Goal-Oriented Optimal Approximations of Bayesian Linear Inverse Problems
We propose optimal dimensionality reduction techniques for the solution of goal-oriented linear-Gaussian inverse problems, where the quantity of interest (QoI) is a function of the inversion parameters. These approximations are suitable for large-scale applications. In particular, we study the appro...
| Main Authors: | , , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
Society for Industrial & Applied Mathematics (SIAM),
2018-04-04T17:21:53Z.
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| Subjects: | |
| Online Access: | Get fulltext |