2 papers
math.NA2026
Covariance-Informed Subspace: an Adaptive Gradient-Free Input Dimension Reduction Method for Bayesian Inference
Nadège Polette, Olivier Le Maître, Pierre Sochala +1
This paper addresses the challenge of dimension reduction (DR) in Bayesian inference of high-resolution two-or three-dimensional fields, where a priori parametrizations require a l…
math.NA2024
Preconditioners based on Voronoi quantizers of random variable coefficients for stochastic elliptic partial differential equations
Nicolas Venkovic, Paul Mycek, Olivier Le Maître
A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computa…