Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement
From MaRDI portal
Publication:6131418
DOI10.1137/23m1567035arXiv2304.09933OpenAlexW4391476783MaRDI QIDQ6131418
Unnamed Author, Daniel Sanz-Alonso
Publication date: 5 April 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2304.09933
Analysis of algorithms and problem complexity (68Q25) Bayesian inference (62F15) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) PDEs in connection with statistics (35Q62)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
- Semi-supervised learning on Riemannian manifolds
- Iterative regularization for ensemble data assimilation in reservoir models
- Interpolation of spatial data. Some theory for kriging
- An introduction to \(\Gamma\)-convergence
- Infinite-dimensional dynamical systems in mechanics and physics.
- Importance sampling: intrinsic dimension and computational cost
- Statistical and computational inverse problems.
- Functional analysis: spectral theory
- A graph discretization of the Laplace-Beltrami operator
- Iterative ensemble Kalman methods: a unified perspective with some new variants
- The SPDE approach to Matérn fields: graph representations
- Calibrate, emulate, sample
- Error estimates for spectral convergence of the graph Laplacian on random geometric graphs toward the Laplace-Beltrami operator
- Well-posed stochastic extensions of ill-posed linear problems
- Ensemble Kalman methods for inverse problems
- Inverse problems: A Bayesian perspective
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems, Part II: Stochastic Newton MCMC with Application to Ice Sheet Flow Inverse Problems
- Approximation of Bayesian Inverse Problems for PDEs
- Continuum Limits of Posteriors in Graph Bayesian Inverse Problems
- Maximuma posterioriprobability estimates in infinite-dimensional Bayesian inverse problems
- Convergence of the Square Root Ensemble Kalman Filter in the Large Ensemble Limit
- Hypermodels in the Bayesian imaging framework
- Bayesian inverse problems for functions and applications to fluid mechanics
- Inverse Problem Theory and Methods for Model Parameter Estimation
- On the Well-posedness of Bayesian Inverse Problems
- Data-driven forward discretizations for Bayesian inversion
- On the local Lipschitz stability of Bayesian inverse problems
- Graph-based prior and forward models for inverse problems on manifolds with boundaries
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- The Mathematical Theory of Finite Element Methods
- Learning Theory
- An Introduction to Matrix Concentration Inequalities
- MAP estimators and their consistency in Bayesian nonparametric inverse problems
- A function space HMC algorithm with second order Langevin diffusion limit
- MCMC methods for functions: modifying old algorithms to make them faster
- Maximum a posteriori estimators in ℓp are well-defined for diagonal Gaussian priors
- Inverse Problems and Data Assimilation
- Bayesian Inverse Problems Are Usually Well-Posed