Convergence analysis of surrogate-based methods for Bayesian inverse problems

DOI10.1088/1361-6420/AA9417zbMath1383.65009OpenAlexW2765334337MaRDI QIDQ4601417

Yuan-Xiang Zhang, Liang Yan

Publication date: 16 January 2018

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

Full work available at URL: https://doi.org/10.1088/1361-6420/aa9417

zbMATH Keywords

numerical examplesKullback-Leibler divergenceMarkov chain Monte Carlo methodsBayesian inverse problemspolynomial chaossurrogate modeling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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