Applied Math Graduate Student Seminar: Abhijit Chowdhary, NC State, Computing Eigenvalue Sensitivities for Sensitivity Analysis of the Information Gain in Bayesian Linear Inverse Problems
SAS 4201We consider sensitivity analysis of Bayesian inverse problems with respect to modeling uncertainties. To this end, we consider sensitivity analysis of the information gain, as measured by the Kullback-Leibler divergence from the posterior to the prior. This choice provides a principled approach that leverages key structures within the Bayesian inverse problem. Also, the information gain…