Formulation and solution of stochastic inverse problems for science and engineering models
Colorado State University
The stochastic inverse problem for determining parameter values in a physics model from observational data on the output of the model forms the core of scientific inference and engineering design. We describe a recently developed formulation and solution method for stochastic inverse problems that is based on measure theory and a generalization of a contour map. In addition to a complete analytic and numerical theory, advantages of this approach include avoiding the introduction of ad hoc statistics models, unverifiable assumptions, and alterations of the model like regularization. We present a high-dimensional application to determination of parameter fields in storm surge models. We conclude with recent work on defining a notion of condition for stochastic inverse problems and the use in designing sets of optimal observable quantities.
Tuesday, December 5, 2017
11:00AM AP&M 2402
Center for Computational Mathematics9500 Gilman Dr. #0112La Jolla, CA 92093-0112Tel: (858)534-9056