Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Journal Article
·
· Journal of Computational Physics
- Lawrence Berkeley National Laboratory (United States)
- Department of Mathematics, University of Kansas (United States)
Polynomial chaos expansions are used to reduce the computational cost in the Bayesian solutions of inverse problems by creating a surrogate posterior that can be evaluated inexpensively. We show, by analysis and example, that when the data contain significant information beyond what is assumed in the prior, the surrogate posterior can be very different from the posterior, and the resulting estimates become inaccurate. One can improve the accuracy by adaptively increasing the order of the polynomial chaos, but the cost may increase too fast for this to be cost effective compared to Monte Carlo sampling without a surrogate posterior.
- OSTI ID:
- 22382181
- Journal Information:
- Journal of Computational Physics, Vol. 282; Other Information: Copyright (c) 2014 Elsevier Science B.V., Amsterdam, The Netherlands, All rights reserved.; Country of input: International Atomic Energy Agency (IAEA); ISSN 0021-9991
- Country of Publication:
- United States
- Language:
- English
Traveling-Standing Water Waves and Microseisms
|
text | January 2013 |
| Implicit particle filters for data assimilation | preprint | January 2010 |
| Uncertainty quantification and weak approximation of an elliptic inverse problem | preprint | January 2011 |
Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data
|
journal | January 2019 |
| Joint state-parameter estimation of a nonlinear stochastic energy balance model from sparse noisy data | text | January 2019 |
Magnetometric resistivity tomography using chaos polynomial expansion
|
journal | February 2020 |
Similar Records
Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
Application of Polynomial Chaos Expansion in One-Dimensional Inverse Transport Problems
Journal Article
·
Tue Nov 18 00:00:00 EST 2014
· Journal of Computational Physics
·
OSTI ID:22382181
+1 more
Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
Journal Article
·
Wed Apr 01 00:00:00 EDT 2009
· Journal of Computational Physics
·
OSTI ID:22382181
Application of Polynomial Chaos Expansion in One-Dimensional Inverse Transport Problems
Journal Article
·
Sat Jul 01 00:00:00 EDT 2017
· Transactions of the American Nuclear Society
·
OSTI ID:22382181