[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 …

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 …

Modern regularization methods for inverse problems

M Benning, M Burger - Acta numerica, 2018 - cambridge.org
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 …

Solving and learning nonlinear PDEs with Gaussian processes

Y Chen, B Hosseini, H Owhadi, AM Stuart - Journal of Computational …, 2021 - Elsevier
We introduce a simple, rigorous, and unified framework for solving nonlinear partial
differential equations (PDEs), and for solving inverse problems (IPs) involving the …

Data assimilation

K Law, A Stuart, K Zygalakis - Cham, Switzerland: Springer, 2015 - Springer
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 …

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 …

[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 …

Optimal experimental design: Formulations and computations

X Huan, J Jagalur, Y Marzouk - Acta Numerica, 2024 - cambridge.org
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 …

Dimension-independent likelihood-informed MCMC

T Cui, KJH Law, YM Marzouk - Journal of Computational Physics, 2016 - Elsevier
Many Bayesian inference problems require exploring the posterior distribution of high-
dimensional parameters that represent the discretization of an underlying function. This work …

Convergence rates for learning linear operators from noisy data

MV de Hoop, NB Kovachki, NH Nelsen… - SIAM/ASA Journal on …, 2023 - SIAM
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 …