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LMS short course: Introduction to the Bayesian approach to inverse problems

Natalia Bochkina (University of Edinburgh)

Thursday, 11 May 2017 from 09:15 to 16:45 (BST)

LMS short course: Introduction to the Bayesian...

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Free ticket 4 May 2017 Free  

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This is a short course on Bayesian Inverse problems with the focus on theory and algorthms, sponsored by London Mathematical Society. It is aimed at PhD and MSc students and other researchers with a maths-based degree.  

Uncertainty Quantification (UQ) is an interesting, fast growing research area aimed at developing methods to address the impact of parameter, data and model uncertainty in complex systems. In this course we will focus on the identification of parameters through observations of the response of the system - the inverse problem. The uncertainty in the solution of the inverse problem will be described via the Bayesian approach. We will derive Bayes' theorem in the setting of finite dimensional parameter spaces, and discuss properties such as well-posedness, statistical estimates and connections to classical regularization methods. We will briefly examine the extension of the Bayesian approach to the infinite dimensional setting. The remainder of this course will be devoted to algorithms for the efficient approximation of the solution of the Bayes inverse problem. We will give a detailed discussion on Monte Carlo methods in this context, and review alternative approaches such as multilevel Monte Carlo and Markov-chain Monte Carlo.

Course webpage with further information is available here.

Do you have questions about LMS short course: Introduction to the Bayesian approach to inverse problems? Contact Natalia Bochkina (University of Edinburgh)

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When & Where

George Square
EH8 Edinburgh
United Kingdom

Thursday, 11 May 2017 from 09:15 to 16:45 (BST)


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LMS short course: Introduction to the Bayesian approach to inverse problems
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