论文标题

州估计 - 简化模型的作用

State Estimation -- The Role of Reduced Models

论文作者

Cohen, Albert, Dahmen, Wolfgang, DeVore, Ron

论文摘要

对复杂的物理或技术过程的探索通常需要从不同来源中利用可用信息:(i)通常表示为参数依赖性偏微分方程的家族,以及(ii)测量设备或传感器提供的数据。传感器的量通常受到限制,并且数据采集可能很昂贵,在某些情况下甚至有害。本文回顾了这种“小数据”场景的一些最新发展,其中倒置被典型的参数维度强烈加剧。所提出的概念可以被视为探索贝叶斯反转的替代方案,而有利于与所需的计算复杂性有关的更确定性准确性量化。我们讨论了描述内在信息限制的最佳标准,并强调了减少模型来制定有效计算策略的作用。特别是,需要调整简化模型(不是特定(可能是嘈杂)数据集),而是对传感器系统进行调整的需求。反过来,这是通过基于连续模型的适当稳定变异公式来利用几何观点来促进的。

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations and (ii) data provided by measurement devices or sensors. The amount of sensors is typically limited and data acquisition may be expensive and in some cases even harmful. This article reviews some recent developments for this "small-data" scenario where inversion is strongly aggravated by the typically large parametric dimensionality. The proposed concepts may be viewed as exploring alternatives to Bayesian inversion in favor of more deterministic accuracy quantification related to the required computational complexity. We discuss optimality criteria which delineate intrinsic information limits, and highlight the role of reduced models for developing efficient computational strategies. In particular, the need to adapt the reduced models -- not to a specific (possibly noisy) data set but rather to the sensor system -- is a central theme. This, in turn, is facilitated by exploiting geometric perspectives based on proper stable variational formulations of the continuous model.

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