Scaling limits in computational Bayesian inversion
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Cites work
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- Convergence of quasi-Newton matrices generated by the symmetric rank one update
- Dimension-independent likelihood-informed MCMC
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- Higher order quasi-Monte Carlo integration for holomorphic, parametric operator equations
- scientific article; zbMATH DE number 4044390 (Why is no real title available?)
- scientific article; zbMATH DE number 778130 (Why is no real title available?)
- Importance sampling: intrinsic dimension and computational cost
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- Numerical Optimization
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- Sparse adaptive approximation of high dimensional parametric initial value problems
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- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
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- Sparsity in Bayesian inversion of parametric operator equations
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Cited in
(30)- Wavelet estimation of the dimensionality of curve time series
- Isogeometric multilevel quadrature for forward and inverse random acoustic scattering
- Non-asymptotic error estimates for the Laplace approximation in Bayesian inverse problems
- Low-rank tensor reconstruction of concentrated densities with application to Bayesian inversion
- On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems
- Higher order quasi-Monte Carlo integration for Bayesian PDE inversion
- Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problems
- Sparse-grid, reduced-basis Bayesian inversion
- Sparse approximation of triangular transports. I: The finite-dimensional case
- Accelerated dimension-independent adaptive metropolis
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Multilevel higher-order quasi-Monte Carlo Bayesian estimation
- Higher-order quasi-Monte Carlo for Bayesian shape inversion
- Optimal low-rank approximations of Bayesian linear inverse problems
- Uncertainty quantification for low-frequency, time-harmonic Maxwell equations with stochastic conductivity models
- Inference via low-dimensional couplings
- Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
- Stein variational reduced basis Bayesian inversion
- Multilevel Monte Carlo estimation of the expected value of sample information
- Generalized Modes in Bayesian Inverse Problems
- Quasi-Monte Carlo and multilevel Monte Carlo methods for computing posterior expectations in elliptic inverse problems
- Goal-oriented optimal approximations of Bayesian linear inverse problems
- Advanced Multilevel Monte Carlo Methods
- Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference
- Optimal experimental design: formulations and computations
- Parametric shape holomorphy of boundary integral operators with applications
- Domain uncertainty quantification for the Lippmann-Schwinger volume integral equation
- A probabilistic diagnostic for Laplace approximations: introduction and experimentation
- A-posteriori QMC-FEM error estimation for Bayesian inversion and optimal control with entropic risk measure
- Local sensitivity analysis for Bayesian inverse problems
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