Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo (Q4997424)

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scientific article; zbMATH DE number 7364380
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Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
scientific article; zbMATH DE number 7364380

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    Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo (English)
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    29 June 2021
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    Gaussian random field
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    nonlinear Bayesian inference
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    Markov chain Monte Carlo
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    multilevel Markov chain Monte Carlo
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    high-dimensional uncertainty quantification
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    algebraic multigrid
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