Large-Scale Inverse Problems and Quantification of Uncertaint... - 9780470697436

Large-Scale Inverse Problems and Quantification of UncertaintyAuthor(s): Lorenz Biegler, George Biros, Omar Ghattas, Matthias Heinkenschloss, David Keyes, Bani Mallick, Luis Tenorio, Bart van Bloemen Waanders, Karen Willcox, Youssef Marzouk\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780470697436, 978-0470697436\nSynopsis\nThis book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale i.