Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions (Q5000562): Difference between revisions

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scientific article; zbMATH DE number 7371341

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English	Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions	scientific article; zbMATH DE number 7371341

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scholarly article

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title

Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions (English)

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14 July 2021

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zbMATH Keywords

Bayesian inverse problems

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log-normal coefficient

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Gaussian prior

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multilevel Markov chain Monte Carlo

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optimal complexity

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finite element approximation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1088/1361-6420/ab2a1e

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cites work

Geometric MCMC for infinite-dimensional inverse problems

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On the convergence of adaptive sequential Monte Carlo methods

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Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals

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Multilevel sequential Monte Carlo samplers

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Sequential Monte Carlo methods for Bayesian elliptic inverse problems

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Q4219109

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Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients

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Bayesian inverse problems for functions and applications to fluid mechanics

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Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem

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Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

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Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix

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A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

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Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity

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STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM

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Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications

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Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions

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Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing

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Complexity analysis of accelerated MCMC methods for Bayesian inversion

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A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD

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FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION

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Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems

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A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

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Markov Chains and Stochastic Stability

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Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems

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Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

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Analysis of the Ensemble Kalman Filter for Inverse Problems

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Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs

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Inverse problems: A Bayesian perspective

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Wavelet Methods for Elliptic Partial Differential Equations

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Q3718976

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Identifiers

zbMATH Open document ID

1491.65010

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DOI

10.1088/1361-6420/ab2a1e

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5000562

@@ Property / cites work @@
+Geometric MCMC for infinite-dimensional inverse problems
+Normal rank
@@ Property / cites work @@
+On the convergence of adaptive sequential Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Multilevel Sequential Monte Carlo with Dimension-Independent Likelihood-Informed Proposals
+Normal rank
@@ Property / cites work @@
+Multilevel sequential Monte Carlo samplers
@@ Property / cites work: Multilevel sequential Monte Carlo samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo methods for Bayesian elliptic inverse problems
+Normal rank
@@ Property / cites work @@
+Q4219109
@@ Property / cites work: Q4219109 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong and Weak Error Estimates for Elliptic Partial Differential Equations with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Bayesian inverse problems for functions and applications to fluid mechanics
+Normal rank
@@ Property / cites work @@
+Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem
+Normal rank
@@ Property / cites work @@
+Multilevel Sequential Monte Carlo Samplers for Normalizing Constants
+Normal rank
@@ Property / cites work @@
+Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
+Normal rank
@@ Property / cites work @@
+A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with  Applications to Uncertainty Quantification in Subsurface Flow
+Normal rank
@@ Property / cites work @@
+Approximating Infinity-Dimensional Stochastic Darcy's Equations without Uniform Ellipticity
+Normal rank
@@ Property / cites work @@
+STOCHASTIC GALERKIN DISCRETIZATION OF THE LOG-NORMAL ISOTROPIC DIFFUSION PROBLEM
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
+Normal rank
@@ Property / cites work @@
+Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions
+Normal rank
@@ Property / cites work @@
+Bayesian inverse problems in measure spaces with application to Burgers and Hamilton–Jacobi equations with white noise forcing
+Normal rank
@@ Property / cites work @@
+Complexity analysis of accelerated MCMC methods for Bayesian inversion
+Normal rank
@@ Property / cites work @@
+A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD
@@ Property / cites work: A MULTI-INDEX MARKOV CHAIN MONTE CARLO METHOD / rank @@
+Normal rank
@@ Property / cites work @@
+FORWARD AND INVERSE UNCERTAINTY QUANTIFICATION USING MULTILEVEL MONTE CARLO ALGORITHMS FOR AN ELLIPTIC NONLOCAL EQUATION
+Normal rank
@@ Property / cites work @@
+Parameter and State Model Reduction for Large-Scale Statistical Inverse Problems
+Normal rank
@@ Property / cites work @@
+A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
+Normal rank
@@ Property / cites work @@
+Markov Chains and Stochastic Stability
@@ Property / cites work: Markov Chains and Stochastic Stability / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Monte Carlo and Multilevel Monte Carlo Methods for Computing Posterior Expectations in Elliptic Inverse Problems
+Normal rank
@@ Property / cites work @@
+Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
+Normal rank
@@ Property / cites work @@
+Analysis of the Ensemble Kalman Filter for Inverse Problems
+Normal rank
@@ Property / cites work @@
+Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank
@@ Property / cites work @@
+Wavelet Methods for Elliptic Partial Differential Equations
+Normal rank
@@ Property / cites work @@
+Q3718976
@@ Property / cites work: Q3718976 / rank @@
+Normal rank