04093nam 2200697Ia 450 991082772810332120200520144314.0978661284897197811199575841119957583978128284897912828489769780470685853047068585997804706858600470685867(CKB)2670000000047185(EBL)624664(OCoLC)680314762(SSID)ssj0000421753(PQKBManifestationID)12182482(PQKBTitleCode)TC0000421753(PQKBWorkID)10412370(PQKB)10055349(MiAaPQ)EBC624664(Perlego)1012466(EXLCZ)99267000000004718520100712d2011 uy 0engur|n|---|||||txtccrLarge-scale inverse problems and quantification of uncertainty /edited by Lorenz Biegler ... [et al.]Chichester, West Sussex Wiley20111 online resource (390 p.)Wiley series in computational statisticsDescription based upon print version of record.9780470697436 0470697431 Includes bibliographical references and index.Large-Scale Inverse Problems and Quantification of Uncertainty; Index; Contents; List of Contributors; 1 Introduction; 2 A Primer of Frequentist and Bayesian Inference in Inverse Problems; 3 Subjective Knowledge or Objective Belief? An Oblique Look to Bayesian Methods; 4 Bayesian and Geostatistical Approaches to Inverse Problems; 5 Using the Bayesian Framework to Combine Simulations and Physical Observations for Statistical Inference; 6 Bayesian Partition Models for Subsurface Characterization7 Surrogate and Reduced-Order Modeling: A Comparison of Approaches for Large-Scale Statistical Inverse Problems8 Reduced Basis Approximation and A Posteriori Error Estimation for Parametrized Parabolic PDEs: Application to Real-Time Bayesian Parameter Estimation; 9 Calibration and Uncertainty Analysis for Computer Simulations with Multivariate Output; 10 Bayesian Calibration of Expensive Multivariate Computer Experiments; 11 The Ensemble Kalman Filter and Related Filters; 12 Using the Ensemble Kalman Filter for History Matching and Uncertainty Quantification of Complex Reservoir Models13 Optimal Experimental Design for the Large-Scale Nonlinear Ill-Posed Problem of Impedance Imaging14 Solving Stochastic Inverse Problems: A Sparse Grid Collocation Approach; 15 Uncertainty Analysis for Seismic Inverse Problems: Two Practical Examples; 16 Solution of Inverse Problems Using Discrete ODE AdjointsThis book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scaleWiley series in computational statistics.Bayesian statistical decision theoryInverse problems (Differential equations)Mathematical optimizationBayesian statistical decision theory.Inverse problems (Differential equations)Mathematical optimization.515/.357Biegler Lorenz T619818MiAaPQMiAaPQMiAaPQBOOK9910827728103321Large-scale inverse problems and quantification of uncertainty3926417UNINA