Efficient Krylov subspace methods for uncertainty quantification in large Bayesian linear inverse problems

DOI10.1002/nla.2325OpenAlexW3047214509MaRDI QIDQ5140450

Katrina Petroske, Julianne Chung, Arvind K. Saibaba

Publication date: 15 December 2020

Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nla.2325

zbMATH Keywords

uncertainty measuresBayesian inverse problemspreconditioned iterative methodsgeneralized Golub-KahanKrylov subspace samplers

Mathematics Subject Classification ID

Bayesian inference (62F15) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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