Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in th...

Full description

Bibliographic Details
Main Authors: Marzouk, Youssef M. (Contributor), Najm, Habib N. (Author)
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics (Contributor)
Format: Article
Language:English
Published: Elsevier, 2010-11-04T15:31:18Z.
Subjects:
Online Access:Get fulltext