A Measure-Theoretic Computational Method for Inverse Sensitivity Problems III: Multiple Quantities of Interest

DOI10.1137/130930406zbMath1351.60084OpenAlexW2070404799MaRDI QIDQ2938440

Troy Butler, Donald J. Estep, Simon J. Tavener, Joannes J. Westerink, Clint N. Dawson

Publication date: 14 January 2015

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/21bff4e5fe2d5b7eb54161ac1c25ae6f433ceb8a

zbMATH Keywords

approximationprobability measuresstochastic inverse problemsset-valued solutionsinverse sensitivity problemsmeasure disintegration

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Related Items

A Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under Uncertainty ⋮ Uncertainty quantification of two-phase flow problems via measure theory and the generalized multiscale finite element method ⋮ Parameter estimation with maximal updated densities ⋮ Combining Push-Forward Measures and Bayes' Rule to Construct Consistent Solutions to Stochastic Inverse Problems ⋮ Unnamed Item ⋮ Quantifying uncertainty in material damage from vibrational data ⋮ Learning quantities of interest from dynamical systems for observation-consistent inversion ⋮ Data-driven uncertainty quantification for predictive flow and transport modeling using support vector machines ⋮ Specification of Additional Information for Solving Stochastic Inverse Problems

This page was built for publication: A Measure-Theoretic Computational Method for Inverse Sensitivity Problems III: Multiple Quantities of Interest