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]

@article{SpantiniSCMTM15,
  title = {Optimal Low-rank Approximations of Bayesian Linear Inverse Problems},
  author = {Alessio Spantini and Antti Solonen and Tiangang Cui and James Martin and Luis Tenorio and Youssef M. Marzouk},
  year = {2015},
  doi = {10.1137/140977308},
  url = {http://dx.doi.org/10.1137/140977308},
  researchr = {https://researchr.org/publication/SpantiniSCMTM15},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Scientific Computing},
  volume = {37},
  number = {6},
}