Robust inversion, dimensionality reduction, and randomized sampling
نویسندگان
چکیده
منابع مشابه
Robust inversion, dimensionality reduction, and randomized sampling
We consider a class of inverse problems in which the forward model is the solution operator to linear ODEs or PDEs. This class admits several dimensionality-reduction techniques based on data averaging or sampling, which are especially useful for large-scale problems. We survey these approaches and their connection to stochastic optimization. The data-averaging approach is only viable, however,...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2012
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-012-0571-6