Data-free likelihood-informed dimension reduction of Bayesian inverse problems
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Publication:5859742
DOI10.1088/1361-6420/abeafbzbMath1464.62239arXiv2102.13245OpenAlexW3134335398MaRDI QIDQ5859742
Publication date: 20 April 2021
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.13245
Computational methods in Markov chains (60J22) Gaussian processes (60G15) Bayesian inference (62F15) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (4)
Prior normalization for certified likelihood-informed subspace detection of Bayesian inverse problems ⋮ Certified dimension reduction in nonlinear Bayesian inverse problems ⋮ A unified performance analysis of likelihood-informed subspace methods ⋮ Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method
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