FEM-based discretization-invariant MCMC methods for PDE-constrained Bayesian inverse problems

DOI10.3934/IPI.2016028MaRDI QIDQ338594zbMATH OpenOpenAlexFDO

Authors Tan Bui-Thanh, Quoc P. Nguyen

Publication date 7 November 2016

Published in Inverse Problems and Imaging (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/ipi.2016028

zbMATH Keywords

Bayesian inferenceGalerkin finite element methodhybrid Monte Carloinfinite-dimensional inverse problemsMarkov chain Monte Carlomatrix transfer techniqueMetropolis-adjusted Langevin algorithm

Mathematics Subject Classification ID

PDEs in connection with statistics (35Q62) Inverse problems for PDEs (35R30) Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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