Binned Multilevel Monte Carlo for Bayesian Inverse Problems with Large Data

DOI10.1007/978-3-319-18827-0_52MaRDI QIDQ2815041zbMATH OpenOpenAlexFDO

Authors Robert Nicholas Gantner, Claudia Schillings, Christoph Schwab

Publication date 23 June 2016

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-18827-0_52

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical solution to inverse problems in abstract spaces (65J22)

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Cites work

• Breaking the curse of dimensionality in sparse polynomial approximation of parametric PDEs
• scientific article; zbMATH DE number 2000348 (Why is no real title available?)
• Inverse problems: a Bayesian perspective
• Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
• Multilevel Monte Carlo method for parabolic stochastic partial differential equations
• Multilevel Monte Carlo Path Simulation
• On the Lebesgue constant of Leja sequences for the complex unit disk and of their real projection
• Sparse deterministic approximation of Bayesian inverse problems
• Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
• Sparsity in Bayesian inversion of parametric operator equations

Cited in

(1)

• Scaling limits in computational Bayesian inversion

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