Optimal Low-rank Approximations of Bayesian Linear Inverse Problems

Alessio Spantini, Antti Solonen, Tiangang Cui, James Martin, Luis Tenorio, Youssef M. Marzouk. Optimal Low-rank Approximations of Bayesian Linear Inverse Problems. SIAM J. Scientific Computing, 37(6), 2015. [doi]

Abstract

Abstract is missing.