Tensor completion for PDEs with uncertain coefficients and Bayesian Update

Abstract

In this work, we tried to show connections between Bayesian update and tensor completion techniques. Usually, only a small/sparse vector/tensor of measurements is available. The typical measurement is a function of the solution. The solution of a stochastic PDE is a tensor, the measurement as well. The idea is to use completion techniques to compute all "missing" values of the measurement tensor and only then apply the Bayesian technique.