Complexity analysis of accelerated MCMC methods for Bayesian inversion

• المؤلفون الرئيسيون: Hoang, Viet Ha., Schwab, Christoph., Stuart, Andrew M.
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2014
• الموضوعات: DRNTU::Science::Mathematics::Discrete mathematics::Algorithms
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/101372; http://hdl.handle.net/10220/18708

The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse pr...