Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions (Q5000562)

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scientific article; zbMATH DE number 7371341
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Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions
scientific article; zbMATH DE number 7371341

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    Analysis of a multilevel Markov chain Monte Carlo finite element method for Bayesian inversion of log-normal diffusions (English)
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    14 July 2021
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    Bayesian inverse problems
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    log-normal coefficient
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    Gaussian prior
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    multilevel Markov chain Monte Carlo
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    optimal complexity
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    finite element approximation
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