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2025 | OriginalPaper | Chapter

Markov Chain Monte Carlo on Matrix Manifolds for Probabilistic Model Order Reduction

Authors : Alessandra Vizzaccaro, Mikkel B. Lykkegaard, Tim Dodwell

Published in: Data Science in Engineering Vol. 10

Publisher: Springer Nature Switzerland

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Abstract

This work extends classical tools in linear model order reduction and more recent results in the field of optimization on Riemannian manifolds to the probabilistic case, within the Bayesian framework. We present a method to draw samples from a given target distribution defined on various matrix manifolds. The collected samples can be used to propagate uncertainty on the reduction matrix and other quantities of interest.

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Metadata
Title
Markov Chain Monte Carlo on Matrix Manifolds for Probabilistic Model Order Reduction
Authors
Alessandra Vizzaccaro
Mikkel B. Lykkegaard
Tim Dodwell
Copyright Year
2025
DOI
https://doi.org/10.1007/978-3-031-68142-4_12