Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or forward model. When these evaluations are computationally inte...

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Bibliographic Details
Main Authors: Li, Jinglai, Marzouk, Youssef M.
Other Authors: Massachusetts Institute of Technology. Department of Aeronautics and Astronautics
Format: Article
Language:en_US
Published: Society for Industrial and Applied Mathematics 2014
Online Access:http://hdl.handle.net/1721.1/89467
https://orcid.org/0000-0001-8242-3290