A transport-based multifidelity preconditioner for Markov chain Monte Carlo (Q2305532)

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A transport-based multifidelity preconditioner for Markov chain Monte Carlo

scientific article; zbMATH DE number 7179095

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English	A transport-based multifidelity preconditioner for Markov chain Monte Carlo	scientific article; zbMATH DE number 7179095

Statements

instance of

scholarly article

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title

A transport-based multifidelity preconditioner for Markov chain Monte Carlo (English)

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author

Benjamin Peherstorfer

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Youssef M. Marzouk

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published in

Advances in Computational Mathematics

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publication date

11 March 2020

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full work available at URL

https://arxiv.org/abs/1808.09379

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https://hdl.handle.net/1721.1/126341

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zbMATH Keywords

Bayesian inverse problems

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transport maps

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multifidelity

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model reduction

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Markov chain Monte Carlo

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describes a project that uses

TransportMaps

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MaRDI profile type

MaRDI publication profile

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cites work

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Identifiers

Mathematics Subject Classification ID

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10.1007/S10444-019-09711-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:2305532