Fall 2016
Colloquia are held on Fridays at 11:30 a.m. in Cullimore Lecture Hall II, unless noted otherwise. Refreshments are served at 11:30 am. For questions about the seminar schedule, please contact Yassine Boubendir.
Date: October 14, 2016
Speaker: Georg Stadler
Courant Institute of Mathematical Sciences,
New York University
Title: "Computational Methods for Bayesian Inverse Problems Governed"
Abstract:
I will give an overview of recent work on computational methods for Bayesian inverse problems. The main focus is on problems in which the parameter is a function (and thus, upon discretization, a high-dimensional vector), and in which the parameter-to-observable map involves the solution of a partial differential equation (and thus, is expensive). Different approximations of this Bayesian inverse problem will be discussed. In particular, I will focus on low-rank ideas that express the information gained by observations as low-rank update of the prior distribution, and on methods for sampling the posterior that employs proposals tailored to this posterior. The driving application is the study of the dynamics of ice sheets. Here, the target is to infer the uncertain, spatially-varying basal boundary condition of land ice from satellite observations of the surface velocity of the ice flow.
This is joint work with Noemi Petra, Tobin Isaac and Omar Ghattas.