Abstract:We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and probabilistic numerical methods. In these fields, a random approximation can enhance the quality or the efficiency of the inference procedure, but entails additional theoretical and computational difficulties due to the randomness of the forward map. A standard technique to addr… Show more
Set email alert for when this publication receives citations?
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.