Optimal low-rank posterior covariance approximation in linear Gaussian inverse problems on Hilbert spaces

arXiv:2411.01112 · math.ST, stat.TH · Submitted 2024-11-02 · Read on arXiv

math.ST, stat.TH

Submitted: 2024-11-02

Updated: 2026-10-20

Terminology

• Inverse Problem — 3× in this paper · explained in 2 episodes
• Hilbert Space — 1× in this paper · explained in 2 episodes
• Loss Function — 1× in this paper · explained in 2 episodes
• Uncertainty Quantification — 1× in this paper · explained in 9 episodes

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