A data-driven and model-based accelerated Hamiltonian Monte Carlo method for Bayesian elliptic inverse problems

DOI10.1007/s11222-023-10262-yzbMath1517.62030arXiv2104.13070OpenAlexW4380886155MaRDI QIDQ6172145

Cheng Zhang, Hong-Kai Zhao, Zhiwen Zhang, Sijing Li

Publication date: 16 August 2023

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.13070

zbMATH Keywords

model reductionBayesian inversionproper orthogonal decomposition (POD)elliptic inverse problemsHamiltonian Monte Carlo (HMC) method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Computational methods for problems pertaining to statistics (62-08) Monte Carlo methods (65C05) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) PDEs with randomness, stochastic partial differential equations (35R60) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Model reduction in optics and electromagnetic theory (78M34)

Related Items (1)

Reduced-order model-based variational inference with normalizing flows for Bayesian elliptic inverse problems

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