Efficient iterative methods for hyperparameter estimation in large-scale linear inverse problems

DOI10.1007/s10444-024-10208-6MaRDI QIDQ6660076

Arvind K. Saibaba, Julianne Chung, Scot M. Miller, Khalil A Hall-Hooper

Publication date: 10 January 2025

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

zbMATH Keywords

low-rank approximationBayesian inverse problemsGolub-Kahan bidiagonalizationhyperparameter estimation

Mathematics Subject Classification ID

Point estimation (62F10) Ill-posedness and regularization problems in numerical linear algebra (65F22) Inverse problems in geophysics (86A22) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

This page was built for publication: Efficient iterative methods for hyperparameter estimation in large-scale linear inverse problems