Goal-oriented optimal approximations of Bayesian linear inverse problems

14 Mar 2017 Spantini Alessio Cui Tiangang Willcox Karen Tenorio Luis Marzouk Youssef

We propose optimal dimensionality reduction techniques for the solution of goal-oriented linear-Gaussian inverse problems, where the quantity of interest (QoI) is a function of the inversion parameters. These approximations are suitable for large-scale applications... (read more)

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  • METHODOLOGY
  • NUMERICAL ANALYSIS
  • COMPUTATION