[图书][B] Nonlinear Data Assimilation for high-dimensional systems: -with geophysical applications
PJ Van Leeuwen, Y Cheng, S Reich, PJ van Leeuwen - 2015 - Springer
In this chapter the state-of-the-art in data assimilation for high-dimensional highly nonlinear
systems is reviewed, and recent developments are highlighted. This knowledge is available …
systems is reviewed, and recent developments are highlighted. This knowledge is available …
Optimal experimental design for infinite-dimensional Bayesian inverse problems governed by PDEs: A review
A Alexanderian - Inverse Problems, 2021 - iopscience.iop.org
We present a review of methods for optimal experimental design (OED) for Bayesian inverse
problems governed by partial differential equations with infinite-dimensional parameters …
problems governed by partial differential equations with infinite-dimensional parameters …
Modern regularization methods for inverse problems
Regularization methods are a key tool in the solution of inverse problems. They are used to
introduce prior knowledge and allow a robust approximation of ill-posed (pseudo-) inverses …
introduce prior knowledge and allow a robust approximation of ill-posed (pseudo-) inverses …
Solving and learning nonlinear PDEs with Gaussian processes
We introduce a simple, rigorous, and unified framework for solving nonlinear partial
differential equations (PDEs), and for solving inverse problems (IPs) involving the …
differential equations (PDEs), and for solving inverse problems (IPs) involving the …
Data assimilation
A central research challenge for the mathematical sciences in the twenty-first century is the
development of principled methodologies for the seamless integration of (often vast) data …
development of principled methodologies for the seamless integration of (often vast) data …
The Bayesian approach to inverse problems
M Dashti, AM Stuart - arXiv preprint arXiv:1302.6989, 2013 - arxiv.org
These lecture notes highlight the mathematical and computational structure relating to the
formulation of, and development of algorithms for, the Bayesian approach to inverse …
formulation of, and development of algorithms for, the Bayesian approach to inverse …
[图书][B] Weak convergence
AW Van Der Vaart, JA Wellner, AW van der Vaart… - 1996 - Springer
Weak Convergence Page 1 1.3 Weak Convergence In this section IDl and IE are metric spaces
with metrics d and e, respectively. The set of all continuous, bounded functions f: IDl 1--+ IR is …
with metrics d and e, respectively. The set of all continuous, bounded functions f: IDl 1--+ IR is …
Optimal experimental design: Formulations and computations
Questions of 'how best to acquire data'are essential to modelling and prediction in the
natural and social sciences, engineering applications, and beyond. Optimal experimental …
natural and social sciences, engineering applications, and beyond. Optimal experimental …
Dimension-independent likelihood-informed MCMC
Many Bayesian inference problems require exploring the posterior distribution of high-
dimensional parameters that represent the discretization of an underlying function. This work …
dimensional parameters that represent the discretization of an underlying function. This work …
Convergence rates for learning linear operators from noisy data
This paper studies the learning of linear operators between infinite-dimensional Hilbert
spaces. The training data comprises pairs of random input vectors in a Hilbert space and …
spaces. The training data comprises pairs of random input vectors in a Hilbert space and …