22-24 September 2021
Alpen-Adria-Universität Klagenfurt
Europe/Vienna timezone

Bayesian non-linear inversion problems and PDEs: progress and challenges

22 Sep 2021, 13:50
50m
HS 1 (Alpen-Adria-Universität Klagenfurt)

HS 1

Alpen-Adria-Universität Klagenfurt

Speaker

Prof. Richard Nickl (University of Cambridge)

Description

We review the Bayesian approach to inverse problems, and describe recent progress in our theoretical understanding of its performance in non-linear situations. Statistical and computational guarantees for such algorithms will be provided in high-dimensional, non-convex scenarios, and model examples from elliptic and transport (X-ray type) PDE problems will be discussed. The connection between MCMC and other existing iterative methods will be touched upon, and several open mathematical problems will be described.

Primary author

Prof. Richard Nickl (University of Cambridge)

Presentation Materials

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