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Bayesian well-posedness for inverse problems
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Stuart, A. M. (2010) Bayesian well-posedness for inverse problems. In: ICMS Workshop on Uncertainty Quantification, Edinburgh, 24-28 May 2010 (Unpublished)
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Official URL: http://www.icms.org.uk/workshops/uq#programme
Abstract
I will describe a theory of well-posed for inverse problems arising in differential equations. The approach is based on adopting a Bayesian viewpoint on function space. Under natural assumptions on the forward problem, this gives Lipschitz continuity of the posterior measure with respect to changes in the data. Applications are numerous and include data assimilation in fluid mechanics and subsurface geophysics.
Item Type: | Conference Item (Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||
Official Date: | 26 May 2010 | ||||
Dates: |
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Status: | Not Peer Reviewed | ||||
Publication Status: | Unpublished | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | ICMS Workshop on Uncertainty Quantification | ||||
Type of Event: | Conference | ||||
Location of Event: | Edinburgh | ||||
Date(s) of Event: | 24-28 May 2010 |
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