Scaling limits in computational Bayesian inversion
Scaling limits in computational Bayesian inversion
Computational Bayesian inversion of operator equations with distributed uncertain input parameters is based on an infinite-dimensional version of Bayes' formula established in M. Dashti and A.M. Stuart [Handbook of Uncertainty Quantification, edited by R. Ghanem, D. Higdon and H. Owhadi. Springer (2015).] and its numerical realization in C. Schillings and …