Stochastic spectral methods for efficient Bayesian solution of inverse problems

DOI10.1016/j.jcp.2006.10.010zbMath1120.65306OpenAlexW2017880874MaRDI QIDQ886042

Habib N. Najm, Larry A. Rahn, Youssef M. Marzouk

Publication date: 14 June 2007

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.10.010

zbMATH Keywords

inverse problems Markov chain Monte Carlo Bayesian inference spectral methods Galerkin projection polynomial chaos diffusive transport

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Numerical solution to inverse problems in abstract spaces (65J22)

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