Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Tiangang Cui,School of Mathematical Science, Monash University, Australia
Inviter:
Title:
Subspace Acceleration for Large-Scale Bayesian Inverse Problems
Time & Venue:
2018.7.3 15:00-16:00 Z311
Abstract:
Algorithmic scalability to high-dimensional models is one of thecentral challenges in solving large-scale Bayesian inverse problems.By exploiting the interaction among various information sources andmodel structures, we will present a set of certified dimensionreduction methods for identifying the intrinsic dimensionality ofinverse problems. The resulting reduced dimensional subspaces offernew insights into the acceleration of classical Bayesian inferencealgorithms for solving inverse problems. We will discuss some old andnew algorithms that can be significantly accelerated by the reduceddimensional subspaces.