Hessian-based adaptive sparse quadrature for infinite-dimensional Bayesian inverse problemsā
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DOI: 10.1016/j.cma.2017.08.016
Abstract: In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the… read more here.
Keywords: posterior distribution; adaptive sparse; sparse quadrature; quadrature ... See more keywords