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Collection Institute for Mathematics and its Applications Video Collection Remove constraint collection_name_s: Collection Creator Tenorio, Luis (Colorado School of Mines) Remove constraint creator_ss: Creator
Optimal low-rank approximations of Bayesian linear inverse problems
Description:
Since in Bayesian inversion data are often informative only on a low-dimensional subspace of the parameter space,significant computational savings can be achieved using such subspace to characterize and approximate the posterior distribution of the parameters. We study approximations of the posterior covariance matrix defined as low-rank updates...
Creator:
Tenorio, Luis (Colorado School of Mines)
Created:
2017-09-08
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2019-02-04
Optimal low-rank approximations of Bayesian linear inverse problems
Bayesian Filtering. Sequential Monte Carlo.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-22
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Bayesian Filtering. Sequential Monte Carlo.
Bayes Risk, Prior Distributions, Summarizing the Posterior. Bayesian Gaussian Linear Model.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-17
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Bayes Risk, Prior Distributions, Summarizing the Posterior. Bayesian Gaussian Linear Model.
Conditional Probability and Expectation, Bayes Theorem.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-16
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Conditional Probability and Expectation, Bayes Theorem.
Estimators and Confidence Sets. Least Squares.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-22
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Estimators and Confidence Sets. Least Squares.
Expectation, Covariance. Convergence of Random Variables. Laws of Large Numbers. Central Limit Theorem. Multivariate Gaussian.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-15
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Expectation, Covariance. Convergence of Random Variables. Laws of Large Numbers. Central Limit Theorem. Multivariate Gaussian.
Markov Chain Monte Carlo Methods
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-22
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Markov Chain Monte Carlo Methods
Monte Carlo Methods: Convergence Properties and Error Analysis. Basic Algorithms.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-15
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Monte Carlo Methods: Convergence Properties and Error Analysis. Basic Algorithms.
Putting the Tools to Work: A €œReal€ Parameter Estimation Problem
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-24
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Putting the Tools to Work: A €œReal€ Parameter Estimation Problem
Random Processes. Karhunen-Loève Expansions. Gaussian Processes.
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-17
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Random Processes. Karhunen-Loève Expansions. Gaussian Processes.
Random Variables and Probability Distributions
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-15
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Random Variables and Probability Distributions
Variance Reduction: Importance Sampling and Control Variates
Creator:
Marzouk, Youssef (Massachusetts Institute of Technology); Tenorio, Luis (Colorado School of Mines)
Created:
2015-06-16
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Last Updated:
2018-06-19
Variance Reduction: Importance Sampling and Control Variates