Book Details

Introduction to Bayesian Scientific Computing

Publication year: 2007

ISBN: 978-0-387-73394-4

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Inverse problems are closely related to statistical inference problems, where the observations are used to infer on an underlying probability distribution. This connection between statistical inference and inverse problems is a central topic of the book. Inverse problems are typically ill-posed: small uncertainties in data may propagate in huge uncertainties in the estimates of the unknowns. To cope with such problems, efficient regularization techniques are developed in the framework of numerical analysis. The counterpart of regularization in the framework of statistical inference is the use prior information.


Subject: Mathematics and Statistics, Bayesian, Computing, Lectures, STATISTICA, Scientific, learning, linear algebra, modeling, scientific computing