The Bayesian Approach To Inverse Problems

Abstract

These lecture notes highlight the mathematical and computational structure relating to the formulation of, and development of algorithms for, the Bayesian approach to inverse problems in differential equations. This approach is fundamental in the quantification of uncertainty within applications involving the blending of mathematical models with data.

Lecture notes to appear in Handbook of Uncertainty Quantification, Editors R. Ghanem, D. Higdon and H. Owhadi, Springer, 2016

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