Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

A greedy algorithm for the construction of a reduced model with reduction in both parameter and state is developed for efficient solution of statistical inverse problems governed by partial differential equations with distributed parameters. Large-scale models are too costly to evaluate repeatedly, as is required in the statistical setting. Furthermore, these models often have high dimensional ...

متن کامل

Parameter and State Model Reduction for Bayesian Statistical Inverse Problems

Decisions based on single-point estimates of uncertain parameters neglect regions of significant probability. We consider a paradigm based on decision-making under uncertainty including three steps: identification of parametric probability by solution of the statistical inverse problem, propagation of that uncertainty through complex models, and solution of the resulting stochastic or robust ma...

متن کامل

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can b...

متن کامل

Data-Driven Combined State and Parameter Reduction for Extreme-Scale Inverse Problems

In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following the basic ideas presented in [Lieberman, Willcox, Ghattas. Parameter and state model reduction for large-scale statistical inverse settings, SIAM J. Sci. Comp...

متن کامل

System-theoretic Methods for Model Reduction of Large-scale Systems: Simulation, Control, and Inverse Problems

Model (order) reduction, MOR for short, is an ubiquitous tool in the analysis and simulation of dynamical systems, control design, circuit simulation, structural dynamics, CFD, etc. In systems and control, MOR methods based on balanced truncation (BT) and its relatives have been widely used. In other areas, they have been less successful as it is common belief that their computational complexit...

متن کامل

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: SIAM Journal on Scientific Computing

سال: 2010

ISSN: 1064-8275,1095-7197

DOI: 10.1137/090775622