Introduction to Bayesian Inverse Problems


Juan Chiachío-Ruano1*, Manuel Chiachío-Ruano1, and Shankar Sankararaman2

1University of Granada, Spain.

2Intuit Inc., USA.

This chapter formally introduces the concept of uncertainty and explains the impact of uncertainty quantification on an important class of engineering problems such as the inverse problems. The treatment of uncertainty can be facilitated through various mathematical methods, though probability has been predominantly used in engineering. A simple introduction to probability theory is presented as the foundation of the Bayesian approach to inverse problems. The interpretation of this Bayesian approach to inverse problems and its practical ...

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