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Related papers: A-posteriori error estimates for inverse problems

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We prove a comprehensive solution theory using tools from functional analysis, show corresponding variational formulations, and present functional a posteriori error estimates for general linear first order systems. As a prototypical…

Numerical Analysis · Mathematics 2018-05-23 Dirk Pauly

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

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…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

The aim of this paper is the derivation of an a-posteriori error estimate for a numerical method based on an exponential scheme in time and spectral Galerkin methods in space. We obtain analytically a rigorous bound on the mean square error…

Numerical Analysis · Mathematics 2017-11-15 Dirk Blömker , Minoo Kamrani

Inverse weighting with an estimated propensity score is widely used by estimation methods in causal inference to adjust for confounding bias. However, directly inverting propensity score estimates can lead to instability, bias, and…

Methodology · Statistics 2025-04-11 Lars van der Laan , Ziming Lin , Marco Carone , Alex Luedtke

We perform the a posteriori error analysis of residual type of a transmission problem with sign changing coefficients. According to [6] if the contrast is large enough, the continuous problem can be transformed into a coercive one. We…

Numerical Analysis · Mathematics 2010-09-17 Serge Nicaise , Juliette Venel

Domain decomposition methods are widely used for the numerical solution of partial differential equations on high performance computers. We develop an adjoint-based a posteriori error analysis for both multiplicative and additive…

Numerical Analysis · Mathematics 2019-10-09 Jehanzeb Chaudhry , Don Estep , Simon Tavener

In this work, we derive two-sided a posteriori error estimates for the dual-weighted residual (DWR) method. We consider both single and multiple goal functionals. Using a saturation assumption, we derive lower bounds yielding the efficiency…

Numerical Analysis · Mathematics 2018-11-20 Bernhard Endtmayer , Ulrich Langer , Thomas Wick

We consider the inverse problem of determining the highly oscillatory coefficient $a^\epsilon$ in partial differential equations of the form $-\nabla\cdot (a^\epsilon\nabla u^\epsilon)+bu^\epsilon = f$ from given measurements of the…

Numerical Analysis · Mathematics 2016-10-26 Christina Frederick , Bjorn Engquist

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

This paper extends the work of Clarke [1] on the Bayesian foundations of the biomagnetic inverse problem. It derives expressions for the expectation and variance of the a posteriori source current probability distribution given a prior…

Medical Physics · Physics 2009-10-31 R. Hasson , S. J. Swithenby

Maximum a posteriori and Bayes estimators are two common methods of point estimation in Bayesian Statistics. It is commonly accepted that maximum a posteriori estimators are a limiting case of Bayes estimators with 0-1 loss. In this paper,…

Statistics Theory · Mathematics 2018-02-23 Robert Bassett , Julio Deride

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

A posteriori error estimates are derived in the context of two-dimensional structural elastic shape optimization under the compliance objective. It is known that the optimal shape features are microstructures that can be constructed using…

Numerical Analysis · Mathematics 2015-01-30 Benedict Geihe , Martin Rumpf

The estimation of the covariance matrix is an initial step in many multivariate statistical methods such as principal components analysis and factor analysis, but in many practical applications the dimensionality of the sample space is…

Methodology · Statistics 2012-06-12 Søren Feodor Nielsen , Jon Sporring

This paper is concerned with the derivation of conforming and non-conforming functional a posteriori error estimates for elliptic boundary value problems in exterior domains. These estimates provide computable and guaranteed upper and lower…

Numerical Analysis · Mathematics 2014-07-22 Olli Mali , Alexey Muzalevskiy , Dirk Pauly

This work presents a framework for a-posteriori error-estimating algorithms for differential equations which combines the radii polynomial approach with Haar wavelets. By using Haar wavelets, we obtain recursive structures for the matrix…

Numerical Analysis · Mathematics 2023-05-01 Guilherme Nakassima , Marcio Gameiro

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

We consider mixed finite element approximation of a singularly perturbed fourth-order elliptic problem with two different boundary conditions, and present a new measure of the error, whose components are balanced with respect to the…

Numerical Analysis · Mathematics 2016-09-16 Shaohong Du , Runchang Lin , Zhimin Zhang