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Full-Text Articles in Mathematics
Optimal Transport Driven Bayesian Inversion With Application To Signal Processing, Elijah F. Perez
Optimal Transport Driven Bayesian Inversion With Application To Signal Processing, Elijah F. Perez
Mathematics & Statistics ETDs
This paper will outline a Debiased Sinkhorn Divergence driven Bayesian inversion framework. Conventionally, a Gaussian Driven Bayesian framework is used when performing Bayesian inversion. A major issue with this Gaussian framework is that the Gaussian likelihood, driven by the L2 norm, is not affected by phase shift in a given signal. This issue has been addressed in [1] using a Wasserstein framework. However, the Wasserstein framework still has an issue because it assumes statistical independence when multidimensional signals are analyzed. This assumption of statistical independence cannot always be made when analyzing signals where multiple detectors are recording one event, say …
Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey
Methods Of Uncertainty Quantification For Physical Parameters, Kellin Rumsey
Mathematics & Statistics ETDs
Uncertainty Quantification (UQ) is an umbrella term referring to a broad class of methods which typically involve the combination of computational modeling, experimental data and expert knowledge to study a physical system. A parameter, in the usual statistical sense, is said to be physical if it has a meaningful interpretation with respect to the physical system. Physical parameters can be viewed as inherent properties of a physical process and have a corresponding true value. Statistical inference for physical parameters is a challenging problem in UQ due to the inadequacy of the computer model. In this thesis, we provide a comprehensive …