A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

Analysis of the Hessian for inverse scattering problems: II. Inverse medium scattering of acoustic waves

(2012) Tan Bui-Thanh et al.   INVERSE PROBLEMS

Riemann manifold Langevin and Hamiltonian Monte Carlo methods

(2011) Mark Girolami et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

(2010) Chad Lieberman et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Inverse problems: A Bayesian perspective

(2010) A. M. Stuart   ACTA NUMERICA

A Stochastic Collocation Approach to Bayesian Inference in Inverse Problems

(2009) Youssef Marzouk et al.   Communications in Computational Physics

Algorithmic strategies for full waveform inversion: 1D experiments

(2009) Carsten Burstedde et al.   GEOPHYSICS

Parametric Reduced-Order Models for Probabilistic Analysis of Unsteady Aerodynamic Applications

(2008) T. Bui-Thanh et al.   AIAA JOURNAL

A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach

(2008) N. Zabaras et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

(2008) Youssef M. Marzouk et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Computer Model Calibration Using High-Dimensional Output

(2008) Dave Higdon et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION