Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
نویسندگان
چکیده
منابع مشابه
Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data contain significant information beyond what is assumed in the prior, the surrogate posterior can be very different from the posterior, and the resulting esti...
متن کاملpolynomial chaos expansions KEVIN
Submitted for the MAR13 Meeting of The American Physical Society Simulation of stochastic quantum systems using polynomial chaos expansions KEVIN YOUNG, MATTHEW GRACE, Sandia National Laboratories — We present an approach to the simulation of quantum systems driven by classical stochastic processes that is based on the polynomial chaos expansion, a well-known technique in the field of uncertain...
متن کاملDimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a spatial or temporal field, endowed with a hierarchical Gaussian process prior. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of Markov chain Monte Carlo) and are compounded by high dimensionality of the posterior...
متن کاملextensions of some polynomial inequalities to the polar derivative
توسیع تعدادی از نامساوی های چند جمله ای در مشتق قطبی
15 صفحه اولthe effect of taftan pozzolan on the compressive strength of concrete in the environmental conditions of oman sea (chabahar port)
cement is an essential ingredient in the concrete buildings. for production of cement considerable amount of fossil fuel and electrical energy is consumed. on the other hand for generating one tone of portland cement, nearly one ton of carbon dioxide is released. it shows that 7 percent of the total released carbon dioxide in the world relates to the cement industry. considering ecological issu...
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2015
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2014.11.010