Bayesian Estimation of Prior Variance in Source Term Determination

0445789 - ÚTIA 2016 AT eng A - Abstrakt
Šmídl, Václav - Hofman, Radek
Bayesian Estimation of Prior Variance in Source Term Determination.
EGU General Assembly Conference Abstracts. Vienna: EGU, 2015. s. 5563-5563.
[EGU General Assembly. 17.4.2015-22.4.2015, Vienna]
Grant CEP: GA MŠMT(CZ) 7F14287
Institucionální podpora: RVO:67985556
Klíčová slova: inverse modeling * Bayesian approach
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2015/AS/smidl-0445789.pdf

The classical formulation of the linear inverse problem is studied from Bayesian point of view. We show that the classical regularization is equivalent to prior covariance matrix. We formulate several parametrization of the prior covariance matrix and derive estimation algorithms for them. The advantages of teh new algorithms are demonstrated on data from teh ETEX experiment.
Trvalý link: http://hdl.handle.net/11104/0248311