A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
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Publication:2909273
DOI10.1137/110845598zbMath1250.65011OpenAlexW2082261407MaRDI QIDQ2909273
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Publication date: 30 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/5a88c9ffcfc30745cbd00403385418ee3984883c
Markov chain Monte Carlo methodnumerical examplesBayesian inferenceBayesian solutionseismic wave propagationstochastic Newton methodlarge-scale statistical inverse problems
Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Seismology (including tsunami modeling), earthquakes (86A15) Inverse problems for PDEs (35R30) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to physics (62P35) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) PDEs in connection with geophysics (35Q86) PDEs in connection with control and optimization (35Q93) PDEs in connection with statistics (35Q62)
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