The Mathematical Institute, University of Oxford, Eprints Archive

Stochastic Partial Differential Equations as priors in ensemble methods for solving inverse problems

Potsepaev, Roman V. and Farmer, Chris L. and Aziz, Mohammed (2009) Stochastic Partial Differential Equations as priors in ensemble methods for solving inverse problems. Stochastic Partial Differential Equations as priors in ensemble methods for solving inverse problems . (Submitted)

[img]
Preview
PDF
1337Kb

Abstract

This article describes a coordinate free approach to modelling stochastic textures through the application of stochastic partial differential equations. The intended application is that of sampling from a prior probability density in the solution of inverse problems by Bayesian filtering methods. In simpler cases analytical formulae for the correlation functions can be derived. Such formulae can then be used to guide parameter selection in the general case where numerical methods are necessary.

Item Type:Article
Subjects:D - G > General
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:952
Deposited By:Ruby Hawkins
Deposited On:02 Sep 2010 10:48
Last Modified:09 Feb 2012 16:05

Repository Staff Only: item control page