<?xml version="1.0" encoding="utf-8"?>
<?xml-stylesheet type="text/xsl" href="style/detail_T.xsl"?>
<bibitem type="A">   <ARLID>0445789</ARLID> <utime>20240103210255.3</utime><mtime>20150806235959.9</mtime>         <title language="eng" primary="1">Bayesian Estimation of Prior Variance in Source Term Determination</title>  <specification> <page_count>1 s.</page_count> <media_type>C</media_type> </specification>   <serial><ARLID>cav_un_epca*0445788</ARLID><title>EGU General Assembly Conference Abstracts</title><part_num/><part_title/><page_num>5563-5563</page_num><publisher><place>Vienna</place><name>EGU</name><year>2015</year></publisher></serial>    <keyword>inverse modeling</keyword>   <keyword>Bayesian approach</keyword>    <author primary="1"> <ARLID>cav_un_auth*0101207</ARLID> <name1>Šmídl</name1> <name2>Václav</name2> <full_dept language="cz">Adaptivní systémy</full_dept> <full_dept language="eng">Department of Adaptive Systems</full_dept> <department language="cz">AS</department> <department language="eng">AS</department> <institution>UTIA-B</institution> <full_dept>Department of Adaptive Systems</full_dept>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author> <author primary="0"> <ARLID>cav_un_auth*0228606</ARLID> <name1>Hofman</name1> <name2>Radek</name2> <full_dept language="cz">Adaptivní systémy</full_dept> <full_dept>Department of Adaptive Systems</full_dept> <department language="cz">AS</department> <department>AS</department> <institution>UTIA-B</institution> <full_dept>Department of Adaptive Systems</full_dept>  <fullinstit>Ústav teorie informace a automatizace AV ČR, v. v. i.</fullinstit> </author>   <source> <url>http://library.utia.cas.cz/separaty/2015/AS/smidl-0445789.pdf</url> </source>        <cas_special> <project> <project_id>7F14287</project_id> <agency>GA MŠk</agency> <country>CZ</country> <ARLID>cav_un_auth*0318110</ARLID> </project>  <abstract language="eng" primary="1">The classical formulation of the linear inverse problem is studied from Bayesian point of view. We show that the classical regularization is equivalent to prior covariance matrix. We formulate several parametrization of the prior covariance matrix and derive estimation algorithms for them. The advantages of teh new algorithms are demonstrated on data from teh ETEX experiment.</abstract>  <action target="WRD"> <ARLID>cav_un_auth*0318109</ARLID> <name>EGU General Assembly</name> <place>Vienna</place> <dates>17.4.2015-22.4.2015</dates>  <country>AT</country> </action>   <reportyear>2016</reportyear>  <RIV>BB</RIV>      <num_of_auth>2</num_of_auth>  <unknown tag="mrcbC52"> 4 O 4o 20231122141037.2 </unknown> <presentation_type> PO </presentation_type> <inst_support> RVO:67985556 </inst_support>  <permalink>http://hdl.handle.net/11104/0248311</permalink>   <confidential>S</confidential>        <arlyear>2015</arlyear>    <unknown tag="mrcbTft">  Soubory v repozitáři: 0445789.pdf </unknown>    <unknown tag="mrcbU63"> cav_un_epca*0445788 EGU General Assembly Conference Abstracts 5563 5563 Vienna EGU 2015 </unknown> </cas_special> </bibitem>