Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
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Bayesian inversionlow-rank approximationpartial differential equations with random coefficientsstochastic finite element methodstensor representationtensor trainuncertainty quantification
Vector spaces, linear dependence, rank, lineability (15A03) Vector and tensor algebra, theory of invariants (15A72) PDEs with randomness, stochastic partial differential equations (35R60) Bayesian inference (62F15) Stochastic approximation (62L20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
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Cites work
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- A family of embedded Runge-Kutta formulae
- Adaptive construction of surrogates for the Bayesian solution of inverse problems
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
- Adaptive stochastic Galerkin FEM
- Adaptive stochastic Galerkin FEM with hierarchical tensor representations
- Alternating minimal energy methods for linear systems in higher dimensions
- An introduction to computational stochastic PDEs
- An introduction to the mathematical theory of inverse problems
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- Dynamical approximation by hierarchical Tucker and tensor-train tensors
- Energy norm A posteriori error estimation for parametric operator equations
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- scientific article; zbMATH DE number 3560401 (Why is no real title available?)
- scientific article; zbMATH DE number 472921 (Why is no real title available?)
- Inverse problems: a Bayesian perspective
- Iterative methods based on soft thresholding of hierarchical tensors
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- Low rank tensor recovery via iterative hard thresholding
- Low-rank tensor structure of linear diffusion operators in the TT and QTT formats
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- Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format
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- Sparse deterministic approximation of Bayesian inverse problems
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- Stochastic finite element methods for partial differential equations with random input data
- Tensor networks and hierarchical tensors for the solution of high-dimensional partial differential equations
- Tensor spaces and hierarchical tensor representations
- Tensor spaces and numerical tensor calculus
- Tensor-structured Galerkin approximation of parametric and stochastic elliptic PDEs
- Tensor-train decomposition
- The alternating linear scheme for tensor optimization in the tensor train format
- Time integration of tensor trains
- Transport map accelerated Markov chain Monte Carlo
- Trust-region methods on Riemannian manifolds
- Well-posed stochastic extensions of ill-posed linear problems
Cited in
(14)- Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
- Bayesian model inversion using stochastic spectral embedding
- Approximation and sampling of multivariate probability distributions in the tensor train decomposition
- Bayesian adaptation of chaos representations using variational inference and sampling on geodesics
- Derivative-Free Bayesian Inversion Using Multiscale Dynamics
- Rank bounds for approximating Gaussian densities in the tensor-train format
- Multilevel adaptive sparse Leja approximations for Bayesian inverse problems
- Bayesian inversion for electromyography using low-rank tensor formats
- Adaptive Nonintrusive Reconstruction of Solutions to High-Dimensional Parametric PDEs
- Scalable conditional deep inverse Rosenblatt transports using tensor trains and gradient-based dimension reduction
- Deep Importance Sampling Using Tensor Trains with Application to a Priori and a Posteriori Rare Events
- Reverse diffusion sampling with tensor train approximations of Hamilton-Jacobi-Bellman equations
- The Bayesian inversion problem for thermal average sampling of quantum systems
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations
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