Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions (Q3454461)

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Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions
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    Algorithms for Kullback--Leibler Approximation of Probability Measures in Infinite Dimensions (English)
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    25 November 2015
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    Kullback-Leibler approximation
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    algorithms
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    Gaussian distributions
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    relative entropy
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    conditioned diffusion process
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    elliptic PDEs
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    inverse problems
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    Monte Carlo-Markov chain sampling
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