Change of measure for Bayesian field inversion with hierarchical hyperparameters sampling

DOI10.1016/J.JCP.2025.113888MaRDI QIDQ6990519zbMATH OpenFDO

Authors Nadège Polette, O. Le Maître, P. Sochala, Alexandrine Gesret

Publication date 29 April 2025

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2025.113888

zbMATH Keywords

autocovariance function hyperparametersinverse problemKarhunen-Loève decompositionpolynomial chaos expansionrandom fields

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

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