The Bayesian Approach To Inverse Problems
Probability
2015-07-03 v4
Abstract
These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications involving the blending of mathematical models with data.
Cite
@article{arxiv.1302.6989,
title = {The Bayesian Approach To Inverse Problems},
author = {Masoumeh Dashti and Andrew M. Stuart},
journal= {arXiv preprint arXiv:1302.6989},
year = {2015}
}
Comments
Lecture notes to appear in Handbook of Uncertainty Quantification, Editors R. Ghanem, D. Higdon and H. Owhadi, Springer, 2016