Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method

Max Ehre, Rafael Flock, Martin Fußeder, Iason Papaioannou, Daniel Straub. Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method. SIAM/ASA J. Uncertain. Quantification, 11(1):358-388, March 2023. [doi]

Abstract

Abstract is missing.