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Scaling limits in computational Bayesian inversion

Schillings, Claudia ; Schwab, Christoph

ESAIM. Mathematical Modelling and Numerical Analysis, Nov-Dec 2016 [Peer Reviewed Journal]

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Title:
Scaling limits in computational Bayesian inversion
Author/Creator: Schillings, Claudia ; Schwab, Christoph
Language: English
Subjects: Computation ; Convergence ; Bayesian Analysis ; Identification Methods ; Inverse Problems ; Quadratures ; Inverse Problems ; Asymptotic Series ; Variance ; Neural Networks ; Covariance ; Noise ; Curvature ; Parameter Uncertainty ; Density ; Adaptive Algorithms ; Bayesian Inverse Problems ; Parametric Operator Equations ; Smolyak Quadrature ; Sparsity
Is Part Of: ESAIM. Mathematical Modelling and Numerical Analysis, Nov-Dec 2016
Description: Computational Bayesian inversion of operator equations with distributed uncertain input parameters is based on an infinite-dimensional version of Bayes’ formula established in M. Dashti and A.M. Stuart [Handbook of Uncertainty Quantification, edited by R. Ghanem, D. Higdon and H. Owhadi. Springer (2015).]...
Identifier: E-ISSN: 12903841 ; DOI: 10.1051/m2an/2016005

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