Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method

Keyphrases

• Dimensionality Reduction 100%
• Inverse Problem 100%
• Bayesian Updating 100%
• Parameter Space 100%
• Importance Sampling 100%
• Cross-entropy 100%
• Sampling Measures 66%
• Bayesian Approach 33%
• Model Response 33%
• Low-dimensional Subspace 33%
• Posterior Distribution 33%
• Engineering Mechanics 33%
• Log-likelihood Ratio 33%
• Minimization Problem 33%
• Prior Distribution 33%
• Kullback-Leibler Divergence 33%
• Bayesian Inverse Problems 33%
• Effective Dimension 33%
• High-dimensional Parameter Space 33%
• Comp 33%
• Gradient Evaluation 33%
• Cross-entropy Minimization 33%
• Approximation Error Bounds 33%
• Sampling Sequence 33%
• Second Moment Matrix 33%
• Posterior Parameter Distribution 33%
• Heuristic Criterion 33%

Mathematics

• Parameter Space 100%
• Cross-Entropy 100%
• Bayesian Updating 100%
• Importance Sampling 75%
• Approximation Error 25%
• Bayesian 25%
• Response Model 25%
• Matrix (Mathematics) 25%
• Posterior Distribution 25%
• Upper Bound 25%
• Kullback-Leibler Divergence 25%
• Error Bound 25%
• Effective Dimension 25%
• Log Likelihood Function 25%
• Space Dimension 25%
• Dimensional Subspace 25%
• Bayesian Approach 25%
• Parameter Distribution 25%