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Optimal Low-rank Approximations of Bayesian Linear Inverse Problems (Q3452481)

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Optimal Low-rank Approximations of Bayesian Linear Inverse Problems
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    Optimal Low-rank Approximations of Bayesian Linear Inverse Problems (English)
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    12 November 2015
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    inverse problems
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    Bayesian inference
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    low-rank approximation
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    covariance approximation
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    Förstner-Moonen metric
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    posterior mean approximation
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    Bayes risk
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    optimality
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