Sparse, adaptive Smolyak quadratures for Bayesian inverse problems

DOI10.1088/0266-5611/29/6/065011zbMath1278.65008OpenAlexW1982944750MaRDI QIDQ2852289

Christoph Schwab, Claudia Schillings

Publication date: 8 October 2013

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/c69543f5691a9a3f4b660e8730216f65c39da304

zbMATH Keywords

algorithmnumerical examplesBanach spaceconvergence rateMarkov chain Monte Carlo methodsBayesian inverse problemssparse adaptive Smolyak quadrature

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Numerical quadrature and cubature formulas (65D32)

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