MS-Fr-D-36
Advances in MCMC and related sampling methods for large-scale inverse problems - Part III of IV
For Part I, see MS-Th-D-36
For Part II, see MS-Th-E-36
For Part IV, see MS-Fr-E-36

Date: August 14
Time: 13:30--15:30
Room: 409

(Note: Click title to show the abstract.)

Organizer:
Bui-Thanh, Tan (The Univ. of Texas at Austin)
Cui, Tiangang (MIT)
Marzouk, Youssef (Massachusetts Inst. of Tech.)

Abstract: Inverse problems convert indirect measurements into useful characterizations of the parameters of a physical system. Parameters are typically related to indirect measurements by a system of partial differential equations (PDEs), which are complicated and expensive to evaluate. Available indirect data are often limited, noisy, and subject to natural variation, while the unknown parameters of interest are often high dimensional, or infinite dimensional in principle. Solution of the inverse problem, along with prediction and uncertainty assessment, can be cast in a Bayesian setting and thus naturally tackled with Markov chain Monte Carlo (MCMC) and other posterior sampling methods. However, designing scalable and efficient sampling methods for high dimensional inverse problems that involve expensive PDE evaluations poses a significant challenge. This mini-symposium presents recent advances in sampling approaches for large scale inverse problems.


MS-Fr-D-36-1
13:30--14:00
Affine Invariante MCMC's, the way forward or the least we should ask for?
Christen, Andres (CIMAT)


MS-Fr-D-36-2
14:00--14:30
A randomized likelihood method for data reduction in large-scale inverse problems
Bui-Thanh, Tan (The Univ. of Texas at Austin)


MS-Fr-D-36-3
14:30--15:00
Ensemble-based MCMC methods for exploring large-scale high dimensional Bayesian inverse problems
WANG, KAINAN (HALLIBURTON LANDMARK GRAPHICS)
Bui-Thanh, Tan (The Univ. of Texas at Austin)


MS-Fr-D-36-4
15:00--15:30
Sampling high-dimensional distributions using linear iterations
Fox, Colin (Univ. of Otago)

Return


Footnote:
Code: Type-Date-Time-Room No.
Type : IL=Invited Lecture, SL=Special Lectures, MS=Minisymposia, IM=Industrial Minisymposia, CP=Contributed Papers, PP=Posters
Date: Mo=Monday, Tu=Tuesday, We=Wednesday, Th=Thursday, Fr=Friday
Time : A=8:30-9:30, B=10:00-11:00, C=11:10-12:10, BC=10:00-12:10, D=13:30-15:30, E=16:00-18:00, F=19:00-20:00, G=12:10-13:30, H=15:30-16:00
Room No.: TBA