Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems

Peter Benner, Yue Qiu, Martin Stoll. Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems. SIAM/ASA J. Uncertain. Quantification, 6(2):965-989, 2018. [doi]

Abstract

Abstract is missing.