A Bayesian approach to multiscale inverse problems using the sequential Monte Carlo method

DOI10.1088/0266-5611/27/10/105004zbMath1228.65009MaRDI QIDQ3097931

Nicholas Zabaras, Jiang Wan

Publication date: 10 November 2011

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

Full work available at URL: https://doi.org/10.1088/0266-5611/27/10/105004

zbMATH Keywords

comparison of methods; parameter estimation; numerical examples; Markov chain Monte Carlo methods; multiple scales; adaptive refinement strategy; flows through porous media; sequential Monte Carlo sampler; Bayesian computational approach

Mathematics Subject Classification ID

62F10: Point estimation

62F15: Bayesian inference

65C05: Monte Carlo methods

76S05: Flows in porous media; filtration; seepage

76M35: Stochastic analysis applied to problems in fluid mechanics

65C40: Numerical analysis or methods applied to Markov chains

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