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math.NA2026

Likelihood-informed Model Reduction for Bayesian Inference of Static Structural Loads

Jakob Scheffels, Elizabeth Qian, Iason Papaioannou +1

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engi…

math.NA2026

Dimension and model reduction approaches for linear Bayesian inverse problems with rank-deficient prior covariances

Josie König, Elizabeth Qian, Melina A. Freitag

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditio…

math.NA2026

Streaming Operator Inference for Model Reduction of Large-Scale Dynamical Systems

Tomoki Koike, Prakash Mohan, Marc T. Henry de Frahan +2

Projection-based model reduction enables efficient simulation of complex dynamical systems by constructing low-dimensional surrogate models from high-dimensional data. The Operator…

math.NA2025

An ensemble Kalman approach to randomized maximum likelihood estimation

Pavlos Stavrinides, Elizabeth Qian

This work proposes ensemble Kalman randomized maximum likelihood estimation, a new derivative-free method for performing randomized maximum likelihood estimation, which is a method…

math.NA2025

The Fundamental Subspaces of Ensemble Kalman Inversion

Elizabeth Qian, Christopher Beattie

Ensemble Kalman Inversion (EKI) methods are a family of iterative methods for solving weighted least-squares problems, especially those arising in scientific and engineering invers…