Hierarchical Bayesian inference for ill-posed problems via variational method

DOI10.1016/j.jcp.2010.06.016zbMath1198.65189OpenAlexW2008439960MaRDI QIDQ2638255

Jun Zou, Bangti Jin

Publication date: 15 September 2010

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2010.06.016

zbMATH Keywords

algorithmsconvergencenumerical resultsinverse problemconsistencyCauchy problemMarkov chain Monte Carloheat conductionvariational methodill-posed problemsKullback-Leibler divergenceregularization parametervariance estimateuncertainty quantificationhierarchical Bayesian inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Heat equation (35K05) Ill-posed problems for PDEs (35R25) Inverse problems for PDEs (35R30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)

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