Approximation of Bayesian Inverse Problems for PDEs

Article, Preprint English OPEN
Cotter, S. L. ; Dashti, M. ; Stuart, A. M. (2010)
  • Publisher: Society for Industrial and Applied Mathematics
  • Journal: SIAM Journal on Numerical Analysis (issn: 0036-1429)
  • Related identifiers: doi: 10.1137/090770734, doi: 10.1137/090770734
  • Subject: Stokes flow | QA | Bayesian | Inverse problem | 65P99 | Mathematics - Probability | Numerical Analysis | 65C05 | Data assimilation | Markov chain-Monte Carlo | /dk/atira/pure/subjectarea/asjc/2600/2612 | Mathematics - Numerical Analysis

Inverse problems are often ill posed, with solutions that depend sensitively on data.n any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is based on an approach to regulariz... View more
  • References (33)
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