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Outputs (18)

Parameterizations for ensemble Kalman inversion (2018)
Journal Article
Chada, N., Iglesias, M., Lassi, R., & Stuart, A. M. (2018). Parameterizations for ensemble Kalman inversion. Inverse Problems, 34(5), https://doi.org/10.1088/1361-6420/aab6d9

The use of ensemble methods to solve inverse problems is attractive because it is a derivative-free methodology which is also well-adapted to parallelization. In its basic iterative form the method produces an ensemble of solutions which lie in the l... Read More about Parameterizations for ensemble Kalman inversion.

Filter based methods for statistical linear inverse problems (2017)
Journal Article
Iglesias, M., Lin, K., Shuai, L., & Stuart, A. M. (2017). Filter based methods for statistical linear inverse problems. Communications in Mathematical Sciences, 15(7), 1867–1896. https://doi.org/10.4310/CMS.2017.v15.n7.a4

Ill-posed inverse problems are ubiquitous in applications. Understanding of algorithms for their solution has been greatly enhanced by a deep understanding of the linear inverse problem. In the applied communities ensemble-based filtering methods hav... Read More about Filter based methods for statistical linear inverse problems.

Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements (2017)
Journal Article
Iglesias, M., Sawlan, Z., Scavino, M., Tempone, R., & Wood, C. J. (2018). Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements. International Journal of Heat and Mass Transfer, 116, https://doi.org/10.1016/j.ijheatmasstransfer.2017.09.022

The assessment of the thermal properties of walls is essential for accurate building energy simulations that are needed to make effective energy-saving policies. These properties are usually investigated through in-situ measurements of temperature an... Read More about Bayesian inferences of the thermal properties of a wall using temperature and heat flux measurements.

Hierarchical Bayesian level set inversion (2016)
Journal Article
Dunlop, M. M., Iglesias, M., & Stuart, A. M. (in press). Hierarchical Bayesian level set inversion. Statistics and Computing, 27(6), https://doi.org/10.1007/s11222-016-9704-8

The level set approach has proven widely successful in the study of inverse problems for inter- faces, since its systematic development in the 1990s. Re- cently it has been employed in the context of Bayesian inversion, allowing for the quantificatio... Read More about Hierarchical Bayesian level set inversion.

A Bayesian level set method for geometric inverse problems (2016)
Journal Article
Iglesias, M., Lu, Y., & Stuart, A. (2016). A Bayesian level set method for geometric inverse problems. Interfaces and Free Boundaries, 18(2), https://doi.org/10.4171/IFB/362

We introduce a level set based approach to Bayesian geometric inverse problems. In these problems the interface between different domains is the key unknown, and is realized as the level set of a function. This function itself becomes the object of t... Read More about A Bayesian level set method for geometric inverse problems.