion limit
- A graph discretization of the Laplace-Beltrami operator
- A handbook of \(\Gamma\)-convergence
- A stochastic collocation approach to Bayesian inference in inverse problems
- An introduction to -convergence
- An introduction to matrix concentration inequalities
- Approximation of Bayesian Inverse Problems for PDEs
- Bayesian Inverse Problems Are Usually Well-Posed
- Bayesian inverse problems for functions and applications to fluid mechanics
- Calibrate, emulate, sample
- Continuum limits of posteriors in graph Bayesian inverse problems
- Convergence of the square root ensemble Kalman filter in the large ensemble limit
- Data-driven forward discretizations for Bayesian inversion
- Ensemble Kalman methods for inverse problems
- Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator
- Functional analysis: spectral theory
- Gaussian processes for machine learning.
- Graph-based prior and forward models for inverse problems on manifolds with boundaries
- Hypermodels in the Bayesian imaging framework
- Importance sampling: intrinsic dimension and computational cost
- Infinite-dimensional dynamical systems in mechanics and physics.
- Infinite-dimensional dynamical systems. An introduction to dissipative parabolic PDEs and the theory of global attractors
- Interpolation of spatial data. Some theory for kriging
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Inverse Problems and Data Assimilation
- Inverse problems: a Bayesian perspective
- Iterative ensemble Kalman methods: a unified perspective with some new variants
- Iterative regularization for ensemble data assimilation in reservoir models
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
- Learning Theory
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- MCMC methods for functions: modifying old algorithms to make them faster
- Maximum a posteriori estimators in ℓp are well-defined for diagonal Gaussian priors
- Maximum a posteriori probability estimates in infinite-dimensional Bayesian inverse problems
- On the consistency of graph-based Bayesian semi-supervised learning and the scalability of sampling algorithms
- On the local Lipschitz stability of Bayesian inverse problems
- On the well-posedness of Bayesian inverse problems
- Semi-supervised learning on Riemannian manifolds
- Statistical and computational inverse problems.
- The Mathematical Theory of Finite Element Methods
- The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
- The SPDE approach to Matérn fields: graph representations
- Well-posed stochastic extensions of ill-posed linear problems
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
This page was built for publication: Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6131418)
