Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
DOI10.1007/S11222-024-10452-2zbMATH Open1542.62003MaRDI QIDQ6581676FDOQ6581676
Authors: Tianming Bai, A. L. Teckentrup, Konstantinos C. Zygalakis
Publication date: 31 July 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Recommendations
- Bayesian non-linear statistical inverse problems
- Solving and learning nonlinear PDEs with Gaussian processes
- Adaptive construction of surrogates for the Bayesian solution of inverse problems
- Statistical guarantees for Bayesian uncertainty quantification in nonlinear inverse problems with Gaussian process priors
- Numerical realization of the Bayesian inversion accelerated using surrogate models.
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
- Firedrake, automating the finite element method by composing abstractions
- Interpolation of spatial data. Some theory for kriging
- Exponential convergence of Langevin distributions and their discrete approximations
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Bayesian calibration of computer models. (With discussion)
- Gaussian processes for machine learning.
- Title not available (Why is that?)
- Statistical and computational inverse problems.
- Kernels for vector-valued functions: a review
- Handbook of Markov Chain Monte Carlo
- Title not available (Why is that?)
- Combining Field Data and Computer Simulations for Calibration and Prediction
- Inverse problems: a Bayesian perspective
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Title not available (Why is that?)
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- A stochastic collocation approach to Bayesian inference in inverse problems
- Learning about physical parameters: the importance of model discrepancy
- Model Reduction for Large-Scale Systems with High-Dimensional Parametric Input Space
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- Fixed-point algorithms for inverse problems in science and engineering. Based on the presentations at the interdisciplinary workshop, BIRS, Banff, Canada, November 1--6, 2009.
- Active subspaces. Emerging ideas for dimension reduction in parameter studies
- Active subspace methods in theory and practice: applications to kriging surfaces
- Iterative updating of model error for Bayesian inversion
- Consistency of Bayesian inference with Gaussian process priors in an elliptic inverse problem
- Markov chain Monte Carlo and numerical differential equations
- Machine learning of linear differential equations using Gaussian processes
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Statistical analysis of differential equations: introducing probability measures on numerical solutions
- Randomized reduced forward models for efficient Metropolis-Hastings MCMC, with application to subsurface fluid flow and capacitance tomography
- Random forward models and log-likelihoods in Bayesian inverse problems
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- Bayesian probabilistic numerical methods in time-dependent state estimation for industrial hydrocyclone equipment
Cited In (2)
This page was built for publication: Gaussian processes for Bayesian inverse problems associated with linear partial differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6581676)