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  1. Summary Uncertainty quantification for linear inverse problems remains a challenging task, especially for problems with a very large number of unknown parameters (e.g., dynamic inverse problems) and for problems where computation of the square root and inverse of the prior covariance matrix are not feasible. This work exploits Krylov subspace methods to develop and analyze new techniques for large‐scale uncertainty quantification in inverse problems. In this work, we assume that generalized Golub‐Kahan‐based methods have been used to compute an estimate of the solution, and we describe efficient methods to explore the posterior distribution. In particular, we use the generalized Golub‐Kahan bidiagonalization to derive an approximation of the posterior covariance matrix, and we provide theoretical results that quantify the accuracy of the approximate posterior covariance matrix and of the resulting posterior distribution. Then, we describe efficient methods that use the approximation to compute measures of uncertainty, including the Kullback‐Liebler divergence. We present two methods that use the preconditioned Lanczos algorithm to efficiently generate samples from the posterior distribution. Numerical examples from dynamic photoacoustic tomography demonstrate the effectiveness of the described approaches. 
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  2. Mariño, Inés P. (Ed.)
    In many physiological systems, real-time endogeneous and exogenous signals in living organisms provide critical information and interpretations of physiological functions; however, these signals or variables of interest are not directly accessible and must be estimated from noisy, measured signals. In this paper, we study an inverse problem of recovering gas exchange signals of animals placed in a flow-through respirometry chamber from measured gas concentrations. For large-scale experiments (e.g., long scans with high sampling rate) that have many uncertainties (e.g., noise in the observations or an unknown impulse response function), this is a computationally challenging inverse problem. We first describe various computational tools that can be used for respirometry reconstruction and uncertainty quantification when the impulse response function is known. Then, we address the more challenging problem where the impulse response function is not known or only partially known. We describe nonlinear optimization methods for reconstruction, where both the unknown model parameters and the unknown signal are reconstructed simultaneously. Numerical experiments show the benefits and potential impacts of these methods in respirometry. 
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  3. null (Ed.)