A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion

(2013) Tan Bui-Thanh et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Simulation-based optimal Bayesian experimental design for nonlinear systems

(2012) Xun Huan et al.   JOURNAL OF COMPUTATIONAL PHYSICS

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

(2012) James Martin et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix

(2011) Haim Avron et al.   JOURNAL OF THE ACM

Fast Algorithms for Bayesian Uncertainty Quantification in Large-Scale Linear Inverse Problems Based on Low-Rank Partial Hessian Approximations

(2011) H. P. Flath et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Computing $f(A)b$ via Least Squares Polynomial Approximations

(2011) Jie Chen et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

(2011) N. Halko et al.   SIAM REVIEW

Inverse problems: A Bayesian perspective

(2010) A. M. Stuart   ACTA NUMERICA

Numerical methods for the design of large-scale nonlinear discrete ill-posed inverse problems

(2009) E Haber et al.   INVERSE PROBLEMS

Numerical methods for experimental design of large-scale linear ill-posed inverse problems

(2008) E Haber et al.   INVERSE PROBLEMS