Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of...

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Bibliographic Details
Main Authors: Cui, Tiangang (Contributor), Marzouk, Youssef M (Contributor), Willcox, Karen E (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor)
Format: Article
Language:English
Published: Elsevier BV, 2018-06-19T19:16:49Z.
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