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, Marzouk, Youssef M, Willcox, Karen E
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Published: Elsevier BV 2018
Online Access:http://hdl.handle.net/1721.1/116433
https://orcid.org/0000-0002-4840-8545
https://orcid.org/0000-0001-8242-3290
https://orcid.org/0000-0003-2156-9338