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Sparsity in Bayesian inversion of parametric operator equations
5 references·0 citing·17 second hopsampled
Sparsity in Bayesian inversion of parametric operator equations (2014)Sparsity in Bayesian inversion of paramet…Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients (2011)Multi-level Monte Carlo Finit…Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs (2010)Convergence Rates of Best N-t…A Stochastic Collocation Approach to Bayesian Inference in Inverse Problems (2009)A Stochastic Collocation Appr…Stochastic spectral methods for efficient Bayesian solution of inverse problems (2006)Stochastic spectral methods f…Karhunen–Loève approximation of random fields by generalized fast multipole methods (2006)Karhunen–Loève approximation …Stochastic Finite Elements: A Spectral Approach (1991)The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations (2002)An adaptive multi-element generalized polynomial chaos method for stochastic differential equations (2005)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Active Subspace Methods in Theory and Practice: Applications to Kriging Surfaces (2014)A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data (2007)A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data (2008)Multilevel Monte Carlo Path Simulation (2008)Finite Element Error Analysis of Elliptic PDEs with Random Coefficients and Its Application to Multilevel Monte Carlo Methods (2013)Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (2013)Stochastic finite element methods for partial differential equations with random input data (2014)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)GRADIENT-BASED STOCHASTIC OPTIMIZATION METHODS IN BAYESIAN EXPERIMENTAL DESIGN (2014)Finite elements for elliptic problems with stochastic coefficients (2004)Numerical methods for the discretization of random fields by means of the Karhunen–Loève expansion (2014)Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs (2011)Enhancing ℓ1 -minimization estimates of polynomial chaos expansions using basis selection (2015)
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References

  • 2006Stochastic spectral methods for efficient Bayesian solution of inverse problems471 cited
  • 2006Karhunen–Loève approximation of random fields by generalized fast multipole methods355 cited
  • 2010Convergence Rates of Best N-term Galerkin Approximations for a Class of Elliptic sPDEs306 cited
  • 2011Multi-level Monte Carlo Finite Element method for elliptic PDEs with stochastic coefficients296 cited
  • 2009A Stochastic Collocation Approach to Bayesian Inference in Inverse Problems285 cited

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