Computational Uncertainty Quantification for Inverse Problems
Author | : Johnathan M. Bardsley |
Publisher | : SIAM |
Total Pages | : 141 |
Release | : 2018-08-01 |
ISBN-10 | : 9781611975376 |
ISBN-13 | : 1611975379 |
Rating | : 4/5 (76 Downloads) |
Book excerpt: This book is an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems. The book also presents more advanced material on Bayesian methods and UQ, including Markov chain Monte Carlo sampling methods for UQ in inverse problems. Each chapter contains MATLAB? code that implements the algorithms and generates the figures, as well as a large number of exercises accessible to both graduate students and researchers. Computational Uncertainty Quantification for Inverse Problems is intended for graduate students, researchers, and applied scientists. It is appropriate for courses on computational inverse problems, Bayesian methods for inverse problems, and UQ methods for inverse problems.